signal,X,entry,strike,expiry,exit,trades,win_pct,avg,median,total,max_dd,avg_raw,avg_cost,n_2024,tot_2024,n_2025,tot_2025,n_2026,tot_2026,n_train,tot_train,avg_train,n_test,tot_test,avg_test,n_weekend_holiday,avg_weekend_holiday,n_fri,avg_fri,avg_1night,pctile_vs_random,random_mean_total,robust_pass
CE_all,0.0,15:25,ATM,expiring next day,09:15o,103,24.271844660194176,-16.775808617351515,-10.908928375433339,-1727.908287587206,1727.9082875872066,-9.864660194174759,0.9111484231767587,12.0,-250.88603006129335,53.0,-661.7570434736667,38.0,-815.2652140522462,38.0,-609.2783361882601,-16.033640426006844,65.0,-1118.629951398946,-17.209691559983785,10.0,-43.58122088481693,6.0,-54.49635637415043,-13.893506223000397,,,False
PE_all,0.0,15:25,ATM,expiring next day,09:15o,103,29.126213592233007,-6.43294390526336,-8.93011198915384,-662.5932222421261,822.878516526866,0.47553398058252466,0.9084778858458851,12.0,157.68245927246662,53.0,-457.1574625048867,38.0,-363.1182190097062,38.0,-212.03823852182,-5.579953645311053,65.0,-450.55498372030615,-6.931615134158556,10.0,36.31650521466308,6.0,43.01410899849957,-11.029658864395236,,,False
STRADDLE_all,0.0,15:25,ATM,expiring next day,09:15o,103,9.70873786407767,-23.208752522614873,-21.656933487307704,-2390.501509829332,2447.5539167795323,-9.389126213592233,1.819626309022644,12.0,-93.2035707888267,53.0,-1118.9145059785533,38.0,-1178.3834330619527,38.0,-821.3165747100801,-21.6135940713179,65.0,-1569.1849351192525,-24.141306694142347,10.0,-7.2647156701538504,6.0,-11.482247375650859,-24.923165087395628,,,False
last30_mom,0.1,15:25,ATM,expiring next day,09:15o,45,20.0,-25.699924345791196,-18.908593902133337,-1156.4965955606037,1163.6012646588424,-18.75088888888889,0.9490354569023022,7.0,-243.2046052896667,18.0,-373.44779910340003,20.0,-539.844191167537,16.0,-461.88189179996675,-28.867618237497922,29.0,-694.614703760637,-23.952231164159898,8.0,-3.0601121353727567,4.0,23.96334310714616,-30.595018877773555,2.1999999999999997,-531.3500167579934,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,-75.18688077106366,9.049999999999999,-95.86419172420895,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,-187.44699662335384,83.15,-12.146404786725363,False
last30_fade,0.1,15:25,ATM,expiring next day,09:15o,45,40.0,-0.1808547999223039,-2.7709510229538377,-8.138465996503676,274.4049641873036,6.827555555555555,1.0084103554778574,7.0,229.62717977163334,18.0,-102.67496249806001,20.0,-135.09068327007697,16.0,128.65535328277332,8.040959580173332,29.0,-136.79381927927693,-4.717028251009549,8.0,0.7791136939647387,4.0,-27.58692187805385,-0.3884155553573394,94.65,-525.5344006446587,False
last30_fade,0.3,15:25,ATM,expiring next day,09:15o,8,62.5,13.28970911079551,6.486901686323077,106.31767288636408,148.7827626060205,20.3875,1.097790889204487,1.0,0.6809731055000001,2.0,-28.957450675066674,5.0,134.59415045593073,2.0,-10.346125636333333,-5.173062818166667,6.0,116.66379852269742,19.44396642044957,2.0,-59.57216941272692,1.0,-119.82531193095384,37.577001951969656,92.55,-91.55366347879195,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,-119.82531193095384,192.37809179914612,95.6,-32.16805143511893,False
day_mom,0.0,15:25,ATM,expiring next day,09:15o,103,33.00970873786408,-9.80944832085171,-8.408295104933329,-1010.373177047726,1287.7645151282666,-2.9013592233009717,0.9080890975507395,12.0,211.73518670906662,53.0,-493.20466349778684,38.0,-728.903700259006,38.0,-203.89484589182007,-5.365653839258423,65.0,-806.4783311559061,-12.407358940860092,10.0,18.37129230752307,6.0,9.525345858382904,-12.839635485193082,68.0,-1218.2316018482902,False
day_mom,0.1,15:25,ATM,expiring next day,09:15o,86,32.55813953488372,-12.581159793170285,-7.194898230413332,-1081.9797422126444,1193.1332115765135,-5.67918604651163,0.9019737466586585,9.0,101.62245597659997,42.0,-458.50571211600004,35.0,-725.0964860732447,29.0,-306.20345810516665,-10.558739934660919,57.0,-775.776284107478,-13.610110247499614,8.0,7.6734974585830145,6.0,9.525345858382904,-14.658560536939854,42.55,-998.9128491747797,False
day_mom,0.3,15:25,ATM,expiring next day,09:15o,64,32.8125,-12.729375092860858,-6.6642496431833305,-814.6800059430949,965.578678746559,-5.830781249999999,0.8985938428608574,6.0,105.46157935843331,29.0,-406.2445592082068,29.0,-513.8970260933214,20.0,-258.34256508997333,-12.917128254498667,44.0,-556.3374408531215,-12.644032746661852,6.0,21.815618434169654,5.0,25.467755838430254,-16.302995112898497,44.45,-754.9121673795289,False
day_mom,0.5,15:25,ATM,expiring next day,09:15o,43,34.883720930232556,-16.071837141553463,-3.86336636205385,-691.0889970867989,737.3172662060837,-9.176279069767443,0.8955580717860225,2.0,-17.395114048899995,17.0,-193.79219124124674,24.0,-479.9016917966524,9.0,-205.4926627771134,-22.83251808634593,34.0,-485.59633430968574,-14.282245126755463,6.0,21.815618434169654,5.0,25.467755838430254,-22.21574885653559,26.05,-496.6511844039754,False
day_fade,0.0,15:25,ATM,expiring next day,09:15o,103,20.388349514563107,-13.399304201763163,-12.937902667733336,-1380.1283327816059,1380.128332781606,-6.487766990291262,0.9115372114719043,12.0,-304.93875749789333,53.0,-625.7098424807666,38.0,-449.47973280294633,38.0,-617.42172881826,-16.247940232059474,65.0,-762.7066039633463,-11.733947753282251,10.0,-25.63600797767693,6.0,-21.007593234033767,-12.083529602202544,34.55,-1196.7535463145339,False
day_fade,0.3,15:25,ATM,expiring next day,09:15o,64,21.875,-13.943328597676484,-12.45198857558333,-892.373030251295,896.2698336425948,-7.030468750000001,0.9128598476764824,6.0,-146.84846067566667,29.0,-411.9118131312666,29.0,-333.61275644436165,20.0,-302.94939360663335,-15.147469680331668,44.0,-589.4236366446615,-13.395991741924126,6.0,-28.453946311080347,5.0,-30.63016496774975,-12.442230213531255,35.05,-741.8065933453978,False
combo_up_CE,0.1,15:25,ATM,expiring next day,09:15o,9,11.11111111111111,-48.055202097383194,-51.22835694503333,-432.49681887644874,432.49681887644874,-41.10555555555556,0.9496465418276353,2.0,-14.967876613533342,3.0,-116.7799413578,4.0,-300.7490009051154,5.0,-131.74781797133335,-26.34956359426667,4.0,-300.7490009051154,-75.18725022627885,1.0,-131.37087209845384,1.0,-131.37087209845384,-37.64074334724936,1.4000000000000001,-152.23329024874974,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,18,27.77777777777778,-12.747813303157324,-17.727020480056925,-229.46063945683184,270.71887176042304,-5.846666666666666,0.9011466364906552,1.0,-16.780900557400003,7.0,-122.01521024413333,10.0,-90.66452865529845,4.0,-89.0529847824,-22.2632461956,14.0,-140.4076546744318,-10.029118191030843,5.0,42.374116407554354,3.0,75.74141484234616,-33.94855549958489,27.750000000000004,-115.14432902064036,False
combo_down_PE,0.3,15:25,ATM,expiring next day,09:15o,5,20.0,-23.52126957522974,-59.54421300855384,-117.6063478761487,308.5108690718615,-16.619999999999997,0.9012695752297436,0.0,0.0,1.0,-24.01086102553333,4.0,-93.59548685061537,0.0,0.0,,5.0,-117.6063478761487,-23.52126957522974,1.0,214.91538222124615,1.0,214.91538222124615,-83.1304325243487,15.0,-27.85715186093132,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,-187.44699662335384,84.75,-11.692510765758033,False
combo_both,0.1,15:25,ATM,expiring next day,09:15o,27,22.22222222222222,-24.516942901232614,-18.673140402713848,-661.9574583332806,661.9574583332804,-17.599629629629632,0.9173132716029819,3.0,-31.748777170933344,10.0,-238.79515160193336,14.0,-391.41352956041385,9.0,-220.80080275373336,-24.533422528192595,18.0,-441.1566555795472,-24.50870308775262,6.0,13.416618323219657,4.0,23.96334310714616,-35.35510325107612,7.249999999999999,-318.3524029581306,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,-83.1304325243487,16.45,-35.712553685550475,False
combo_both,0.5,15:25,ATM,expiring next day,09:15o,2,50.0,13.734192798946154,13.734192798946154,27.468385597892308,187.44699662335384,20.75,1.0158072010538461,0.0,0.0,0.0,0.0,2.0,27.468385597892308,0.0,0.0,,2.0,27.468385597892308,13.734192798946154,1.0,214.91538222124615,1.0,214.91538222124615,-187.44699662335384,84.6,-14.02002946796142,False
downday_last30up_CE,0.1,15:25,ATM,expiring next day,09:15o,7,28.57142857142857,-28.122569015743956,-29.00192928753333,-196.8579831102077,223.9551524628,-20.97857142857143,1.1439975871725276,3.0,-190.65635145493331,2.0,-33.298801007866665,2.0,27.097169352592296,4.0,-194.95322317526666,-48.738305793816664,3.0,-1.9047599349410316,-0.6349199783136772,1.0,-84.1811303585,0.0,,-18.779475458617952,22.75,-115.90906282979239,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,,-4.296871720333334,64.45,-16.85488879100839,False
downday_last30up_CE,0.5,15:25,ATM,expiring next day,09:15o,0,,,,,,,,,,,,,,,,,,,,,,,,,,,False
CE_all,0.0,15:25,ATM,expiring next day,09:16,103,23.300970873786408,-29.48353579754084,-27.89343301023333,-3036.804187146706,3036.8041871467067,-22.590388349514573,0.8931474480262732,12.0,-323.3633631835733,53.0,-972.5867414754866,38.0,-1740.8540824876463,38.0,-888.8323373949601,-23.39032466828842,65.0,-2147.971849751746,-33.04572076541148,10.0,-60.358455299082934,6.0,-64.09109839330044,-26.163651980170716,,,False
PE_all,0.0,15:25,ATM,expiring next day,09:16,103,37.86407766990291,0.7424258931954723,-12.043186042033335,76.46986699913364,601.3102409399924,7.661067961165046,0.9186420679695741,12.0,322.8385094942066,53.0,-327.8706022218667,38.0,81.5019597267937,38.0,-25.142982705260103,-0.661657439612108,65.0,101.61284970439377,1.5632746108368272,10.0,78.39689675190307,6.0,83.60660819139956,-7.607517209891365,,,False
STRADDLE_all,0.0,15:25,ATM,expiring next day,09:16,103,13.592233009708737,-28.74110990434536,-31.6479271793077,-2960.3343201475723,3057.020584243312,-14.929320388349517,1.8117895159958475,12.0,-0.5248536893666795,53.0,-1300.4573436973535,38.0,-1659.3521227608524,38.0,-913.9753201002203,-24.051982107900535,65.0,-2046.3590000473523,-31.48244615457465,10.0,18.038441452820145,6.0,19.515509798099128,-33.771169190062075,,,False
last30_mom,0.1,15:25,ATM,expiring next day,09:16,45,22.22222222222222,-22.946491354207193,-24.412897907133335,-1032.5921109393237,1032.592110939324,-15.993555555555556,0.9529357986516354,7.0,-155.24919744438665,18.0,-283.1257437037,20.0,-594.2171697912369,16.0,-367.4356784256867,-22.96472990160542,29.0,-665.1564325136369,-22.93642870736679,8.0,27.41421982328225,4.0,48.166558339321156,-33.83529377096167,17.549999999999997,-650.3186132965463,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,-80.39616828536367,34.150000000000006,-114.62167490862875,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,-183.00329129965382,76.0,2.0011025346694664,False
last30_fade,0.1,15:25,ATM,expiring next day,09:16,45,31.11111111111111,-5.03109536222497,-11.830917698199997,-226.39929130012365,517.5605251583037,1.970444444444443,1.0015398066694132,7.0,280.59498195627333,18.0,-230.55381727402002,20.0,-276.440455982377,16.0,161.6386312247533,10.102414451547082,29.0,-388.03792252487693,-13.380618018099204,8.0,-2.1604722715727736,4.0,-13.481902170803863,-5.651770625068692,84.8,-638.764493643132,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,-134.05515482145384,8.942563714419665,45.75,-111.03351543753323,False
last30_fade,0.5,15:25,ATM,expiring next day,09:16,2,50.0,-6.6877497405538335,-6.6877497405538335,-13.375499481107667,134.05515482145384,0.3500000000000085,1.0377497405538463,0.0,0.0,0.0,0.0,2.0,-13.375499481107667,0.0,0.0,,2.0,-13.375499481107667,-6.6877497405538335,1.0,-134.05515482145384,1.0,-134.05515482145384,120.67965534034617,76.55,-57.12569460977437,False
day_mom,0.0,15:25,ATM,expiring next day,09:16,103,33.980582524271846,-13.055238885532681,-15.49825191353333,-1344.6896052098662,1669.7340799951485,-6.151747572815536,0.9034913127171469,12.0,186.7006490764466,53.0,-605.1161366724066,38.0,-926.274117613906,38.0,-481.84112449826017,-12.680029592059478,65.0,-862.8484807116059,-13.274592010947783,10.0,40.67969161796308,6.0,40.972466491832904,-18.8331884020376,59.599999999999994,-1480.7240339554683,False
day_mom,0.1,15:25,ATM,expiring next day,09:16,86,32.55813953488372,-15.89019335248052,-14.698973315893587,-1366.5566283133246,1501.316658093434,-8.992906976744186,0.8972863757363326,9.0,88.03170778433996,42.0,-523.58352693522,35.0,-931.0048091624445,29.0,-524.2246228969468,-18.076711134377476,57.0,-842.332005416378,-14.777754480989088,8.0,33.41827900389551,6.0,40.972466491832904,-20.947472568519085,41.0,-1225.1268918484122,False
day_mom,0.3,15:25,ATM,expiring next day,09:16,64,34.375,-12.557431157933983,-11.984653347193586,-803.6755941077749,1022.6678098377789,-5.65859375,0.8988374079339823,6.0,166.9145289360733,29.0,-325.4290374448267,29.0,-645.1610855990214,20.0,-318.13786279405343,-15.906893139702671,44.0,-485.5377313137214,-11.034948438948213,6.0,67.45097423036965,5.0,65.54099058901025,-20.834162749827456,60.650000000000006,-916.9872717283525,False
day_mom,0.5,15:25,ATM,expiring next day,09:16,43,39.53488372093023,-14.006390831180441,-8.381325321433332,-602.274805740759,737.0412273219539,-7.107906976744187,0.8984838544362551,2.0,-22.687617018699996,17.0,11.407136167093268,24.0,-590.9943248891523,9.0,-225.12485303867336,-25.013872559852597,34.0,-377.1499527020856,-11.0926456677084,6.0,67.45097423036965,5.0,65.54099058901025,-27.215693273593978,51.15,-602.6498654230406,False
day_fade,0.0,15:25,ATM,expiring next day,09:16,103,27.184466019417474,-15.685871018812684,-20.693299827633336,-1615.6447149377063,1615.644714937706,-8.777572815533981,0.9082982032787004,12.0,-187.2255027658133,53.0,-695.3412070249467,38.0,-733.078005146946,38.0,-432.13419560196,-11.371952515841054,65.0,-1183.5105193357465,-18.207854143626868,10.0,-22.64125016514294,6.0,-21.456956693733783,-14.937980788024483,42.4,-1490.8047199777843,False
day_fade,0.3,15:25,ATM,expiring next day,09:16,64,25.0,-17.55290299930836,-20.268708449033333,-1123.385791955735,1123.3857919557347,-10.645156250000003,0.9077467493083573,6.0,-153.24939351272667,29.0,-440.70103211604675,29.0,-529.4353663269616,20.0,-189.79967445417338,-9.489983722708669,44.0,-933.5861175015616,-21.217866306853672,6.0,-31.782564531080357,5.0,-23.759896961669767,-16.080869047745736,36.449999999999996,-928.8600205703273,False
combo_up_CE,0.1,15:25,ATM,expiring next day,09:16,9,11.11111111111111,-60.98133618504986,-36.423740619099995,-548.8320256654488,548.8320256654488,-54.050000000000004,0.9313361850498576,2.0,-27.59998275843334,3.0,-128.0639571236,4.0,-393.1680857834154,5.0,-155.66393988203333,-31.132787976406668,4.0,-393.1680857834154,-98.29202144585385,1.0,-148.59647138695385,1.0,-148.59647138695385,-50.02944428481186,3.05,-263.74433461553986,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,09:16,18,22.22222222222222,-5.938015194740654,-15.555637550976925,-106.88427350533176,209.45565342132303,0.9727777777777793,0.9107929725184329,1.0,-13.385709973000006,7.0,-56.25835730803335,10.0,-37.240206224298404,4.0,-109.87349174850002,-27.468372937125004,14.0,2.9892182431682848,0.21351558879773463,5.0,76.30605054223436,3.0,113.75423491474616,-37.570348170500274,34.949999999999996,17.643865925477396,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,-97.69729800962371,10.6,-1.2561125990864763,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,-183.00329129965382,75.85,0.3166922522429611,False
combo_both,0.1,15:25,ATM,expiring next day,09:16,27,18.51851851851852,-24.28578885817706,-23.26663354631385,-655.7162991707806,655.7162991707804,-17.368148148148148,0.9176407100289078,3.0,-40.985692731433346,10.0,-184.32231443163337,14.0,-430.4082920077138,9.0,-265.5374316305334,-29.504159070059263,18.0,-390.1788675402471,-21.67660375223595,6.0,38.82229688736965,4.0,48.166558339321156,-42.31667049976183,19.35,-395.38395203946544,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,-97.69729800962371,10.05,3.4352952536773724,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,-183.00329129965382,75.7,-0.17259309153753088,False
downday_last30up_CE,0.1,15:25,ATM,expiring next day,09:16,7,28.57142857142857,-33.439323346861094,-30.75625558215385,-234.07526342802768,234.07526342802768,-26.302857142857142,1.136466204003956,3.0,-180.14124649795332,2.0,-36.24462813256666,2.0,-17.689388797507696,4.0,-178.79611033538666,-44.699027583846664,3.0,-55.27915309264104,-18.42638436421368,1.0,-79.49776452296,0.0,,-25.76291648417795,41.099999999999994,-207.5944874753551,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,,1.3451361625666722,76.8,-29.63879011219072,False
downday_last30up_CE,0.5,15:25,ATM,expiring next day,09:16,0,,,,,,,,,,,,,,,,,,,,,,,,,,,False
CE_all,0.0,15:25,ATM,expiring next day,09:20,103,19.41747572815534,-30.98538894839579,-29.74453425833333,-3191.4950616847664,3191.495061684767,-24.094368932038837,0.8910200163569528,12.0,-392.18587350029327,53.0,-1051.8644416212267,38.0,-1747.4447465632459,38.0,-987.80214293022,-25.99479323500579,65.0,-2203.692918754546,-33.90296798083917,10.0,-62.51440132017693,6.0,-66.74567142375044,-27.595172564333296,,,False
PE_all,0.0,15:25,ATM,expiring next day,09:20,103,40.77669902912621,0.5715999134778047,-8.556130903433335,58.87479108821388,524.0496834355724,7.489999999999999,0.9184000865221957,12.0,402.13618134926674,53.0,-293.7988661219467,38.0,-49.46252413910601,38.0,55.57268051151992,1.4624389608294717,65.0,3.3021105766939627,0.05080170117990712,10.0,77.22355882935308,6.0,79.7537326017496,-7.670546206508786,,,False
STRADDLE_all,0.0,15:25,ATM,expiring next day,09:20,103,13.592233009708737,-30.413789034917976,-30.802045185166666,-3132.6202705965516,3248.089927307753,-16.60436893203883,1.8094201028791483,12.0,9.950307848973353,53.0,-1345.6633077431732,38.0,-1796.9072707023524,38.0,-932.2294624187001,-24.532354274176317,65.0,-2200.3908081778527,-33.85216627965927,10.0,14.70915750917616,6.0,13.008061177999158,-35.26571877084208,,,False
last30_mom,0.1,15:25,ATM,expiring next day,09:20,45,28.888888888888886,-25.199522073384525,-25.44746709479999,-1133.9784933023036,1133.9784933023036,-18.24977777777778,0.9497442956067462,7.0,-150.9852375045667,18.0,-294.2100423763,20.0,-688.7832134214369,16.0,-408.45756936896674,-25.52859808556042,29.0,-725.5209239333369,-25.017962894252996,8.0,20.587639931339744,4.0,36.90750721017117,-35.09944899332491,12.0,-684.3815353067467,False
last30_mom,0.3,15:25,ATM,expiring next day,09:20,8,37.5,-34.02922592817948,-49.930110951293585,-272.2338074254358,483.8271238531153,-26.99999999999999,1.0292259281794873,1.0,60.735026635100006,2.0,-6.938003773466665,5.0,-326.0308302870692,2.0,70.46828071206667,35.234140356033336,6.0,-342.70208813750247,-57.11701468958375,2.0,109.26566010057309,1.0,157.79629356604616,-81.79418793776367,16.75,-119.27243265624882,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,-182.75364493315382,42.199999999999996,1.7870237744734658,False
last30_fade,0.1,15:25,ATM,expiring next day,09:20,45,33.33333333333333,-6.210313843630301,-18.27898333575385,-279.46412296336354,625.5523121128508,0.7895555555555556,0.9998693991858574,7.0,311.11175379723335,18.0,-324.42085107802,20.0,-266.1550256825769,16.0,155.20774082371338,9.700483801482086,29.0,-434.671863787077,-14.988684958175067,8.0,1.1785478803647518,4.0,-10.635933592703836,-7.807905567737338,84.75,-684.4892503552288,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,-116.08061643345384,5.539051584469654,47.699999999999996,-116.70040027763945,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,-116.08061643345384,99.30992636794613,78.2,-61.917557669743005,False
day_mom,0.0,15:25,ATM,expiring next day,09:20,103,32.038834951456316,-14.321115626266856,-18.066704236053845,-1475.0749095054862,1906.3788637278283,-7.419417475728155,0.9016981505387004,12.0,268.4049119045667,53.0,-742.6612987592466,38.0,-1000.8185226508059,38.0,-397.08119014417997,-10.44950500379421,65.0,-1077.9937193613061,-16.58451875940471,10.0,38.233157226263074,6.0,34.34851623403292,-19.972112707184053,57.099999999999994,-1558.873687167104,False
day_mom,0.1,15:25,ATM,expiring next day,09:20,86,30.23255813953488,-17.334310496741217,-17.368981043243586,-1490.7507027197446,1690.5145673564907,-10.439069767441861,0.895240729299356,9.0,140.5672891506,42.0,-643.2939525992999,35.0,-988.0240392710444,29.0,-468.4236670568667,-16.15254024334023,57.0,-1022.3270356628781,-17.9355620291733,8.0,28.331734286458016,6.0,34.34851623403292,-22.018007397582164,36.6,-1290.8412443181421,False
day_mom,0.3,15:25,ATM,expiring next day,09:20,64,32.8125,-14.654772694492108,-16.64864902392359,-937.9054524474949,1219.2193871105592,-7.75890625,0.8958664444921074,6.0,197.48123005033332,29.0,-448.0353609603067,29.0,-687.3513215375216,20.0,-345.11964208537336,-17.255982104268668,44.0,-592.7858103621217,-13.47240478095731,6.0,60.22787269296966,5.0,56.813353616170275,-22.401253251815735,53.349999999999994,-961.5492573941583,False
day_mom,0.5,15:25,ATM,expiring next day,09:20,43,37.2093023255814,-16.322644653944163,-14.392485806693333,-701.873720119599,803.7731289683835,-9.427441860465116,0.8952027934790461,2.0,-20.790304633299993,17.0,-56.137184753146705,24.0,-624.9462307331523,9.0,-249.5802111010134,-27.731134566779264,34.0,-452.2935090185857,-13.302750265252522,6.0,60.22787269296966,5.0,56.813353616170275,-28.73624206155181,45.45,-658.9306862591941,False
day_fade,0.0,15:25,ATM,expiring next day,09:20,103,28.155339805825243,-16.092673408651127,-25.13235748133334,-1657.545361091066,1657.5453610910652,-9.184951456310682,0.907721952340448,12.0,-258.45460405559334,53.0,-603.0020089839268,38.0,-796.0887480515463,38.0,-535.14827227452,-14.082849270382104,65.0,-1122.3970888165459,-17.267647520254553,10.0,-23.52399971708692,6.0,-21.340455056033758,-15.293606063658029,46.75,-1593.7192467424427,False
day_fade,0.3,15:25,ATM,expiring next day,09:20,64,28.125,-16.40718220605242,-24.917787936276916,-1050.0596611873548,1050.059661187355,-9.4978125,0.90936970605242,6.0,-171.91295587226665,29.0,-277.9116294487268,29.0,-600.2350758663615,20.0,-138.34256539119338,-6.917128269559669,44.0,-911.7170957961615,-20.7208430862764,6.0,-30.484403425280334,5.0,-21.792683593649734,-14.95091794199436,44.65,-971.8917336583999,False
combo_up_CE,0.1,15:25,ATM,expiring next day,09:20,9,22.22222222222222,-62.50695286921652,-43.16292017453335,-562.5625758229487,564.0416417039949,-55.577777777777776,0.9291750914387463,2.0,-30.645668429733337,3.0,-139.7474070758,4.0,-392.1695003174154,5.0,-170.39307550553335,-34.07861510110667,4.0,-392.1695003174154,-98.04237507935385,1.0,-149.54512757965384,1.0,-149.54512757965384,-51.62718103041186,2.8000000000000003,-282.16658986483554,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,09:20,18,33.33333333333333,-8.747923742123989,-12.591085550423594,-157.4626273582318,254.89129212432306,-1.8411111111111103,0.9068126310128775,1.0,-1.0531794679000042,7.0,-67.14293888743336,10.0,-89.2665090028984,4.0,-96.04308304440002,-24.010770761100005,14.0,-61.419544313831715,-4.387110308130837,5.0,66.81948861523436,3.0,99.05838547344617,-37.812313110338735,30.0,-2.9585972324497396,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,-103.7262577605987,3.25,1.4581677530175416,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,-182.75364493315382,43.0,-1.0089916030556594,False
combo_both,0.1,15:25,ATM,expiring next day,09:20,27,29.629629629629626,-26.667600117821504,-24.22611463403333,-720.0252031811806,720.0252031811805,-19.753333333333334,0.9142667844881672,3.0,-31.69884789763334,10.0,-206.89034596323333,14.0,-481.43600932031376,9.0,-266.4361585499334,-29.604017616659267,18.0,-453.5890446312471,-25.199391368402615,6.0,30.758719249419666,4.0,36.90750721017117,-43.075119937033264,15.6,-404.4198639991266,False
combo_both,0.3,15:25,ATM,expiring next day,09:20,5,20.0,-51.421747495269734,-83.18896405215385,-257.10873747634867,398.2337731919615,-44.55999999999999,0.8617474952697435,0.0,0.0,1.0,-16.671257850433328,4.0,-240.43747962591533,0.0,0.0,,5.0,-257.10873747634867,-51.421747495269734,1.0,157.79629356604616,1.0,157.79629356604616,-103.7262577605987,2.3,4.696170433577479,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,-182.75364493315382,40.699999999999996,5.59353600183722,False
downday_last30up_CE,0.1,15:25,ATM,expiring next day,09:20,7,28.57142857142857,-31.417901053543964,-29.45129274723333,-219.92530737480774,219.92530737480774,-24.27857142857143,1.1393296249725275,3.0,-180.02141624203335,2.0,-19.71803867026667,2.0,-20.185852462507697,4.0,-170.2881621650667,-42.572040541266674,3.0,-49.63714520974103,-16.545715069913676,1.0,-80.58622268090001,0.0,,-23.22318078231795,48.6,-216.60407802766323,False
downday_last30up_CE,0.3,15:25,ATM,expiring next day,09:20,1,100.0,9.733254076966663,9.733254076966663,9.733254076966663,0.0,16.549999999999997,0.8167459230333334,0.0,0.0,1.0,9.733254076966663,0.0,0.0,1.0,9.733254076966663,9.733254076966663,0.0,0.0,,0.0,,0.0,,9.733254076966663,85.75,-32.65272783232592,False
downday_last30up_CE,0.5,15:25,ATM,expiring next day,09:20,0,,,,,,,,,,,,,,,,,,,,,,,,,,,False
CE_all,0.0,15:25,ATM,expiring next day,09:30,103,16.50485436893204,-35.529728419057726,-38.17258231969333,-3659.562027162946,3659.562027162946,-28.64514563106797,0.8845827879897685,12.0,-482.9872499236734,53.0,-1332.0175941075267,38.0,-1844.5571831317461,38.0,-1066.1212010285997,-28.055821079699992,65.0,-2593.440826134346,-39.899089632836095,10.0,-76.09116931591292,6.0,-82.39017705775042,-31.168283161331367,,,False
PE_all,0.0,15:25,ATM,expiring next day,09:30,103,42.71844660194174,4.005958316155865,-6.488009932233333,412.61370656405404,413.7581121131615,10.929223300970872,0.9232649848150112,12.0,441.8199677681067,53.0,-102.2701737431468,38.0,73.06391253909393,38.0,124.11558689775997,3.26619965520421,65.0,288.49811966629386,4.438432610250675,10.0,74.05804290213308,6.0,75.81764155659958,-3.526523897390074,,,False
STRADDLE_all,0.0,15:25,ATM,expiring next day,09:30,103,16.50485436893204,-31.52377010290187,-35.51113259496667,-3246.9483205988927,3357.903077927224,-17.71592233009709,1.80784777280478,12.0,-41.16728215556668,53.0,-1434.2877678506734,38.0,-1771.4932705926526,38.0,-942.0056141308401,-24.78962142449579,65.0,-2304.942706468052,-35.460657022585416,10.0,-2.033126413779847,6.0,-6.57253550115085,-34.69480705872144,,,False
last30_mom,0.1,15:25,ATM,expiring next day,09:30,45,28.888888888888886,-22.417462965108523,-25.41002554715384,-1008.7858334298836,1008.7858334298834,-15.463777777777779,0.9536851873307464,7.0,-177.87714410394668,18.0,-212.92518544390006,20.0,-617.9835038820369,16.0,-382.5742340902467,-23.91088963064042,29.0,-626.2115993396369,-21.59350342550472,8.0,18.295886286869745,4.0,26.784347048596167,-31.220349289860586,25.3,-703.9655888676616,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,-84.86483824571367,15.2,-132.73741085770254,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,-193.98773142565383,29.7,11.347738463578917,False
last30_fade,0.1,15:25,ATM,expiring next day,09:30,45,35.55555555555556,-7.746804013982303,-28.484526772453844,-348.60618062920366,714.0213897117846,-0.7491111111111104,0.9976929028711907,7.0,345.40317869967333,18.0,-398.49592094589997,20.0,-295.51343838297686,16.0,156.11645359777333,9.757278349860833,29.0,-504.722634226977,-17.40422876644748,8.0,-11.915404042560256,4.0,-18.799369777253844,-6.845485088884365,79.45,-703.0152742898074,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,-127.71413711235384,15.633086336619655,59.85,-136.43292546644884,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,-127.71413711235384,155.03099537074615,92.65,-71.0552962947075,False
day_mom,0.0,15:25,ATM,expiring next day,09:30,103,34.95145631067961,-11.810303354570935,-17.417623683153842,-1216.4612455208064,1661.7753538311283,-4.905048543689319,0.905254810881613,12.0,244.01945482484666,53.0,-600.7123747673465,38.0,-859.768325578306,38.0,-374.6329888685001,-9.858762864960529,65.0,-841.8282566523061,-12.951203948497017,10.0,30.16957958831308,6.0,21.691445452482906,-16.324269262407924,74.95,-1627.663241327728,False
day_mom,0.1,15:25,ATM,expiring next day,09:30,86,33.72093023255814,-15.25551100862517,-19.430089200233343,-1311.9739467417646,1549.1148653708913,-8.357325581395349,0.8981854272298208,9.0,143.04378110627997,42.0,-616.0325693775,35.0,-838.9851584705444,29.0,-480.52652290478665,-16.569880100165058,57.0,-831.4474238369777,-14.586796909420661,8.0,21.048301543820514,6.0,21.691445452482906,-18.978978962722163,51.349999999999994,-1328.446502289082,False
day_mom,0.3,15:25,ATM,expiring next day,09:30,64,35.9375,-12.309813168161794,-18.132493880293595,-787.8280427623548,1113.0468374522663,-5.410625,0.8991881681617948,6.0,205.31014010377334,29.0,-454.57609576260677,29.0,-538.5620871035214,20.0,-410.38718814313336,-20.519359407156667,44.0,-377.44085461922157,-8.578201241345944,6.0,50.92438476806965,5.0,38.888744501470256,-18.851281920185738,66.4,-982.0264055205901,False
day_mom,0.5,15:25,ATM,expiring next day,09:30,43,39.53488372093023,-14.269506490012533,-15.81910058443333,-613.588779070539,750.915057339831,-7.37139534883721,0.8981111411753249,2.0,-50.09878806039999,17.0,-51.38391793498671,24.0,-512.1060730751523,9.0,-308.5866262869534,-34.2874029207726,34.0,-305.00215278358564,-8.970651552458401,6.0,50.92438476806965,5.0,38.888744501470256,-24.841488856188032,57.15,-671.9567383119748,False
day_fade,0.0,15:25,ATM,expiring next day,09:30,103,24.271844660194176,-19.713466748330937,-30.654551265053847,-2030.4870750780865,2030.4870750780867,-12.810873786407768,0.9025929619231668,12.0,-285.18673698041334,53.0,-833.5753930833267,38.0,-911.7249450143464,38.0,-567.3726252623401,-14.930858559535265,65.0,-1463.1144498157462,-22.509453074088402,10.0,-32.20270600209293,6.0,-28.26398095363376,-18.370537796313517,26.1,-1620.704443449356,False
day_fade,0.3,15:25,ATM,expiring next day,09:30,64,23.4375,-19.042667691397106,-29.834682008053854,-1218.7307322494148,1245.3703934008283,-12.137031250000001,0.9056364413971073,6.0,-151.70158604042666,29.0,-376.3222271230268,29.0,-690.7069190859615,20.0,-44.28580034865337,-2.2142900174326683,44.0,-1174.4449319007615,-26.691930270471854,6.0,-36.25123449143035,5.0,-27.25494609266974,-17.26247112587643,36.0,-1016.3188121202344,False
combo_up_CE,0.1,15:25,ATM,expiring next day,09:30,9,11.11111111111111,-56.65524203845652,-53.249905721199994,-509.8971783461087,509.8971783461087,-49.71777777777778,0.9374642606787464,2.0,-29.107846812093335,3.0,-119.07668792960001,4.0,-361.71264360441535,5.0,-148.18453474169334,-29.63690694833867,4.0,-361.71264360441535,-90.42816090110384,1.0,-149.64498612625383,1.0,-149.64498612625383,-45.031524027481865,9.049999999999999,-322.7408715455512,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,09:30,18,44.44444444444444,-1.161448049040655,-2.8719487073833365,-20.906064882731787,273.764557431723,5.756111111111113,0.9175591601517663,1.0,1.842718383499994,7.0,13.143332578966648,10.0,-35.89211584519843,4.0,-68.93148764250002,-17.232871910625004,14.0,48.02542275976826,3.4303873399834472,5.0,66.64972908601436,3.0,85.59412477354617,-27.242670024061812,38.4,75.46533762205632,False
combo_down_PE,0.3,15:25,ATM,expiring next day,09:30,5,20.0,-53.33903158998974,-84.28740806475385,-266.6951579499487,410.4165158771615,-46.48,0.8590315899897437,0.0,0.0,1.0,-11.179037787433328,4.0,-255.51612016251534,0.0,0.0,,5.0,-266.6951579499487,-53.33903158998974,1.0,154.90039571464615,1.0,154.90039571464615,-105.3988884161487,1.9,17.369407285977882,False
combo_down_PE,0.5,15:25,ATM,expiring next day,09:30,2,50.0,-19.54366785550384,-19.54366785550384,-39.08733571100768,193.98773142565383,-12.574999999999989,0.9686678555038462,0.0,0.0,0.0,0.0,2.0,-39.08733571100768,0.0,0.0,,2.0,-39.08733571100768,-19.54366785550384,1.0,154.90039571464615,1.0,154.90039571464615,-193.98773142565383,31.15,6.41550933524756,False
combo_both,0.1,15:25,ATM,expiring next day,09:30,27,33.33333333333333,-19.659379378845944,-13.846990140453844,-530.8032432288405,555.5908193869845,-12.735185185185188,0.9241941936607597,3.0,-27.265128428593343,10.0,-105.93335535063335,14.0,-397.60475944961377,9.0,-217.11602238419337,-24.124002487132596,18.0,-313.68722084464713,-17.42706782470262,6.0,30.600609883969664,4.0,26.784347048596167,-34.01937631107897,38.35,-430.53860866663626,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,-105.3988884161487,1.95,21.17786663705262,False
combo_both,0.5,15:25,ATM,expiring next day,09:30,2,50.0,-19.54366785550384,-19.54366785550384,-39.08733571100768,193.98773142565383,-12.574999999999989,0.9686678555038462,0.0,0.0,0.0,0.0,2.0,-39.08733571100768,0.0,0.0,,2.0,-39.08733571100768,-19.54366785550384,1.0,154.90039571464615,1.0,154.90039571464615,-193.98773142565383,30.7,8.829483029352883,False
downday_last30up_CE,0.1,15:25,ATM,expiring next day,09:30,7,14.285714285714285,-38.146940543718244,-40.486164212759995,-267.0285838060277,267.0285838060277,-31.017142857142858,1.1297976865753847,3.0,-191.87462572345333,2.0,-52.37178340846666,2.0,-22.7821746741077,4.0,-204.26003971838665,-51.06500992959666,3.0,-62.76854408764103,-20.92284802921368,1.0,-78.49917905696,0.0,,-31.421567458177947,43.95,-246.59785246610764,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,,-12.385413994933328,76.6,-32.81023983616031,False
downday_last30up_CE,0.5,15:25,ATM,expiring next day,09:30,0,,,,,,,,,,,,,,,,,,,,,,,,,,,False
CE_all,0.0,15:25,ATM,expiring next day,09:45,103,23.300970873786408,-34.85602255466608,-36.235448871653844,-3590.170323130607,3590.1703231306055,-27.97048543689321,0.8855371177728752,12.0,-606.8817486902932,53.0,-1198.247085082167,38.0,-1785.041489358146,38.0,-1115.41137963036,-29.35293104290421,65.0,-2474.7589435002465,-38.07321451538841,10.0,-66.32899780029693,6.0,-64.32410166870044,-31.47183166803911,,,False
PE_all,0.0,15:25,ATM,expiring next day,09:45,103,41.74757281553398,0.032945462109261206,-8.75584799663333,3.393382597253904,704.3231632310553,6.9505825242718435,0.9176370621625838,12.0,532.2019382957667,53.0,-347.32304709954667,38.0,-181.48550859896602,38.0,64.16051551911994,1.688434618924209,65.0,-60.76713292186599,-0.9348789680287076,10.0,46.15756498209308,6.0,38.936551678999585,-4.9266910454158825,,,False
STRADDLE_all,0.0,15:25,ATM,expiring next day,09:45,103,17.475728155339805,-34.823077092556815,-32.1420808803077,-3586.776940533352,3679.5674282351442,-21.01990291262136,1.803174179935459,12.0,-74.67981039452664,53.0,-1545.5701321817132,38.0,-1966.5269979571121,38.0,-1051.2508641112402,-27.664496423980005,65.0,-2535.526076422112,-39.008093483417106,10.0,-20.17143281820384,6.0,-25.38754998970084,-36.39852271345499,,,False
last30_mom,0.1,15:25,ATM,expiring next day,09:45,45,26.666666666666668,-29.20074308170586,-30.799383126333332,-1314.0334386767636,1334.4994004264638,-22.256666666666668,0.9440764150391909,7.0,-70.64903676486668,18.0,-332.61563939866005,20.0,-910.7687625132371,16.0,-338.2669969638267,-21.14168731023917,29.0,-975.7664417129371,-33.64711867975645,8.0,-5.288205956385262,4.0,-22.39598715190385,-34.371021379072474,9.35,-774.1930093237264,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,-83.88289587081367,17.2,-141.77154481557906,False
last30_mom,0.5,15:25,ATM,expiring next day,09:45,2,50.0,-22.913893803253828,-22.913893803253828,-45.827787606507655,175.76354667115382,-15.949999999999989,0.963893803253846,0.0,0.0,0.0,0.0,2.0,-45.827787606507655,0.0,0.0,,2.0,-45.827787606507655,-22.913893803253828,1.0,129.93575906464616,1.0,129.93575906464616,-175.76354667115382,31.65,0.6303936577779655,False
last30_fade,0.1,15:25,ATM,expiring next day,09:45,45,42.22222222222222,-5.974869581535634,-19.920936471333338,-268.8691311691035,512.6522393268908,1.0253333333333337,1.0002029148689686,7.0,231.42463361043337,18.0,-339.09007157356,20.0,-161.20369320597686,16.0,76.87869687067331,4.804918554417082,29.0,-345.74782803977683,-11.92233889792334,8.0,-7.864891746097749,4.0,8.437048807896169,-5.566216140549232,89.9,-780.8128104348881,False
last30_fade,0.3,15:25,ATM,expiring next day,09:45,8,37.5,-23.40206560554199,-27.86567453954359,-187.2165248443359,310.07688934347436,-16.356250000000006,1.0458156055419872,1.0,-86.9948308093,2.0,-76.93948231636668,5.0,-23.282211718669263,2.0,-130.67567428933333,-65.33783714466666,6.0,-56.54085055500258,-9.42347509250043,2.0,-105.33234839217693,1.0,-123.66986597505384,3.9080286566696505,41.349999999999994,-142.14725150403433,False
last30_fade,0.5,15:25,ATM,expiring next day,09:45,2,50.0,-38.76730783580385,-38.76730783580385,-77.5346156716077,123.66986597505384,-31.775000000000006,0.9923078358038463,0.0,0.0,0.0,0.0,2.0,-77.5346156716077,0.0,0.0,,2.0,-77.5346156716077,-38.76730783580385,1.0,-123.66986597505384,1.0,-123.66986597505384,46.135250303446135,45.85,-69.44238763790565,False
day_mom,0.0,15:25,ATM,expiring next day,09:45,103,38.83495145631068,-12.542954846470156,-15.370523477853844,-1291.924349186426,1836.3945826413258,-5.638737864077671,0.9042169823924867,12.0,218.32585078466667,53.0,-615.7810294492866,38.0,-894.4691705218061,38.0,-417.49227706922,-10.986638870242631,65.0,-874.432072117206,-13.452801109495477,10.0,-2.4142641672669236,6.0,-14.756924056517093,-13.632061371115665,80.0,-1810.381551996314,False
day_mom,0.1,15:25,ATM,expiring next day,09:45,86,36.04651162790697,-15.408550037019122,-16.85364719999359,-1325.1353031836445,1672.3332026948874,-8.510581395348837,0.8979686416702862,9.0,173.5705388019,42.0,-595.811213691,35.0,-902.8946282945446,29.0,-410.80528566866667,-14.165699505816091,57.0,-914.330017514978,-16.04087750026277,8.0,-13.53396137559199,6.0,-14.756924056517093,-15.600815540755242,62.0,-1497.2085247583032,False
day_mom,0.3,15:25,ATM,expiring next day,09:45,64,37.5,-12.509998348298982,-16.157951933703842,-800.6398942911349,1183.8383017444723,-5.611093750000002,0.8989045982989824,6.0,216.05491971793333,29.0,-400.24306055754676,29.0,-616.4517534515214,20.0,-325.38759327721334,-16.26937966386067,44.0,-475.25230101392145,-10.801188659407305,6.0,6.129505072419657,5.0,-6.097530741829743,-14.438222840097461,74.15,-1108.8055759210959,False
day_mom,0.5,15:25,ATM,expiring next day,09:45,43,41.86046511627907,-15.204228932024165,-13.594289480153847,-653.7818440770391,821.5878936818237,-8.307441860465117,0.896787071559046,2.0,-48.80062695459999,17.0,-17.831446277386746,24.0,-587.1497708450522,9.0,-329.3572039797534,-36.59524488663927,34.0,-324.4246400972857,-9.541901179331932,6.0,6.129505072419657,5.0,-6.097530741829743,-18.663753365177215,59.650000000000006,-741.2156690379808,False
day_fade,0.0,15:25,ATM,expiring next day,09:45,103,26.21359223300971,-22.280122246086663,-31.845852890833335,-2294.852591346926,2294.8525913469275,-15.38116504854369,0.8989571975429722,12.0,-293.00566117919334,53.0,-929.7891027324267,38.0,-1072.0578274353059,38.0,-633.7585870420199,-16.67785755373737,65.0,-1661.0940043049059,-25.555292373921628,10.0,-17.757168650936915,6.0,-10.630625933183744,-22.76646134233932,19.400000000000002,-1759.3455997394972,False
day_fade,0.3,15:25,ATM,expiring next day,09:45,64,23.4375,-24.057439078465855,-32.125841893683344,-1539.6761010218147,1539.676101021815,-17.15890625,0.8985328284658574,6.0,-193.73204830436669,29.0,-506.08840842972666,29.0,-839.8556442877215,20.0,-217.9797563046934,-10.89898781523467,44.0,-1321.6963447171213,-30.038553289025483,6.0,-16.179666624830332,5.0,-4.077777426809723,-24.872381056428154,18.6,-1114.412592798285,False
combo_up_CE,0.1,15:25,ATM,expiring next day,09:45,9,11.11111111111111,-63.200414998383195,-57.73858973463333,-568.8037349854487,568.8037349854487,-56.27222222222222,0.9281927761609686,2.0,-40.132230356733324,3.0,-139.6974778025,4.0,-388.9740268262154,5.0,-179.82970815923332,-35.96594163184666,4.0,-388.9740268262154,-97.24350670655384,1.0,-149.59505685295386,1.0,-149.59505685295386,-52.40108476656186,4.25,-309.82014699042463,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,09:45,18,38.88888888888889,-9.713223025923988,-6.525219303943586,-174.83801446663176,338.6726127217231,-2.807777777777778,0.9054452481462109,1.0,84.77524133479999,7.0,-28.09824716683336,10.0,-231.51500863459842,4.0,10.15648126469997,2.5391203161749925,14.0,-184.99449573133177,-13.213892552237983,5.0,19.007216503154357,3.0,20.003702748446155,-20.759545921723355,26.900000000000002,6.400997117181348,False
combo_down_PE,0.3,15:25,ATM,expiring next day,09:45,5,20.0,-58.621548705129726,-79.99349056095384,-293.10774352564863,402.62754924236145,-51.769999999999996,0.8515487051297436,0.0,0.0,1.0,-20.41595334793333,4.0,-272.69179017771535,0.0,0.0,,5.0,-293.10774352564863,-58.621548705129726,1.0,129.93575906464616,1.0,129.93575906464616,-105.76087564757371,1.7000000000000002,4.386417860221387,False
combo_down_PE,0.5,15:25,ATM,expiring next day,09:45,2,50.0,-22.913893803253828,-22.913893803253828,-45.827787606507655,175.76354667115382,-15.949999999999989,0.963893803253846,0.0,0.0,0.0,0.0,2.0,-45.827787606507655,0.0,0.0,,2.0,-45.827787606507655,-22.913893803253828,1.0,129.93575906464616,1.0,129.93575906464616,-175.76354667115382,31.25,1.1806514328743214,False
combo_both,0.1,15:25,ATM,expiring next day,09:45,27,29.629629629629626,-27.542287016743725,-20.41595334793333,-743.6417494520806,828.4169907868804,-20.62925925925926,0.9130277574844634,3.0,44.64301097806666,10.0,-167.79572496933335,14.0,-620.4890354608139,9.0,-169.67322689453337,-18.852580766059262,18.0,-573.9685225575472,-31.887140142085954,6.0,-9.093162389530347,4.0,-22.39598715190385,-32.81346548166183,19.7,-471.02530958484317,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,-105.76087564757371,1.4000000000000001,2.4942391901973004,False
combo_both,0.5,15:25,ATM,expiring next day,09:45,2,50.0,-22.913893803253828,-22.913893803253828,-45.827787606507655,175.76354667115382,-15.949999999999989,0.963893803253846,0.0,0.0,0.0,0.0,2.0,-45.827787606507655,0.0,0.0,,2.0,-45.827787606507655,-22.913893803253828,1.0,129.93575906464616,1.0,129.93575906464616,-175.76354667115382,32.15,2.253042777373277,False
downday_last30up_CE,0.1,15:25,ATM,expiring next day,09:45,7,28.57142857142857,-35.65475653071538,-52.0597697637,-249.5832957150077,249.5832957150077,-28.521428571428576,1.1333279592868133,3.0,-191.85465401413333,2.0,-18.27008974456666,2.0,-39.4585519563077,4.0,-163.04841753656666,-40.762104384141665,3.0,-86.53487817844103,-28.844959392813678,1.0,-64.3092795851,0.0,,-30.87900268831795,47.3,-244.170486606708,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,,28.80623647756667,90.75,-34.92100350617574,False
downday_last30up_CE,0.5,15:25,ATM,expiring next day,09:45,0,,,,,,,,,,,,,,,,,,,,,,,,,,,False
CE_all,0.0,15:25,ATM,following weekly,09:15o,101,31.683168316831683,-13.858011938159734,-7.784195255053846,-1399.6592057541332,1425.6204456217324,-6.708217821782178,1.1497941163775527,10.0,-75.89350367496002,53.0,-581.7292603336267,38.0,-742.0364417455462,36.0,-354.10188018388664,-9.836163338441295,65.0,-1045.5573255702461,-16.085497316465325,9.0,-40.492655484807685,6.0,-57.08384347266709,-11.252448982509387,,,False
PE_all,0.0,15:25,ATM,following weekly,09:15o,101,40.5940594059406,-1.346174076737951,-4.805366839933333,-135.96358175053305,650.9865414328524,5.74306930693069,1.0892433836686415,10.0,20.911429361539994,53.0,-338.9638583747268,38.0,182.08884726265376,36.0,-161.77781799168676,-4.4938282775468545,65.0,25.81423624115366,0.39714209601774864,9.0,39.0784410771523,6.0,58.81982696318289,-5.300755993966343,,,False
STRADDLE_all,0.0,15:25,ATM,following weekly,09:15o,101,14.85148514851485,-15.204186014897681,-14.11029623720767,-1535.622787504666,1535.6227875046657,-0.9651485148514871,2.2390375000461944,10.0,-54.98207431342002,53.0,-920.6931187083535,38.0,-559.9475944828922,36.0,-515.8796981755734,-14.329991615988149,65.0,-1019.7430893290924,-15.688355220447576,9.0,-1.4142144076553917,6.0,1.7359834905157971,-16.553204976475733,,,False
last30_mom,0.1,15:25,ATM,following weekly,09:15o,43,23.25581395348837,-17.580861197914658,-13.03218395869333,-755.9770315103302,772.4077574982456,-10.420930232558137,1.1599309653565177,5.0,-42.91593897969331,18.0,-326.83924620336,20.0,-386.22184632727686,14.0,-189.80503511305332,-13.557502508075236,29.0,-566.1719963972768,-19.523172289561266,7.0,2.2570461112082802,4.0,4.25307871579615,-21.43823206357745,6.25,-322.3640492038734,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,-49.55103833513035,17.2,-63.46971718391527,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,-173.61620267905386,12.35,-3.4751995416061416,False
last30_fade,0.1,15:25,ATM,following weekly,09:15o,43,39.53488372093023,3.308928086481153,-4.196505972600006,142.2839077186896,172.533080883636,10.54302325581395,1.2340951693327966,5.0,4.166722995266621,18.0,17.438895742899973,20.0,120.67828898052296,14.0,42.86457648366661,3.061755463119044,29.0,99.41933123502294,3.4282528012076874,7.0,9.951268565559698,4.0,22.897429621546138,2.0173618822158814,94.69999999999999,-325.31101119352485,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,-142.00555491705384,29.174615798252987,83.65,-65.51919987715722,False
last30_fade,0.5,15:25,ATM,following weekly,09:15o,2,50.0,12.989821842646151,12.989821842646151,25.979643685292302,142.00555491705384,20.400000000000006,1.410178157353846,0.0,0.0,0.0,0.0,2.0,25.979643685292302,0.0,0.0,,2.0,25.979643685292302,12.989821842646151,1.0,-142.00555491705384,1.0,-142.00555491705384,167.98519860234614,89.95,-28.55259237308592,False
day_mom,0.0,15:25,ATM,following weekly,09:15o,101,38.613861386138616,-7.42771968892508,-4.550913362533334,-750.1996885814331,868.0066842153421,-0.3108910891089114,1.1168285998161664,10.0,-34.36837629575999,53.0,-296.4303710922267,38.0,-419.40094119344616,36.0,-255.14085781538668,-7.0872460504274075,65.0,-495.0588307660461,-7.616289704093018,9.0,-4.864065945903248,6.0,-5.351492674683757,-7.678511902916345,52.400000000000006,-763.1803042741587,False
day_mom,0.1,15:25,ATM,following weekly,09:15o,85,40.0,-7.572165425267194,-3.6974680464333387,-643.6340611477115,700.9564607170821,-0.4410588235294124,1.1311066017377795,8.0,19.15372974927334,42.0,-189.29472387810006,35.0,-473.4930670188845,28.0,-199.7384392037934,-7.133515685849765,57.0,-443.8956219439179,-7.787642490244173,8.0,-3.8430511943044836,6.0,-5.351492674683757,-7.959605864847733,52.2,-648.625177868431,False
day_mom,0.3,15:25,ATM,following weekly,09:15o,63,42.857142857142854,-7.280696719747961,-1.4363122918538347,-458.68389334412154,558.3524023224077,-0.14587301587301674,1.134823703874945,5.0,10.344307273706656,29.0,-116.50902342106664,29.0,-352.5191771967615,19.0,-169.86011386546008,-8.940005992918952,44.0,-288.82377947866155,-6.564176806333217,6.0,8.419300150019657,5.0,8.99094968677026,-8.933327969197185,54.55,-490.48411176099876,False
day_mom,0.5,15:25,ATM,following weekly,09:15o,43,48.837209302325576,-8.783518297366488,-0.05623264565385733,-377.691286786759,521.907901377477,-1.6441860465116283,1.13933225085486,2.0,0.5317393739999972,17.0,-15.856686435966637,24.0,-362.3663397247924,9.0,-66.14884826903335,-7.349872029892595,34.0,-311.5424385177256,-9.163012897580165,6.0,8.419300150019657,5.0,8.99094968677026,-11.573164532077755,43.5,-325.35587793638086,False
day_fade,0.0,15:25,ATM,following weekly,09:15o,101,33.663366336633665,-7.776466325972604,-10.402305492233328,-785.4230989232329,831.9765911339251,-0.6542574257425758,1.122208900230028,10.0,-20.613698017660024,53.0,-624.2627476161267,38.0,-140.54665328944617,36.0,-260.7388403601867,-7.2427455655607424,65.0,-524.6842585630462,-8.072065516354558,9.0,3.4498515382478585,6.0,7.087476165199564,-8.874693073559389,49.75,-767.1491789854038,False
day_fade,0.3,15:25,ATM,following weekly,09:15o,63,34.92063492063492,-6.117262571915584,-11.560149689953855,-385.3875420306818,552.7125686989585,1.026507936507936,1.1437705084235166,5.0,-62.98378871029334,29.0,-328.58987435612676,29.0,6.186121035738353,19.0,-150.90427410232004,-7.942330215911581,44.0,-234.48326792836167,-5.329165180190038,6.0,2.0996042080029818,5.0,6.193192086730244,-6.982195917170169,61.199999999999996,-472.8951663613112,False
combo_up_CE,0.1,15:25,ATM,following weekly,09:15o,9,11.11111111111111,-46.28987463194984,-16.264703474,-416.60887168754857,416.60887168754857,-39.05555555555555,1.234319076394302,2.0,-9.331870680033322,3.0,-95.0588879095,4.0,-312.2181130980153,5.0,-104.39075858953332,-20.878151717906665,4.0,-312.2181130980153,-78.05452827450382,1.0,-165.4767618337538,1.0,-165.4767618337538,-31.391513731724352,1.35,-127.23679682079802,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,18,22.22222222222222,-7.384692943966215,-12.403911695713335,-132.92447299139187,212.2628399179226,-0.2722222222222265,1.1124707217439884,1.0,-7.339243049459998,7.0,-104.77617216619333,10.0,-20.809057775738534,4.0,-71.23473540091999,-17.808683850229997,14.0,-61.68973759047187,-4.406409827890848,5.0,35.003589040902355,3.0,60.8296922323128,-23.68787832276182,29.049999999999997,-24.527537601298874,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,-59.55400552184872,10.299999999999999,-6.530576535171133,False
combo_down_PE,0.5,15:25,ATM,following weekly,09:15o,2,50.0,-26.55497930985385,-26.55497930985385,-53.1099586197077,173.61620267905386,-19.30000000000001,1.2549793098538464,0.0,0.0,0.0,0.0,2.0,-53.1099586197077,0.0,0.0,,2.0,-53.1099586197077,-26.55497930985385,1.0,120.50624405934616,1.0,120.50624405934616,-173.61620267905386,11.899999999999999,-1.8482625906491517,False
combo_both,0.1,15:25,ATM,following weekly,09:15o,27,18.51851851851852,-20.353086839960756,-13.03218395869333,-549.5333446789405,559.5229475469251,-13.200000000000001,1.1530868399607597,3.0,-16.67111372949332,10.0,-199.8350600756933,14.0,-333.0271708737538,9.0,-175.62549399045332,-19.513943776717035,18.0,-373.90785068848714,-20.77265837158262,6.0,1.5901972284596582,4.0,4.25307871579615,-26.622596573795175,4.8,-204.13695356663675,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,-59.55400552184872,9.8,-5.930706546254662,False
combo_both,0.5,15:25,ATM,following weekly,09:15o,2,50.0,-26.55497930985385,-26.55497930985385,-53.1099586197077,173.61620267905386,-19.30000000000001,1.2549793098538464,0.0,0.0,0.0,0.0,2.0,-53.1099586197077,0.0,0.0,,2.0,-53.1099586197077,-26.55497930985385,1.0,120.50624405934616,1.0,120.50624405934616,-173.61620267905386,11.450000000000001,-1.04089740298387,False
downday_last30up_CE,0.1,15:25,ATM,following weekly,09:15o,5,40.0,-17.088592749754866,-3.6294156935538235,-85.44296374877433,94.81381615162049,-9.779999999999996,1.3085927497548717,1.0,-32.5029646579,2.0,-58.68143580016666,2.0,5.74143670929233,2.0,-31.95737400783334,-15.97868700391667,3.0,-53.485589740940995,-17.828529913647,0.0,,0.0,,-17.088592749754866,39.25,-70.02893199973525,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,,0.545590650066661,67.25,-14.623202921306179,False
downday_last30up_CE,0.5,15:25,ATM,following weekly,09:15o,0,,,,,,,,,,,,,,,,,,,,,,,,,,,False
CE_all,0.0,15:25,ATM,following weekly,09:16,101,26.732673267326735,-25.142719792896564,-16.67137726973335,-2539.414699082553,2574.729556824553,-18.00891089108911,1.1338089018074538,10.0,-152.88444310355996,53.0,-841.7309581160467,38.0,-1544.7992978629459,36.0,-562.8661577058468,-15.635171047384635,65.0,-1976.548541376706,-30.40843909810317,9.0,-57.26334361657435,6.0,-60.9450406078671,-22.000484853623735,,,False
PE_all,0.0,15:25,ATM,following weekly,09:16,101,42.57425742574257,0.8315331979270022,-6.317041905533345,83.98485299062722,498.948841226059,7.923861386138613,1.092328188211612,10.0,-34.559993274759954,53.0,-207.04073246146672,38.0,325.5855787268538,36.0,-222.4818284698267,-6.18005079082852,65.0,306.46668146045386,4.714872022468521,9.0,65.12598818805898,6.0,82.8857366937829,-5.4581417467598214,,,False
STRADDLE_all,0.0,15:25,ATM,following weekly,09:16,101,3.9603960396039604,-24.31118659496957,-23.36773566386666,-2455.4298460919267,2455.4298460919276,-10.085049504950499,2.2261370900190665,10.0,-187.44443637831995,53.0,-1048.7716905775135,38.0,-1219.213719136092,36.0,-785.3479861756734,-21.81522183821315,65.0,-1670.0818599162524,-25.69356707563465,9.0,7.862644571484623,6.0,21.940696085915814,-27.458626600383568,,,False
last30_mom,0.1,15:25,ATM,following weekly,09:16,43,30.23255813953488,-14.65802476185047,-16.02588496945386,-630.2950647595702,645.1175430555163,-7.493953488372091,1.1640712734783778,5.0,-3.571671619293314,18.0,-196.2142813959,20.0,-430.50911174437687,14.0,-130.42914330469333,-9.316367378906666,29.0,-499.86592145487685,-17.236755912237133,7.0,37.61553091160257,4.0,43.62231071284615,-24.82232725391078,39.6,-531.9857335948748,False
last30_mom,0.3,15:25,ATM,following weekly,09:16,8,50.0,-16.855302016779483,-29.189948837443584,-134.84241613423586,401.3628732778154,-9.549999999999997,1.3053020167794873,1.0,56.98628108050002,2.0,4.098238120433316,5.0,-195.92693533516922,2.0,61.02692086156668,30.51346043078334,6.0,-195.8693369958026,-32.64488949930043,2.0,131.2111095115731,1.0,205.43593794264618,-66.21077252623034,39.6,-97.83393308052791,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,-181.30531076725387,69.05,1.614390033614069,False
last30_fade,0.1,15:25,ATM,following weekly,09:16,43,37.2093023255814,-7.187830765425823,-3.6744847950538686,-309.0767229133104,395.4108768799641,0.031395348837204545,1.2192261142630292,5.0,-82.11106126713335,18.0,-120.76533275150008,20.0,-106.20032889467694,14.0,-103.57798210523342,-7.3984272932309585,29.0,-205.49874080807706,-7.086163476140588,7.0,-24.507062764768857,4.0,-5.462397612853849,-3.8202023211091225,72.45,-517.5328411688649,False
last30_fade,0.3,15:25,ATM,following weekly,09:16,8,37.5,-13.226702023779492,-14.635970663293612,-105.81361619023593,265.24117162587436,-5.8750000000000036,1.3517020237794872,1.0,-67.7065416102,2.0,-43.79898012756666,5.0,5.69190554753073,2.0,-79.90595572263334,-39.95297786131667,6.0,-25.90766046760259,-4.317943411267098,2.0,-102.18483214207691,1.0,-136.6631226739538,16.42600801565298,48.1,-97.29744334797734,False
last30_fade,0.5,15:25,ATM,following weekly,09:16,2,50.0,-13.49765764300382,-13.49765764300382,-26.99531528600764,136.6631226739538,-6.124999999999972,1.3726576430038464,0.0,0.0,0.0,0.0,2.0,-26.99531528600764,0.0,0.0,,2.0,-26.99531528600764,-13.49765764300382,1.0,-136.6631226739538,1.0,-136.6631226739538,109.66780738794617,62.050000000000004,-48.479874096213635,False
day_mom,0.0,15:25,ATM,following weekly,09:16,101,35.64356435643564,-13.576040064041512,-9.303595916933316,-1371.1800464681928,1491.392484139047,-6.467920792079209,1.1081192719623052,10.0,-183.70683273605994,53.0,-464.65207869458686,38.0,-722.8211350375461,36.0,-673.8976729824868,-18.719379805069078,65.0,-697.2823734857061,-10.727421130549324,9.0,22.548214635203422,6.0,39.801213479616244,-17.109934545489388,41.85,-1243.3260508400983,False
day_mom,0.1,15:25,ATM,following weekly,09:16,85,35.294117647058826,-14.550633103604367,-9.076128483053829,-1236.8038138063712,1301.328907784141,-7.4294117647058835,1.1212213388984857,8.0,-110.36280519092662,42.0,-376.98884806746014,35.0,-749.4521605479846,28.0,-582.0468848618934,-20.787388745067624,57.0,-654.7569289444779,-11.486963665692594,8.0,28.610976450695514,6.0,39.801213479616244,-19.03495617418098,34.449999999999996,-1042.5399536039229,False
day_mom,0.3,15:25,ATM,following weekly,09:16,63,38.095238095238095,-13.169339362187008,-7.61274645953333,-829.6683798177816,896.3225708590522,-6.042857142857142,1.1264822193298658,5.0,-24.556254762993333,29.0,-261.5136189389267,29.0,-543.5985061158615,19.0,-418.0585314397601,-22.003080602092638,44.0,-411.6098483780214,-9.354769281318669,6.0,58.073962446869665,5.0,58.13134046863026,-20.668634289456133,43.65,-767.6066707889578,False
day_mom,0.5,15:25,ATM,following weekly,09:16,43,41.86046511627907,-11.394006488833,-4.401683263033328,-489.942279019819,651.0623398813539,-4.258372093023256,1.1356343958097435,2.0,-28.327380593400008,17.0,47.19399988727331,24.0,-508.8088983136923,9.0,-166.3568997821334,-18.484099975792603,34.0,-323.58537923768563,-9.517217036402519,6.0,58.073962446869665,5.0,58.13134046863026,-22.65908253246046,55.75,-524.2333899325381,False
day_fade,0.0,15:25,ATM,following weekly,09:16,101,33.663366336633665,-10.735146530928047,-11.961944641333334,-1084.2497996237328,1126.7786843793726,-3.6171287128712875,1.1180178180567606,10.0,-3.737603642259998,53.0,-584.1196118829266,38.0,-496.3925840985463,36.0,-111.4503131931867,-3.0958420331440752,65.0,-972.7994864305462,-14.966145945085325,9.0,-14.685570063718801,6.0,-17.86051739370043,-10.34869205489417,59.199999999999996,-1210.3469450485325,False
day_fade,0.3,15:25,ATM,following weekly,09:16,63,30.158730158730158,-12.100057558291772,-12.023904795733337,-762.3036261723817,789.6317258179951,-4.9647619047619065,1.1352956535298657,5.0,-57.79114428709335,29.0,-357.49892359682667,29.0,-347.0135582884615,19.0,-11.601601595320005,-0.6106106102800003,44.0,-750.7020245770617,-17.061409649478676,6.0,-31.39461663074701,5.0,-21.687314123989744,-10.069051340138591,51.15,-753.1385134320893,False
combo_up_CE,0.1,15:25,ATM,following weekly,09:16,9,11.11111111111111,-59.46010738908318,-36.0866249741,-535.1409665017486,535.1409665017486,-52.24444444444444,1.2156629446387466,2.0,-29.103862906833307,3.0,-104.09608637680003,4.0,-401.94101721811535,5.0,-133.19994928363334,-26.639989856726668,4.0,-401.94101721811535,-100.48525430452884,1.0,-180.00618036405385,1.0,-180.00618036405385,-44.391848267211856,1.95,-224.56895089774474,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,09:16,18,33.33333333333333,0.20233751882045434,-15.801729056706929,3.642075338768178,181.30531076725387,7.325555555555557,1.1232180367350995,1.0,-15.577573143959999,7.0,-32.11909366003332,10.0,51.33874214276152,4.0,-76.21767687625999,-19.054419219064997,14.0,79.8597522150282,5.7042680153591565,5.0,77.26572313295438,3.0,118.16514107181281,-29.437426178923353,50.14999999999999,14.63168288786557,False
combo_down_PE,0.3,15:25,ATM,following weekly,09:16,5,40.0,-27.48636819630975,-70.13253867555385,-137.43184098154876,342.9253772635616,-20.340000000000003,1.1463681963097438,0.0,0.0,1.0,0.05759833936665526,4.0,-137.48943932091538,0.0,0.0,,5.0,-137.43184098154876,-27.48636819630975,1.0,205.43593794264618,1.0,205.43593794264618,-85.71694473104873,10.85,4.2567180001979485,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,-181.30531076725387,68.45,2.5108822530596613,False
combo_both,0.1,15:25,ATM,following weekly,09:16,27,25.925925925925924,-19.685144117147427,-16.74461421395384,-531.4988911629805,546.3213694589266,-12.531111111111109,1.154033006036315,3.0,-44.68143605079331,10.0,-136.21518003683337,14.0,-350.6022750753538,9.0,-209.41762615989333,-23.268625128877037,18.0,-322.08126500308714,-17.89340361128262,6.0,34.38707255011967,4.0,43.62231071284615,-35.13434887922374,24.15,-330.80777404709426,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,-85.71694473104873,11.4,3.7593414876760485,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,-181.30531076725387,68.10000000000001,1.5091316929553373,False
downday_last30up_CE,0.1,15:25,ATM,following weekly,09:16,5,40.0,-10.947292133854877,-15.876516649000022,-54.736460669274386,54.736460669274386,-3.630000000000007,1.3172921338548718,1.0,-15.876516649000022,2.0,-32.91793077736666,2.0,-5.942013242907716,2.0,-11.835876867933361,-5.917938433966681,3.0,-42.90058380134103,-14.300194600447009,0.0,,0.0,,-10.947292133854877,74.75,-125.30299310068914,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,,4.040639781066661,76.14999999999999,-23.38311072858174,False
downday_last30up_CE,0.5,15:25,ATM,following weekly,09:16,0,,,,,,,,,,,,,,,,,,,,,,,,,,,False
CE_all,0.0,15:25,ATM,following weekly,09:20,101,22.772277227722775,-25.53859466476428,-20.819514705700012,-2579.398061141192,2591.7286093978914,-18.405346534653464,1.13324813011082,10.0,-191.97906409745997,53.0,-895.2451532389866,38.0,-1492.1738438047462,36.0,-635.3634625374466,-17.648985070484628,65.0,-1944.0345986037462,-29.90822459390379,9.0,-55.992920995941034,6.0,-58.88129731146711,-22.559367088888294,,,False
PE_all,0.0,15:25,ATM,following weekly,09:20,101,43.56435643564357,0.6707708248858142,-3.481444344833339,67.74785331346723,373.1944479700934,7.762871287128713,1.0921004622428991,10.0,12.713042685680012,53.0,-169.59377748646668,38.0,224.62858811425386,36.0,-174.01048995018667,-4.833624720838518,65.0,241.7583432636539,3.7193591271331368,9.0,63.456131381025635,6.0,81.11324749163289,-5.471275316475692,,,False
STRADDLE_all,0.0,15:25,ATM,following weekly,09:20,101,5.9405940594059405,-24.86782383987847,-23.257192755807722,-2511.6502078277254,2511.650207827727,-10.642475247524748,2.2253485923537197,10.0,-179.26602141177995,53.0,-1064.8389307254533,38.0,-1267.5452556904925,36.0,-809.3739524876332,-22.482609791323146,65.0,-1702.2762553400921,-26.188865466770647,9.0,7.463210385084611,6.0,22.2319501801658,-28.03064240536399,,,False
last30_mom,0.1,15:25,ATM,following weekly,09:20,43,32.55813953488372,-14.890253939990004,-12.812136588433328,-640.2809194195702,669.000668378869,-7.726511627906974,1.163742312083029,5.0,12.25590801680669,18.0,-156.8700140354999,20.0,-495.6668134008769,14.0,-124.13805486889325,-8.867003919206661,29.0,-516.1428645506769,-17.798029812092306,7.0,34.24173858718827,4.0,38.816618157721145,-24.44369693138578,39.25,-542.2212526554422,False
last30_mom,0.3,15:25,ATM,following weekly,09:20,8,37.5,-21.348936613779493,-30.463145306593574,-170.79149291023595,400.6139341783154,-14.050000000000004,1.298936613779487,1.0,57.43564454020001,2.0,7.193853065033311,5.0,-235.4209905154692,2.0,71.66185607446666,35.83092803723333,6.0,-242.4533489847026,-40.40889149745043,2.0,111.31429410152307,1.0,165.19294366284615,-65.57001351888034,31.3,-103.89461656997632,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,-165.62751895105387,50.949999999999996,3.7538475280561667,False
last30_fade,0.1,15:25,ATM,following weekly,09:20,43,37.2093023255814,-8.128358936890935,-10.534952956553846,-349.51943428631023,447.4363939955641,-0.9104651162790692,1.2178938206118666,5.0,-88.50200824953336,18.0,-183.1269951032,20.0,-77.89043093357697,14.0,-128.3429016620334,-9.167350118716671,29.0,-221.17653262427683,-7.626776987044028,7.0,-20.876491320526004,4.0,1.1282664627461685,-5.649555417850784,72.25,-531.9829069046659,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,-96.27034057425382,15.169454637602996,60.199999999999996,-96.92235331963717,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,-96.27034057425382,106.0229704370462,85.55,-48.998147779716795,False
day_mom,0.0,15:25,ATM,following weekly,09:20,101,33.663366336633665,-14.488015543089434,-12.873714465153858,-1463.2895698520329,1591.9836806115327,-7.381188118811881,1.1068274242775527,10.0,-125.88873425465994,53.0,-575.6847966591267,38.0,-761.7160389382462,36.0,-616.4290794141865,-17.123029983727402,65.0,-846.8604904378464,-13.028622929813022,9.0,21.16683807390341,6.0,37.562717726666214,-17.97599035344743,33.85,-1256.02374477548,False
day_mom,0.1,15:25,ATM,following weekly,09:20,85,32.94117647058823,-15.48519161913731,-12.873714465153858,-1316.2412876266715,1403.7088237767805,-8.365294117647059,1.1198975014902504,8.0,-67.77313506602661,42.0,-474.5506480956601,35.0,-773.9175044649845,28.0,-524.8379235147531,-18.744211554098325,57.0,-791.403364111918,-13.884269545823123,8.0,27.7996257595705,6.0,37.562717726666214,-19.98231550263942,30.75,-1066.6400219463826,False
day_mom,0.3,15:25,ATM,following weekly,09:20,63,31.746031746031743,-14.937469659525103,-10.491437467853835,-941.0605885500815,1037.0731922917525,-7.813492063492063,1.12397759603304,5.0,-20.961347085393303,29.0,-368.7117687140267,29.0,-551.3874727506616,19.0,-459.65960195331996,-24.192610629122104,44.0,-481.40098659676147,-10.940931513562761,6.0,54.93673977451965,5.0,54.14698445929023,-22.292649599950867,35.55,-782.4762810740627,False
day_mom,0.5,15:25,ATM,following weekly,09:20,43,39.53488372093023,-11.855910324152537,-6.437472581953857,-509.8041439385591,647.3675736571539,-4.72093023255814,1.1349800915943946,2.0,-26.52992675459999,17.0,20.791400166233352,24.0,-504.0656173501923,9.0,-147.4836344747333,-16.38707049719259,34.0,-362.3205094638256,-10.656485572465458,6.0,54.93673977451965,5.0,54.14698445929023,-22.687150880693974,54.15,-531.7585804785754,False
day_fade,0.0,15:25,ATM,following weekly,09:20,101,32.67326732673268,-10.379808296789037,-11.222449858653846,-1048.3606379756927,1060.691186232393,-3.26128712871287,1.1185211680761664,10.0,-53.37728715712004,53.0,-489.1541340663265,38.0,-505.82921675224617,36.0,-192.94487307344673,-5.359579807595742,65.0,-855.4157649022461,-13.160242536957632,9.0,-13.703627688818798,6.0,-15.33076754650042,-10.054652051916559,65.75,-1250.439835069117,False
day_fade,0.3,15:25,ATM,following weekly,09:20,63,31.746031746031743,-10.40959501942034,-14.015421701253842,-655.8044862234815,739.0034426917949,-3.271904761904759,1.13769025751558,5.0,-81.65733692449335,29.0,-204.1661252925266,29.0,-369.98102400646144,19.0,40.125125543480046,2.1118487128147394,44.0,-695.9296117669614,-15.81658208561276,6.0,-27.633278042146998,5.0,-16.704372648649734,-8.596575753870164,63.14999999999999,-788.7151956771423,False
combo_up_CE,0.1,15:25,ATM,following weekly,09:20,9,22.22222222222222,-59.06622089971651,-37.3847860799,-531.5959880974486,532.3885530978948,-51.849999999999994,1.2162208997165243,2.0,-23.661572117133314,3.0,-102.34856181129999,4.0,-405.58585416901536,5.0,-126.0101339284333,-25.202026785686662,4.0,-405.58585416901536,-101.39646354225384,1.0,-185.49840042705384,1.0,-185.49840042705384,-43.262198458799354,1.5,-228.68343978918415,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,09:20,18,33.33333333333333,-0.5576969747462122,-7.5475528823833375,-10.03854554543182,165.62751895105387,6.564444444444445,1.1221414191906554,1.0,-0.6986497005599919,7.0,-41.555726313733324,10.0,32.21583046886147,4.0,-61.58839979935996,-15.39709994983999,14.0,51.549854253928146,3.6821324467091534,5.0,73.55098519943435,3.0,113.5882910193128,-29.06103627250797,49.8,3.204924123343865,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,-88.43809012589874,3.95,6.067950158905238,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,-165.62751895105387,52.949999999999996,0.9128050102334595,False
combo_both,0.1,15:25,ATM,following weekly,09:20,27,29.629629629629626,-20.060538283069647,-12.812136588433328,-541.6345336428805,558.0983745853728,-12.907037037037037,1.1535012460326117,3.0,-24.360221817693304,10.0,-143.9042881250333,14.0,-373.3700237001539,9.0,-187.59853372779327,-20.844281525310365,18.0,-354.0359999150872,-19.66866666194929,6.0,30.376087595019655,4.0,38.816618157721145,-34.47100281966659,21.75,-334.29234432786194,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,-88.43809012589874,4.3999999999999995,1.1280427029847775,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,-165.62751895105387,51.449999999999996,1.5416881188308116,False
downday_last30up_CE,0.1,15:25,ATM,following weekly,09:20,5,40.0,-7.791762061294875,-20.819514705700012,-38.958810306474376,38.958810306474376,-0.4700000000000045,1.3217620612948717,1.0,-20.819514705700012,2.0,-7.953294127366682,2.0,-10.186001473407686,2.0,-6.593303171433362,-3.296651585716681,3.0,-32.365507135041014,-10.788502378347005,0.0,,0.0,,-7.791762061294875,81.55,-123.63613552481718,False
downday_last30up_CE,0.3,15:25,ATM,following weekly,09:20,1,100.0,14.22621153426665,14.22621153426665,14.22621153426665,0.0,21.299999999999983,1.0737884657333332,0.0,0.0,1.0,14.22621153426665,0.0,0.0,1.0,14.22621153426665,14.22621153426665,0.0,0.0,,0.0,,0.0,,14.22621153426665,85.7,-25.548647791798896,False
downday_last30up_CE,0.5,15:25,ATM,following weekly,09:20,0,,,,,,,,,,,,,,,,,,,,,,,,,,,False
CE_all,0.0,15:25,ATM,following weekly,09:30,101,22.772277227722775,-29.833105387652992,-32.08921818953332,-3013.143644152952,3034.511390876952,-22.705940594059403,1.1271647935935925,10.0,-294.4439187637199,53.0,-1107.9438574969868,38.0,-1610.7558678922462,36.0,-725.0863666575466,-20.141287962709626,65.0,-2288.057277495406,-35.20088119223702,9.0,-67.31577064097435,6.0,-68.60918405941709,-26.166322917219382,,,False
PE_all,0.0,15:25,ATM,following weekly,09:30,101,51.48514851485149,3.857247159907002,1.1317018586666894,389.5819631506072,396.73768718616157,10.953861386138616,1.0966142262316123,10.0,35.04141370544001,53.0,71.94407502961327,38.0,282.596474415554,36.0,-109.16234978814671,-3.0322874941151863,65.0,498.74431293875375,7.6729894298269805,9.0,64.36040599745898,6.0,79.53215383713291,-2.061540117679606,,,False
STRADDLE_all,0.0,15:25,ATM,following weekly,09:30,101,10.891089108910892,-25.97585822774599,-25.49265937670001,-2623.5616810023453,2623.5616810023453,-11.752079207920795,2.223779019825204,10.0,-259.40250505828,53.0,-1035.9997824673733,38.0,-1328.159393476692,36.0,-834.2487164456933,-23.173575456824814,65.0,-1789.312964556652,-27.527891762410032,9.0,-2.955364643515373,6.0,10.922969777715808,-28.227863034898988,,,False
last30_mom,0.1,15:25,ATM,following weekly,09:30,43,39.53488372093023,-13.482016203751867,-10.708998780433328,-579.7266967613302,638.160854783254,-6.31627906976744,1.1657371339844247,5.0,-39.43087570335331,18.0,-60.107082380099925,20.0,-480.1887386778769,14.0,-117.45751810135327,-8.389822721525233,29.0,-462.2691786599769,-15.940316505516444,7.0,32.915046468074,4.0,32.08864858054617,-22.50366727882912,47.099999999999994,-557.4742770975843,False
last30_mom,0.3,15:25,ATM,following weekly,09:30,8,25.0,-29.961736258029482,-27.597862302993573,-239.69389006423586,434.6157692956154,-22.674999999999994,1.2867362580294874,1.0,40.259974525000025,2.0,-8.03457529146666,5.0,-271.91928929776924,2.0,33.465961999966694,16.732980999983347,6.0,-273.1598520642026,-45.526642010700435,2.0,101.47822726142309,1.0,162.69647999784615,-73.77505743118034,18.15,-102.34839634642556,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,-206.12015959735388,22.0,7.5151186827347685,False
last30_fade,0.1,15:25,ATM,following weekly,09:30,43,41.86046511627907,-10.284839085094656,-12.935233485033322,-442.24808065907024,524.438104941824,-3.0700000000000016,1.214839085094657,5.0,-71.47612605423335,18.0,-245.34885548965997,20.0,-125.4230991151769,14.0,-146.32742590469337,-10.451958993192383,29.0,-295.9206547543769,-10.204160508771619,7.0,-28.87944055518313,4.0,-1.9923131185038443,-6.66922213257745,61.45,-544.7277583793983,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,-104.05930720905384,19.588195324652986,61.9,-101.9723471704665,False
last30_fade,0.5,15:25,ATM,following weekly,09:30,2,50.0,15.411391597696174,15.411391597696174,30.822783195392347,104.05930720905384,22.825000000000017,1.4136084023038462,0.0,0.0,0.0,0.0,2.0,30.822783195392347,0.0,0.0,,2.0,30.822783195392347,15.411391597696174,1.0,-104.05930720905384,1.0,-104.05930720905384,134.8820904044462,93.2,-60.130002581302165,False
day_mom,0.0,15:25,ATM,following weekly,09:30,101,42.57425742574257,-12.521692003702505,-8.156747236299989,-1264.690892373953,1430.5933109994992,-5.412079207920793,1.1096127957817112,10.0,-175.37862994962,53.0,-405.48588983408655,38.0,-683.826372590246,36.0,-626.3250613822466,-17.397918371729073,65.0,-638.3658309917062,-9.821012784487786,9.0,17.017160692970087,6.0,28.10944198186623,-15.411362376203083,53.05,-1294.6834859428986,False
day_mom,0.1,15:25,ATM,following weekly,09:30,85,40.0,-14.250705021875193,-9.642653119253852,-1211.3099268593915,1325.2399778585007,-7.129058823529415,1.1216461983457797,8.0,-117.56260640078668,42.0,-399.71665327362007,35.0,-694.0306671849845,28.0,-576.8742121480134,-20.602650433857622,57.0,-634.435714711378,-11.130451135287332,8.0,22.369817288195513,6.0,28.10944198186623,-18.055434612531887,41.25,-1100.6733827097594,False
day_mom,0.3,15:25,ATM,following weekly,09:30,63,41.269841269841265,-13.55387401941177,-6.876515380833322,-853.8940632229416,983.5090678955124,-6.427936507936508,1.1259375114752626,5.0,-56.86049458809335,29.0,-329.6271335747866,29.0,-467.4064350600614,19.0,-552.67783811122,-29.08830726901158,44.0,-301.2162251117215,-6.84582329799367,6.0,49.86891853456965,5.0,42.32373254185025,-20.229957446146656,45.65,-814.174388896261,False
day_mom,0.5,15:25,ATM,following weekly,09:30,43,48.837209302325576,-10.958809008999511,-4.501541809633322,-471.228787386979,650.5444172602154,-3.8225581395348867,1.1362508694646274,2.0,-73.61323147649999,17.0,54.723334300913294,24.0,-452.3388902113923,9.0,-215.44736129069338,-23.93859569896593,34.0,-255.7814260962856,-7.5229831204789885,6.0,49.86891853456965,5.0,42.32373254185025,-20.8227648268756,60.0,-555.5843346593261,False
day_fade,0.0,15:25,ATM,following weekly,09:30,101,31.683168316831683,-13.454166224043494,-18.750108226033326,-1358.8707886283928,1380.2385353523925,-6.339999999999999,1.1141662240434935,10.0,-84.02387510866,53.0,-630.5138926332866,38.0,-644.333020886446,36.0,-207.92365506344663,-5.77565708509574,65.0,-1150.947133564946,-17.706878977922244,9.0,-19.972525336485464,6.0,-17.186472204150423,-12.816500658695906,45.9,-1311.1990313852327,False
day_fade,0.3,15:25,ATM,following weekly,09:30,63,33.33333333333333,-12.830134487878436,-19.306902183653854,-808.2984727363414,999.278437673988,-5.695873015873015,1.1342614720054216,5.0,-76.06525831489333,29.0,-238.92688536398666,29.0,-493.3063290574614,19.0,133.23323439332,7.012275494385263,44.0,-941.5317071296615,-21.39844788931049,6.0,-29.530590427547008,5.0,-16.464712136809737,-11.072191757387005,51.0,-818.6136980145578,False
combo_up_CE,0.1,15:25,ATM,following weekly,09:30,9,22.22222222222222,-54.92874845225653,-53.99170311893333,-494.35873607030874,494.35873607030874,-47.70666666666667,1.2220817855898576,2.0,-54.02855613819334,3.0,-66.29962648870001,4.0,-374.03055344341533,5.0,-120.32818262689335,-24.06563652537867,4.0,-374.03055344341533,-93.50763836085383,1.0,-185.7979760668538,1.0,-185.7979760668538,-38.57009500043186,5.65,-268.90768332737343,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,09:30,18,61.111111111111114,4.6460428425204565,3.4404445865564117,83.62877116536822,211.72153813446155,11.775555555555558,1.1295127130350997,1.0,4.993287455639996,7.0,40.22842335166672,10.0,38.40706035806149,4.0,-34.027440937759984,-8.506860234439996,14.0,117.65621210312818,8.404015150223442,5.0,75.18866536367436,3.0,104.71752346301282,-22.485735050231046,53.7,75.56181878466614,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,-96.86365499527372,2.6,21.344586072010365,False
combo_down_PE,0.5,15:25,ATM,following weekly,09:30,2,50.0,-21.71183979975386,-21.71183979975386,-43.42367959950772,206.12015959735388,-14.450000000000017,1.2618397997538464,0.0,0.0,0.0,0.0,2.0,-43.42367959950772,0.0,0.0,,2.0,-43.42367959950772,-21.71183979975386,1.0,162.69647999784615,1.0,162.69647999784615,-206.12015959735388,21.55,7.787457742069909,False
combo_both,0.1,15:25,ATM,following weekly,09:30,27,48.148148148148145,-15.212220922405205,-1.2405627664333276,-410.7299649049405,493.5956091907308,-8.051851851851852,1.1603690705533523,3.0,-49.03526868255334,10.0,-26.0712031370333,14.0,-335.62349308535386,9.0,-154.35562356465334,-17.15062484051704,18.0,-256.3743413402871,-14.243018963349284,6.0,31.690891791919668,4.0,32.08864858054617,-28.613110269355168,43.4,-355.35769909863444,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,-96.86365499527372,3.05,22.139611797242615,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,-206.12015959735388,22.5,6.817141140128269,False
downday_last30up_CE,0.1,15:25,ATM,following weekly,09:30,5,20.0,-17.90743283187487,-30.655581545800004,-89.53716415937436,89.53716415937436,-10.6,1.3074328318748716,1.0,-30.655581545800004,2.0,-47.44734930766666,2.0,-11.434233305907686,2.0,-37.449594070833335,-18.724797035416668,3.0,-52.087570088541014,-17.362523362847003,0.0,,0.0,,-17.90743283187487,72.0,-148.70281564535406,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,,-6.794012525033334,70.7,-29.647162694036727,False
downday_last30up_CE,0.5,15:25,ATM,following weekly,09:30,0,,,,,,,,,,,,,,,,,,,,,,,,,,,False
CE_all,0.0,15:25,ATM,following weekly,09:45,101,25.742574257425744,-29.14309271763181,-26.304688982853847,-2943.452364480813,2943.452364480813,-22.014950495049504,1.1281422225823055,10.0,-484.11524217576,53.0,-924.5236791021067,38.0,-1534.813443202946,36.0,-800.1400502821068,-22.2261125078363,65.0,-2143.312314198706,-32.97403560305702,9.0,-55.41041280744102,6.0,-45.89968625346709,-26.573463578411342,,,False
PE_all,0.0,15:25,ATM,following weekly,09:45,101,50.495049504950494,1.3486225035883876,0.7126146123666639,136.21087286242715,385.7532470601615,8.441683168316834,1.0930606647284438,10.0,194.63534288155998,53.0,-150.54076679518667,38.0,92.1162967760539,36.0,-90.06939567822681,-2.5019276577285225,65.0,226.28026854065394,3.481234900625445,9.0,43.26695233731896,6.0,48.01013929373289,-2.752083675798299,,,False
STRADDLE_all,0.0,15:25,ATM,following weekly,09:45,101,11.881188118811881,-27.794470214043418,-26.937267063266653,-2807.241491618385,2807.402787516678,-13.573267326732674,2.2212028873107488,10.0,-289.4798992942,53.0,-1075.0644458972936,38.0,-1442.6971464268922,36.0,-890.2094459603336,-24.72804016556482,65.0,-1917.032045658052,-29.49280070243157,9.0,-12.143460470122058,6.0,2.1104530402658006,-29.325547254209635,,,False
last30_mom,0.1,15:25,ATM,following weekly,09:45,43,37.2093023255814,-20.656736662372797,-20.19398049963334,-888.2396764820303,999.5674386110231,-13.501162790697673,1.1555738716751223,5.0,18.88651551104664,18.0,-160.1653460733,20.0,-746.9608459197768,14.0,-105.3746339627534,-7.5267595687681,29.0,-782.8650425192769,-26.99534629376817,7.0,6.2799189885225575,4.0,-14.345575588453862,-25.894419705602456,20.849999999999998,-599.6124971386857,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,-70.08029120698033,24.05,-110.96575024395369,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,-152.69583716635387,39.45,2.7429453802761246,False
last30_fade,0.1,15:25,ATM,following weekly,09:45,43,39.53488372093023,-6.326724972884425,-13.178043896753858,-272.0491738340303,385.82137280596106,0.8937209302325576,1.2204459031169828,5.0,-133.03892003313334,18.0,-200.97171738061996,20.0,61.96146357972313,14.0,-187.57899150515334,-13.398499393225238,29.0,-84.4701823288769,-2.912764907892307,7.0,-12.623895719368859,4.0,33.73208192764616,-5.102275105512451,82.35,-598.6879467042183,False
last30_fade,0.3,15:25,ATM,following weekly,09:45,8,37.5,-15.967819127949483,-20.4165986605936,-127.74255302359586,271.9416801027343,-8.620000000000001,1.3478191279494873,1.0,-108.5486871696,2.0,-63.08166547602667,5.0,43.887799622030755,2.0,-143.97519922119332,-71.98759961059666,6.0,16.232646197597422,2.7054410329329035,2.0,-97.84098536497692,1.0,-87.13328356035382,11.323236284392983,46.050000000000004,-114.48902215656179,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,-87.13328356035382,62.13513920634615,67.60000000000001,-57.49358293613925,False
day_mom,0.0,15:25,ATM,following weekly,09:45,101,44.554455445544555,-11.926001168786662,-8.884006973653847,-1204.5261180474529,1572.3238247717784,-4.815544554455443,1.110456614331216,10.0,-139.12997753381998,53.0,-373.0817914623866,38.0,-692.3143490512462,36.0,-565.5711216308066,-15.710308934189072,65.0,-638.954996416646,-9.830076867948401,9.0,-11.681076060463255,6.0,-5.226669491433778,-11.949961233731344,63.6,-1396.7030025385482,False
day_mom,0.1,15:25,ATM,following weekly,09:45,85,43.529411764705884,-13.723451895827191,-9.454940312153846,-1166.4934111453113,1447.6430422827048,-6.601058823529411,1.1223930722977795,8.0,-85.74767345402662,42.0,-347.72030805900005,35.0,-733.0254296322847,28.0,-484.88451902009336,-17.31730425071762,57.0,-681.6088921252178,-11.95805073903891,8.0,-10.552297293991998,6.0,-5.226669491433778,-14.05292250381007,49.85,-1162.2775743613572,False
day_mom,0.3,15:25,ATM,following weekly,09:45,63,46.03174603174603,-12.031902964724152,-8.884006973653847,-758.0098867776215,1004.1163299156769,-4.9038095238095245,1.1280934409146275,5.0,-8.2293823938933,29.0,-245.9256998146667,29.0,-503.8548045690615,19.0,-408.2224645996601,-21.48539287366632,44.0,-349.78742217796145,-7.949714140408215,6.0,10.191789352169645,5.0,1.1320820693502356,-14.371238998081395,58.35,-861.0462136487108,False
day_mom,0.5,15:25,ATM,following weekly,09:45,43,48.837209302325576,-10.678508390985092,-2.1033328509538407,-459.17586081235896,675.4591246369154,-3.5418604651162786,1.1366479258688134,2.0,-77.00842206089997,17.0,109.81529446013332,24.0,-491.98273321159235,9.0,-211.44303357203336,-23.493670396892597,34.0,-247.73282724032555,-7.286259624715457,6.0,10.191789352169645,5.0,1.1320820693502356,-14.062880997983159,65.5,-603.6141329723655,False
day_fade,0.0,15:25,ATM,following weekly,09:45,101,31.683168316831683,-15.868469045256761,-21.869094314893342,-1602.7153735709328,1602.7153735709328,-8.75772277227723,1.110746272979533,10.0,-150.34992176038006,53.0,-701.9826544349069,38.0,-750.3827973756462,36.0,-324.63832432952677,-9.017731231375743,65.0,-1278.077049241406,-19.66272383448317,9.0,-0.4623844096587987,6.0,7.337122531699578,-17.3755860204783,36.75,-1420.206185929237,False
day_fade,0.3,15:25,ATM,following weekly,09:45,63,31.746031746031743,-16.4467574367232,-22.978466987833343,-1036.1457185135616,1059.2634666166084,-9.317619047619049,1.1291383891041515,5.0,-146.11602875479338,29.0,-342.84967481060676,29.0,-547.1800149481616,19.0,-50.017184472340034,-2.6324833932810545,44.0,-986.1285340412215,-22.41201213730049,6.0,-1.878094564897007,5.0,14.231805088030262,-17.98030089691543,35.25,-887.7439529363613,False
combo_up_CE,0.1,15:25,ATM,following weekly,09:45,9,22.22222222222222,-65.34621394144986,-68.42126310263333,-588.1159254730487,588.1159254730487,-58.138888888888886,1.2073250525609687,2.0,-73.74063323703332,3.0,-104.59537910980002,4.0,-409.7799131262153,5.0,-178.33601234683334,-35.66720246936667,4.0,-409.7799131262153,-102.44497828155383,1.0,-183.50122949505385,1.0,-183.50122949505385,-50.57683699724935,0.95,-269.8312795678245,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,09:45,18,50.0,-1.6256286536628808,2.3640518927166676,-29.261315765931855,250.9993087670693,5.494999999999996,1.1206286536628773,1.0,69.90134274564,7.0,9.322203178966676,10.0,-108.48486169053854,4.0,30.23153379933999,7.557883449834997,14.0,-59.492849565271825,-4.249489254662273,5.0,32.179589343054346,3.0,42.0396423804128,-14.627635575477202,40.25,30.02601979835441,False
combo_down_PE,0.3,15:25,ATM,following weekly,09:45,5,20.0,-46.09001542788975,-77.97143458365383,-230.45007713944875,353.8598881162616,-38.97000000000001,1.1200154278897436,0.0,0.0,1.0,-11.226417426433327,4.0,-219.22365971301542,0.0,0.0,,5.0,-230.45007713944875,-46.09001542788975,1.0,134.63622840324612,1.0,134.63622840324612,-91.27157638567373,2.4,7.401386046997164,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,-152.69583716635387,37.75,5.780811015166106,False
combo_both,0.1,15:25,ATM,following weekly,09:45,27,40.74074074074074,-22.865823749591872,-9.454940312153846,-617.3772412389806,705.0468894052667,-15.716296296296296,1.1495274532955744,3.0,-3.839290491393326,10.0,-95.27317593083333,14.0,-518.2647748167539,9.0,-148.10447854749336,-16.456053171943708,18.0,-469.2727626914872,-26.070709038415956,6.0,-3.767213796630353,4.0,-14.345575588453862,-28.32256945043802,19.55,-376.74547935407304,False
combo_both,0.3,15:25,ATM,following weekly,09:45,5,20.0,-46.09001542788975,-77.97143458365383,-230.45007713944875,353.8598881162616,-38.97000000000001,1.1200154278897436,0.0,0.0,1.0,-11.226417426433327,4.0,-219.22365971301542,0.0,0.0,,5.0,-230.45007713944875,-46.09001542788975,1.0,134.63622840324612,1.0,134.63622840324612,-91.27157638567373,2.15,7.464387901496097,False
combo_both,0.5,15:25,ATM,following weekly,09:45,2,50.0,-9.029804381553873,-9.029804381553873,-18.059608763107747,152.69583716635387,-1.7500000000000284,1.2798043815538462,0.0,0.0,0.0,0.0,2.0,-18.059608763107747,0.0,0.0,,2.0,-18.059608763107747,-9.029804381553873,1.0,134.63622840324612,1.0,134.63622840324612,-152.69583716635387,39.1,2.017246596042843,False
downday_last30up_CE,0.1,15:25,ATM,following weekly,09:45,5,40.0,-18.836117315254885,-42.45573328255385,-94.18058657627442,94.18058657627442,-11.530000000000012,1.306117315254872,1.0,-43.836909697000024,2.0,-18.288653700466675,2.0,-32.055023178807716,2.0,-12.634745240733373,-6.317372620366687,3.0,-81.54584133554104,-27.181947111847013,0.0,,0.0,,-18.836117315254885,67.4,-145.35472420212872,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,,31.20216445626665,89.9,-29.41306543116102,False
downday_last30up_CE,0.5,15:25,ATM,following weekly,09:45,0,,,,,,,,,,,,,,,,,,,,,,,,,,,False
CE_all,0.0,15:25,ITM1,expiring next day,09:15o,103,27.184466019417474,-19.220883271415204,-13.765772501333334,-1979.750976955766,1979.7509769557648,-12.257281553398059,0.9636017180171473,12.0,-344.8529009293333,53.0,-654.3418707077868,38.0,-980.5562053186462,38.0,-655.3021250585199,-17.24479276469789,65.0,-1324.4488518972462,-20.376136183034557,10.0,-56.026007247666925,6.0,-70.01399382858376,-15.263343058915021,,,False
PE_all,0.0,15:25,ITM1,expiring next day,09:15o,103,33.00970873786408,-5.119140922938505,-9.149027710233328,-527.271515062666,732.2088886559122,1.840291262135923,0.9594321850744288,12.0,136.55575063836662,53.0,-406.5710525873866,38.0,-257.2562131136461,38.0,-108.77947315236001,-2.86261771453579,65.0,-418.4920419103061,-6.438339106312402,10.0,43.402159623503074,6.0,50.493500875766244,-10.336485067717172,,,False
STRADDLE_all,0.0,15:25,ITM1,expiring next day,09:15o,103,11.650485436893204,-24.340024194353713,-24.74210538926667,-2507.0224920184323,2561.0717328936325,-10.416990291262136,1.9230339030915764,12.0,-208.29715029096673,53.0,-1060.9129232951732,38.0,-1237.8124184322924,38.0,-764.08159821088,-20.107410479233682,65.0,-1742.9408938075524,-26.81447528934696,10.0,-12.623847624163847,6.0,-19.52049295281752,-25.5998281266322,,,False
last30_mom,0.1,15:25,ITM1,expiring next day,09:15o,45,15.555555555555555,-27.28689924969875,-24.070274379053853,-1227.9104662364437,1227.9438049372357,-20.292222222222225,0.9946770274765241,7.0,-303.5292992275667,18.0,-438.4816200854,20.0,-485.89954692347686,16.0,-535.2045431676668,-33.45028394797917,29.0,-692.705923068777,-23.886411140302656,8.0,2.2232797551772467,4.0,34.60324138609616,-33.66747849399626,2.6,-546.0633642586231,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,-76.72430842551368,19.400000000000002,-100.08656194806203,False
last30_mom,0.5,15:25,ITM1,expiring next day,09:15o,2,50.0,28.72070321864615,28.72070321864615,57.4414064372923,187.64261046945384,35.8,1.079296781353846,0.0,0.0,0.0,0.0,2.0,57.4414064372923,0.0,0.0,,2.0,57.4414064372923,28.72070321864615,1.0,245.08401690674614,1.0,245.08401690674614,-187.64261046945384,85.5,-9.941361978039714,False
last30_fade,0.1,15:25,ITM1,expiring next day,09:15o,45,46.666666666666664,2.250662881644362,-0.8374370390333304,101.27982967399629,324.4521281817385,9.317999999999998,1.0673371183556353,7.0,218.3296858919333,18.0,30.53002354144004,20.0,-147.57987975937692,16.0,228.66326840537334,14.291454275335834,29.0,-127.38343873137691,-4.39253237004748,8.0,-2.1154910884977554,4.0,-32.10878442155384,3.1946961724859024,96.95,-549.0418793749542,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,-162.67707088045384,45.13807776988633,88.75,-95.5541284765575,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,-162.67707088045384,168.30884904364615,77.8,-35.994734912431696,False
day_mom,0.0,15:25,ITM1,expiring next day,09:15o,103,30.097087378640776,-10.404044399030353,-8.747535251533325,-1071.6165731001263,1224.4848527794265,-3.4452427184466026,0.9588016805837493,12.0,133.4571212924666,53.0,-593.3990763716467,38.0,-611.6746180209462,38.0,-285.0621292961201,-7.501634981476844,65.0,-786.5544438040063,-12.100837596984713,10.0,16.022378957893075,6.0,8.503141385299573,-13.24559529762427,62.64999999999999,-1244.3495138529074,False
day_mom,0.1,15:25,ITM1,expiring next day,09:15o,86,30.23255813953488,-12.378843783254242,-8.725373931093586,-1064.5805653598647,1095.3665156772645,-5.425116279069767,0.9537275041844725,9.0,30.785950317399966,42.0,-461.17035693568,35.0,-634.1961587415847,29.0,-318.51466455808674,-10.983264295106439,57.0,-746.0659008017781,-13.088875452662773,8.0,3.2313856401830146,6.0,8.503141385299573,-13.979892954888836,51.849999999999994,-1067.6338331196773,False
day_mom,0.3,15:25,ITM1,expiring next day,09:15o,64,29.6875,-11.322767852248045,-8.644505889803849,-724.6571425438749,825.8033396723388,-4.371250000000001,0.9515178522480449,6.0,72.17565841773332,29.0,-403.55648873744667,29.0,-393.27631222416153,20.0,-265.88787119575335,-13.294393559787668,44.0,-458.76927134812155,-10.426574348820944,6.0,28.441146705036328,5.0,34.22640475083026,-15.436276254725739,54.1,-774.9427586499376,False
day_mom,0.5,15:25,ITM1,expiring next day,09:15o,43,34.883720930232556,-13.398133554894397,-8.260432711433337,-576.119742860459,641.3093178772435,-6.447674418604652,0.9504591362897435,2.0,-3.149907252400002,17.0,-191.5899221953667,24.0,-381.3799134126923,9.0,-185.1256595184334,-20.569517724270376,34.0,-390.9940833420257,-11.499825980647815,6.0,28.441146705036328,5.0,34.22640475083026,-20.182881705153434,44.45,-518.4155826722528,False
day_fade,0.0,15:25,ITM1,expiring next day,09:15o,103,30.097087378640776,-13.935979795323359,-12.889261444533341,-1435.405918918306,1435.4059189183056,-6.971747572815533,0.9642322225078269,12.0,-341.75427158343336,53.0,-467.5138469235266,38.0,-626.1378004113462,38.0,-479.01946891475995,-12.605775497756841,65.0,-956.3864500035462,-14.71363769236225,10.0,-28.64622658205692,6.0,-28.02363433811709,-12.354232829007923,36.05,-1246.8742586024841,False
day_fade,0.3,15:25,ITM1,expiring next day,09:15o,64,31.25,-15.141893523093042,-15.965820942133337,-969.0811854779547,971.6192221466548,-8.1771875,0.9647060230930449,6.0,-212.39509265526667,29.0,-282.3907175874266,29.0,-474.2953752352616,20.0,-262.8409636261933,-13.142048181309665,44.0,-706.2402218517616,-16.05091413299458,6.0,-33.39928588974701,5.0,-36.432583901509744,-13.253197761025394,32.7,-794.5729024396018,False
combo_up_CE,0.1,15:25,ITM1,expiring next day,09:15o,9,11.11111111111111,-45.79593344709431,-24.39535618043335,-412.1634010238488,413.3963660650949,-38.79444444444445,1.0014890026498575,2.0,-31.986853662233344,3.0,-104.88446457110001,4.0,-275.2920827905154,5.0,-136.87131823333337,-27.374263646666673,4.0,-275.2920827905154,-68.82302069762885,1.0,-149.09835351765383,1.0,-149.09835351765383,-32.88313093827436,4.2,-173.2871030630258,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,18,16.666666666666664,-13.898822023076214,-22.718510923943597,-250.17879641537183,277.40386411629487,-6.952777777777779,0.946044245298433,1.0,-36.1466597021,7.0,-166.78215509773332,10.0,-47.24998161553848,4.0,-139.5763366884,-34.8940841721,14.0,-110.60245972697183,-7.9001756947837025,5.0,53.70612006325435,3.0,95.83710635401282,-39.90072282551104,26.700000000000003,-93.66432971227539,False
combo_down_PE,0.3,15:25,ITM1,expiring next day,09:15o,5,20.0,-18.403999747249745,-47.41315241375385,-92.01999873624872,310.6530473078615,-11.450000000000006,0.9539997472497437,0.0,0.0,1.0,-26.450968335133336,4.0,-65.5690304011154,0.0,0.0,,5.0,-92.01999873624872,-18.403999747249745,1.0,245.08401690674614,1.0,245.08401690674614,-84.27600391074873,28.999999999999996,-27.678370391557596,False
combo_down_PE,0.5,15:25,ITM1,expiring next day,09:15o,2,50.0,28.72070321864615,28.72070321864615,57.4414064372923,187.64261046945384,35.8,1.079296781353846,0.0,0.0,0.0,0.0,2.0,57.4414064372923,0.0,0.0,,2.0,57.4414064372923,28.72070321864615,1.0,245.08401690674614,1.0,245.08401690674614,-187.64261046945384,85.5,-9.485999395991682,False
combo_both,0.1,15:25,ITM1,expiring next day,09:15o,27,14.814814814814813,-24.531192497748908,-24.070274379053853,-662.3421974392205,662.375536140013,-17.56666666666667,0.9645258310822411,3.0,-68.13351336433335,10.0,-271.66661966883333,14.0,-322.54206440605384,9.0,-276.44765492173343,-30.716406102414826,18.0,-385.8945425174872,-21.438585695415956,6.0,19.905374466436324,4.0,34.60324138609616,-37.227354487516116,10.7,-333.4786831005756,False
combo_both,0.3,15:25,ITM1,expiring next day,09:15o,5,20.0,-18.403999747249745,-47.41315241375385,-92.01999873624872,310.6530473078615,-11.450000000000006,0.9539997472497437,0.0,0.0,1.0,-26.450968335133336,4.0,-65.5690304011154,0.0,0.0,,5.0,-92.01999873624872,-18.403999747249745,1.0,245.08401690674614,1.0,245.08401690674614,-84.27600391074873,28.999999999999996,-28.022113167065182,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,-187.64261046945384,85.8,-8.574948420654906,False
downday_last30up_CE,0.1,15:25,ITM1,expiring next day,09:15o,7,14.285714285714285,-39.49703793795824,-25.105106296,-276.4792655657077,276.4792655657077,-32.314285714285724,1.1827522236725276,3.0,-232.5688159101333,2.0,-42.890400276866664,2.0,-1.0200493787077018,4.0,-235.52083732286664,-58.88020933071666,3.0,-40.95842824284104,-13.652809414280346,1.0,-98.81903880409999,0.0,,-29.610037793601283,12.35,-135.94550455973462,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,,-2.9520214127333277,70.19999999999999,-19.554076709640537,False
downday_last30up_CE,0.5,15:25,ITM1,expiring next day,09:15o,0,,,,,,,,,,,,,,,,,,,,,,,,,,,False
CE_all,0.0,15:25,ITM1,expiring next day,09:16,103,26.21359223300971,-32.924287416247246,-28.16957109573334,-3391.2016038734664,3391.2016038734664,-25.98009708737865,0.9441903288686033,12.0,-390.89767676659324,53.0,-1066.797611584427,38.0,-1933.5063155224464,38.0,-977.3459378435198,-25.71962994325052,65.0,-2413.8556660299464,-37.13624101584533,10.0,-71.08467607494693,6.0,-72.90989167998376,-28.8210198185376,,,False
PE_all,0.0,15:25,ITM1,expiring next day,09:16,103,42.71844660194174,4.475229454371397,-9.34124500645385,460.9486338002539,503.5031940813722,11.448252427184467,0.9730229728130695,12.0,384.1949603517067,53.0,-231.1395579205067,38.0,307.893231369054,38.0,74.62073353320011,1.9637035140315817,65.0,386.3279002670539,5.943506157954675,10.0,88.18672060267109,6.0,91.95976235141624,-4.526006152972654,,,False
STRADDLE_all,0.0,15:25,ITM1,expiring next day,09:16,103,12.62135922330097,-28.449057961875848,-31.98185001776667,-2930.2529700732125,3020.041584776552,-14.531844660194174,1.9172133016816735,12.0,-6.702716414886609,53.0,-1297.9371695049333,38.0,-1625.6130841533927,38.0,-902.72520431032,-23.75592642921895,65.0,-2027.5277657628924,-31.192734857890652,10.0,17.10204452772416,6.0,19.049870671432483,-33.34702597151025,,,False
last30_mom,0.1,15:25,ITM1,expiring next day,09:16,45,28.888888888888886,-24.199494896708085,-24.412433140133338,-1088.9772703518638,1101.8576990820095,-17.200444444444443,0.9990504522636351,7.0,-198.73774042552668,18.0,-300.88652872526006,20.0,-589.353001201077,16.0,-429.9236774872867,-26.870229842955418,29.0,-659.0535928645769,-22.725985960847478,8.0,30.531929484444735,4.0,53.76360001497113,-36.0333163845249,16.05,-627.8973100732256,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,-85.75318534726368,37.85,-120.28583929225482,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,-200.02507024785382,72.25,9.218342604289878,False
last30_fade,0.1,15:25,ITM1,expiring next day,09:16,45,42.22222222222222,-3.2084929070369665,-7.099869232633333,-144.3821808166635,523.0183302056574,3.851111111111114,1.0596040181480797,7.0,312.3365216611734,18.0,-203.33869259576002,20.0,-253.38000988207693,16.0,225.70745542601338,14.106715964125836,29.0,-370.08963624267693,-12.761711594575067,8.0,-6.2359043675802415,4.0,-19.351855093403827,-2.55391745610869,86.2,-662.7905417185289,False
last30_fade,0.3,15:25,ITM1,expiring next day,09:16,8,37.5,-16.69048071116699,-32.0563738768436,-133.52384568933593,339.2642410637744,-9.581250000000004,1.1092307111669872,1.0,-67.1225019714,2.0,-70.11197284846668,5.0,3.710629130530755,2.0,-91.78269581503334,-45.89134790751667,6.0,-41.74114987430261,-6.956858312383768,2.0,-114.84985715262692,1.0,-162.57721233385385,16.02931143598632,47.3,-111.83053675156984,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,-162.57721233385385,139.79923398934613,71.7,-66.62895611501442,False
day_mom,0.0,15:25,ITM1,expiring next day,09:16,103,36.89320388349515,-12.210805442173653,-12.63922996693333,-1257.7129605438863,1725.9300085810867,-5.254563106796117,0.9562423353775354,12.0,208.3909746611067,53.0,-581.6157678728466,38.0,-884.4881673321464,38.0,-500.1274811085401,-13.161249502856318,65.0,-757.5854794353462,-11.65516122208225,10.0,46.002910403611075,6.0,45.95841790584956,-18.47034478043007,61.4,-1466.1694239371423,False
day_mom,0.1,15:25,ITM1,expiring next day,09:16,86,36.04651162790697,-15.140397055100516,-12.584671699066664,-1302.0741467386445,1517.2065231692138,-8.190581395348836,0.9498156597516817,9.0,100.03785238450001,42.0,-493.35476650486,35.0,-908.7572326182848,29.0,-554.7200706857266,-19.128278299507812,57.0,-747.3540760529182,-13.11147501847225,8.0,38.10698304023301,6.0,45.95841790584956,-20.60166680846806,46.150000000000006,-1231.7940205043353,False
day_mom,0.3,15:25,ITM1,expiring next day,09:16,64,39.0625,-11.404371008297733,-9.61580288415385,-729.8797445310549,1016.5131919690191,-4.45296875,0.9514022582977324,6.0,191.65640942463335,29.0,-304.4269095276266,29.0,-617.1092444280615,20.0,-339.0242707255933,-16.951213536279663,44.0,-390.85547380546166,-8.883078950124128,6.0,76.6478600761863,5.0,72.73186031979023,-20.51322249979608,64.35,-926.2488879621776,False
day_mom,0.5,15:25,ITM1,expiring next day,09:16,43,44.18604651162791,-12.48779517658742,-7.099869232633333,-536.9751925932591,773.5857369833539,-5.536046511627907,0.9517486649595109,2.0,-24.76928259130001,17.0,64.59717910693328,24.0,-576.8030891088923,9.0,-229.51278348213336,-25.501420386903707,34.0,-307.4624091111256,-9.043012032680165,6.0,76.6478600761863,5.0,72.73186031979023,-26.94222575811829,56.39999999999999,-599.8653707635449,False
day_fade,0.0,15:25,ITM1,expiring next day,09:16,103,32.038834951456316,-16.238252519702193,-19.348091003933334,-1672.540009529326,1672.5400095293257,-9.277281553398057,0.9609709663041374,12.0,-215.09369107599332,53.0,-716.3214016320866,38.0,-741.1249168212462,38.0,-402.59772320177996,-10.59467692636263,65.0,-1269.9422863275463,-19.537573635808403,10.0,-28.900865875886915,6.0,-26.90854723441708,-14.876681191080182,41.349999999999994,-1494.1335087460948,False
day_fade,0.3,15:25,ITM1,expiring next day,09:16,64,29.6875,-18.262005017405855,-20.62289421133334,-1168.7683211139747,1168.7683211139747,-11.301718750000001,0.9602862674058574,6.0,-184.59447328182665,29.0,-453.70804013438664,29.0,-530.4658076977613,20.0,-160.75557143701337,-8.03777857185067,44.0,-1008.0127496769614,-22.909380674476395,6.0,-42.46144899369699,5.0,-32.06876541508973,-15.758614261237812,31.2,-891.6078594488781,False
combo_up_CE,0.1,15:25,ITM1,expiring next day,09:16,9,11.11111111111111,-69.70650766076098,-41.2569208179,-627.3585689468488,627.3585689468488,-62.73888888888887,0.9676187718720798,2.0,-29.690107090433337,3.0,-149.82081054110003,4.0,-447.8476513153154,5.0,-179.51091763153335,-35.90218352630667,4.0,-447.8476513153154,-111.96191282882884,1.0,-175.36115127345386,1.0,-175.36115127345386,-56.499677209174365,2.9499999999999997,-292.9863852980371,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,09:16,18,33.33333333333333,-2.684707239896215,-14.23579835672692,-48.32473031813187,208.67063913736922,4.277222222222221,0.9619294621184332,1.0,-12.5301134312,7.0,-38.97320130439336,10.0,3.1785844174614972,4.0,-115.42055426586,-28.855138566465,14.0,67.09582394772812,4.792558853409152,5.0,89.29370890056234,3.0,130.1385171111128,-38.06102114007258,35.5,89.72635190200154,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,-105.95779084127372,10.299999999999999,18.303153214787088,False
combo_down_PE,0.5,15:25,ITM1,expiring next day,09:16,2,50.0,24.476714988146156,24.476714988146156,48.95342997629231,200.02507024785382,31.55000000000001,1.0732850118538464,0.0,0.0,0.0,0.0,2.0,48.95342997629231,0.0,0.0,,2.0,48.95342997629231,24.476714988146156,1.0,248.97850022414613,1.0,248.97850022414613,-200.02507024785382,72.0,9.3547387065553,False
combo_both,0.1,15:25,ITM1,expiring next day,09:16,27,25.925925925925924,-25.025307380184465,-24.177861355353844,-675.6832992649805,688.5637279951267,-18.061481481481483,0.9638258987029821,3.0,-42.22022052163334,10.0,-188.79401184549337,14.0,-444.6690668978539,9.0,-294.93147189739335,-32.77016354415482,18.0,-380.7518273675872,-21.15287929819929,6.0,45.18456553822631,4.0,53.76360001497113,-45.08527107115898,19.900000000000002,-379.4122800062544,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,-105.95779084127372,10.5,19.038648147819266,False
combo_both,0.5,15:25,ITM1,expiring next day,09:16,2,50.0,24.476714988146156,24.476714988146156,48.95342997629231,200.02507024785382,31.55000000000001,1.0732850118538464,0.0,0.0,0.0,0.0,2.0,48.95342997629231,0.0,0.0,,2.0,48.95342997629231,24.476714988146156,1.0,248.97850022414613,1.0,248.97850022414613,-200.02507024785382,70.39999999999999,11.994015927107634,False
downday_last30up_CE,0.1,15:25,ITM1,expiring next day,09:16,7,28.57142857142857,-41.28878557409539,-32.260906081853854,-289.0214990186677,289.0214990186677,-34.10857142857143,1.180214145523956,3.0,-235.22505324969333,2.0,-43.63933937636668,2.0,-10.157106392607705,4.0,-231.08711785382667,-57.77177946345667,3.0,-57.93438116484104,-19.31146038828035,1.0,-105.55949069959999,0.0,,-30.577001386511284,33.45,-232.0046095642866,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,,4.137935395866666,75.5,-34.214816928538106,False
downday_last30up_CE,0.5,15:25,ITM1,expiring next day,09:16,0,,,,,,,,,,,,,,,,,,,,,,,,,,,False
CE_all,0.0,15:25,ITM1,expiring next day,09:20,103,22.330097087378643,-34.38008929561192,-31.713444815100004,-3541.1491974480273,3541.1491974480277,-27.437961165048545,0.9421281305633609,12.0,-475.2182335156333,53.0,-1156.3906995939467,38.0,-1909.540264338446,38.0,-1081.8578927150802,-28.46994454513369,65.0,-2459.2913047329466,-37.83525084204533,10.0,-73.22164897218693,6.0,-75.17335206958374,-30.203577502431806,,,False
PE_all,0.0,15:25,ITM1,expiring next day,09:20,103,46.601941747572816,4.338142090398195,-4.29892999263333,446.82863531101407,499.2275583121068,11.31097087378641,0.972828783388215,12.0,488.50719813006674,53.0,-188.4999585223066,38.0,146.82139570325396,38.0,167.29945063266013,4.402617121912108,65.0,279.5291846783539,4.300448995051598,10.0,86.98042935974308,6.0,87.51605702771623,-4.548125357918461,,,False
STRADDLE_all,0.0,15:25,ITM1,expiring next day,09:20,103,11.650485436893204,-30.04194720521371,-30.72393773416666,-3094.320562137012,3206.4874771334125,-16.12699029126214,1.9149569139515759,12.0,13.288964614433382,53.0,-1344.8906581162532,38.0,-1762.7188686351924,38.0,-914.5584420824199,-24.067327423221577,65.0,-2179.762120054592,-33.53480184699372,10.0,13.758780387556158,6.0,12.342704958132485,-34.75170286035026,,,False
last30_mom,0.1,15:25,ITM1,expiring next day,09:20,45,35.55555555555556,-26.174253132693405,-29.898316532799996,-1177.8413909712033,1200.6424782967954,-19.177999999999997,0.9962531326934131,7.0,-191.18843430256666,18.0,-289.95201787256,20.0,-696.700938796077,16.0,-462.16800218442677,-28.885500136526673,29.0,-715.673388786777,-24.678392716785414,8.0,22.750452240639746,4.0,41.16894082504616,-36.752567808008685,14.95,-689.5300525190017,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,-87.16784809076368,22.900000000000002,-126.14384614444951,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,-198.57712132215383,41.25,8.704317126481907,False
last30_fade,0.1,15:25,ITM1,expiring next day,09:20,45,40.0,-4.7008234090036325,-20.671206346853847,-211.53705340516348,635.0169975604507,2.3566666666666687,1.0574900756703018,7.0,343.8019496948334,18.0,-318.5355119535199,20.0,-236.80349114647692,16.0,213.5247127408134,13.345294546300838,29.0,-425.06176614597695,-14.657302280895756,8.0,-1.9781855869227503,4.0,-15.507301049303834,-5.289501857021121,84.45,-680.691553637309,False
last30_fade,0.3,15:25,ITM1,expiring next day,09:20,8,37.5,-17.340809495899496,-41.95121906696333,-138.72647596719597,349.80930358473444,-10.232500000000005,1.1083094958994872,1.0,-70.3179754626,2.0,-83.90243813392667,5.0,15.493937629330745,2.0,-118.90427707159334,-59.45213853579667,6.0,-19.822198895602597,-3.3036998159337663,2.0,-103.14144256377693,1.0,-135.96490966495386,11.259401526726323,47.3,-120.26970310541648,False
last30_fade,0.5,15:25,ITM1,expiring next day,09:20,2,50.0,-11.713529448703873,-11.713529448703873,-23.427058897407747,135.96490966495386,-4.625000000000028,1.0885294487038462,0.0,0.0,0.0,0.0,2.0,-23.427058897407747,0.0,0.0,,2.0,-23.427058897407747,-11.713529448703873,1.0,-135.96490966495386,1.0,-135.96490966495386,112.53785076754612,73.25,-67.66823202969857,False
day_mom,0.0,15:25,ITM1,expiring next day,09:20,103,36.89320388349515,-13.577413279915008,-17.871342655153846,-1398.4735678312459,1986.311402859299,-6.623106796116501,0.9543064837985065,12.0,311.5548391535667,53.0,-759.0344476170666,38.0,-950.9939593677464,38.0,-389.5441266037001,-10.25116122641316,65.0,-1008.929441227546,-15.521991403500708,10.0,43.34867023498308,6.0,38.83517491504957,-19.69849752882878,60.45,-1563.144260826422,False
day_mom,0.1,15:25,ITM1,expiring next day,09:20,86,36.04651162790697,-16.706550632473537,-17.65892935739359,-1436.763354392724,1725.3916211208934,-9.75895348837209,0.947597144101449,9.0,165.84463459390003,42.0,-646.9172394663399,35.0,-955.6907495202845,29.0,-476.71057408180656,-16.43829565799333,57.0,-960.052780310918,-16.84303123352488,8.0,32.402563565708014,6.0,38.83517491504957,-21.743382857928054,41.05,-1289.0480448881165,False
day_mom,0.3,15:25,ITM1,expiring next day,09:20,64,39.0625,-13.881799137852106,-15.992978049143588,-888.4351448225348,1252.0096024157992,-6.93390625,0.9478928878521075,6.0,229.75244495253335,29.0,-471.0708520937067,29.0,-647.1167376813617,20.0,-374.15450741947336,-18.70772537097367,44.0,-514.2806374030615,-11.688196304615035,6.0,68.62589016598633,5.0,63.04558129959025,-22.41707734169746,54.300000000000004,-948.5310958842631,False
day_mom,0.5,15:25,ITM1,expiring next day,09:20,43,41.86046511627907,-14.90321085841672,-15.73981416765384,-640.838066911919,794.5798237607034,-7.954883720930234,0.9483271374864877,2.0,-20.27564799429999,17.0,-25.58507432752664,24.0,-594.9773445900923,9.0,-252.59009360139336,-28.065565955710372,34.0,-388.2479733105256,-11.41905803854487,6.0,68.62589016598633,5.0,63.04558129959025,-28.44847048399559,50.1,-644.8596625392495,False
day_fade,0.0,15:25,ITM1,expiring next day,09:20,103,32.038834951456316,-16.464533925298696,-25.02136065765385,-1695.8469943057657,1695.8469943057657,-9.503883495145631,0.9606504301530695,12.0,-298.2658745391333,53.0,-585.8562104991867,38.0,-811.7249092674463,38.0,-525.0143154787199,-13.81616619680842,65.0,-1170.8326788270463,-18.01281044349302,10.0,-29.589889847426928,6.0,-26.49246995691708,-15.05320533152147,42.199999999999996,-1562.4937038345845,False
day_fade,0.3,15:25,ITM1,expiring next day,09:20,64,34.375,-16.79907730971586,-25.46487322064358,-1075.140947821815,1075.1409478218145,-9.83671875,0.9623585597158574,6.0,-203.7073991010667,29.0,-253.89108838778662,29.0,-617.5424603329615,20.0,-100.4809527092533,-5.024047635462665,44.0,-974.6599951125614,-22.151363525285486,6.0,-40.747210610397,5.0,-29.46245734882973,-14.321684209645394,43.4,-966.5820554289571,False
combo_up_CE,0.1,15:25,ITM1,expiring next day,09:20,9,22.22222222222222,-70.72284575726763,-47.64301017013333,-636.5056118154087,646.2265533176549,-63.756666666666675,0.9661790906009686,2.0,-31.78713656903334,3.0,-159.46714614266,4.0,-445.25132910371536,5.0,-191.25428271169335,-38.25085654233867,4.0,-445.25132910371536,-111.31283227592884,1.0,-177.00881729235383,1.0,-177.00881729235383,-57.437099315381865,2.65,-305.0904916281147,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,09:20,18,44.44444444444444,-5.7575766266595405,-8.69237405738333,-103.63637927987173,262.8938299411692,1.1999999999999993,0.9575766266595441,1.0,5.294637136899995,7.0,-53.94199743973333,10.0,-54.98901897703841,4.0,-97.2862422033,-24.321560550825,14.0,-6.350137076571727,-0.45358121975512333,5.0,78.54094060267435,3.0,113.89486019751281,-38.18008325332642,30.55,66.36979063115764,False
combo_down_PE,0.3,15:25,ITM1,expiring next day,09:20,5,20.0,-55.48147809982974,-98.61467941595384,-277.4073904991487,442.51625809316147,-48.58,0.9014780998297438,0.0,0.0,1.0,-12.32098399123333,4.0,-265.08640650791534,0.0,0.0,,5.0,-277.4073904991487,-55.48147809982974,1.0,177.42985158524615,1.0,177.42985158524615,-113.70931052109871,2.5,21.827089468974282,False
combo_down_PE,0.5,15:25,ITM1,expiring next day,09:20,2,50.0,-10.573634868453837,-10.573634868453837,-21.147269736907674,198.57712132215383,-3.549999999999997,1.023634868453846,0.0,0.0,0.0,0.0,2.0,-21.147269736907674,0.0,0.0,,2.0,-21.147269736907674,-10.573634868453837,1.0,177.42985158524615,1.0,177.42985158524615,-198.57712132215383,40.699999999999996,7.018587563274421,False
combo_both,0.1,15:25,ITM1,expiring next day,09:20,27,37.03703703703704,-27.412666336862237,-23.509324113433333,-740.1419910952804,768.2377155577727,-20.45222222222222,0.9604441146400191,3.0,-26.492499432133346,10.0,-213.40914358239334,14.0,-500.24034808075385,9.0,-288.54052491499334,-32.06005832388815,18.0,-451.6014661802871,-25.088970343349285,6.0,35.94931428683633,4.0,41.16894082504616,-45.51608937220468,18.95,-428.01353073134186,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,-113.70931052109871,2.0500000000000003,23.68626953042578,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,-198.57712132215383,40.9,6.672535794126299,False
downday_last30up_CE,0.1,15:25,ITM1,expiring next day,09:20,7,28.57142857142857,-38.39859392535824,-34.995380807433335,-268.7901574775077,268.7901574775077,-31.21428571428572,1.1843082110725274,3.0,-238.61025797943336,2.0,-18.12548072006667,2.0,-12.054418778007697,4.0,-221.7403578920667,-55.435089473016674,3.0,-47.049799585441036,-15.683266528480345,1.0,-107.6065909049,0.0,,-26.86392776210128,40.65,-238.1639963131965,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,,16.869900087366666,84.39999999999999,-32.73146273047709,False
downday_last30up_CE,0.5,15:25,ITM1,expiring next day,09:20,0,,,,,,,,,,,,,,,,,,,,,,,,,,,False
CE_all,0.0,15:25,ITM1,expiring next day,09:30,103,18.446601941747574,-40.23276962682434,-40.04073385503333,-4143.975271562907,4143.975271562908,-33.29893203883495,0.9338375879893802,12.0,-584.5333844786534,53.0,-1511.986984036547,38.0,-2047.4549030477062,38.0,-1199.7109494124004,-31.571340774010537,65.0,-2944.2643221505064,-45.29637418693087,10.0,-88.74066569929292,6.0,-92.70684854343375,-35.01686682333309,,,False
PE_all,0.0,15:25,ITM1,expiring next day,09:30,103,47.57281553398058,9.296264354156055,-2.940959958133342,957.5152284780736,438.60593280526143,16.27611650485437,0.9798521506983126,12.0,549.8203457424667,53.0,98.05412680105333,38.0,309.6407559345539,38.0,282.09683580402,7.423600942211052,65.0,675.418392674054,10.391052194985445,10.0,85.99682267573307,6.0,86.04314346536621,1.0488924916208924,,,False
STRADDLE_all,0.0,15:25,ITM1,expiring next day,09:30,103,15.53398058252427,-30.936505272668285,-34.58069018540001,-3186.460043084833,3288.5762036757237,-17.022815533980584,1.9136897386876919,12.0,-34.71303873618672,53.0,-1413.9328572354932,38.0,-1737.814147113152,38.0,-917.6141136083801,-24.147739831799477,65.0,-2268.8459294764525,-34.90532199194542,10.0,-2.743843023559853,6.0,-6.663705078067527,-33.9679743317122,,,False
last30_mom,0.1,15:25,ITM1,expiring next day,09:30,45,31.11111111111111,-22.91642352683875,-19.71612307205384,-1031.2390587077437,1031.2390587077437,-15.915555555555558,1.0008679712831907,7.0,-218.69946389086675,18.0,-196.02506894060002,20.0,-616.5145258762769,16.0,-430.70257415076674,-26.91891088442292,29.0,-600.5364845569769,-20.708154639895756,8.0,22.675558330689736,4.0,32.45628263419614,-32.774149333871925,24.7,-695.7585666250986,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,-91.39519323016367,18.3,-126.63681609739416,False
last30_mom,0.5,15:25,ITM1,expiring next day,09:30,2,50.0,-17.264157490653858,-17.264157490653858,-34.528314981307716,213.10653985245384,-10.250000000000014,1.014157490653846,0.0,0.0,0.0,0.0,2.0,-34.528314981307716,0.0,0.0,,2.0,-34.528314981307716,-17.264157490653858,1.0,178.57822487114612,1.0,178.57822487114612,-213.10653985245384,31.1,18.813296492022403,False
last30_fade,0.1,15:25,ITM1,expiring next day,09:30,45,35.55555555555556,-6.571728756524968,-28.24490607565384,-295.7277940436236,732.5350521393045,0.48311111111111005,1.0548398676360797,7.0,375.6967694788733,18.0,-396.07567338842,20.0,-275.34889013407684,16.0,211.76720232065333,13.235450145040833,29.0,-507.4949963642769,-17.499827460837135,8.0,-17.26403260771776,4.0,-24.76918124645384,-4.25987927518599,80.95,-698.5381852414615,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,-152.24185276075386,23.160875972336324,57.15,-122.93639744561673,False
last30_fade,0.5,15:25,ITM1,expiring next day,09:30,2,50.0,10.205421529996158,10.205421529996158,20.410843059992317,152.24185276075386,17.325000000000003,1.119578470003846,0.0,0.0,0.0,0.0,2.0,20.410843059992317,0.0,0.0,,2.0,20.410843059992317,10.205421529996158,1.0,-152.24185276075386,1.0,-152.24185276075386,172.65269582074617,89.14999999999999,-80.6094557059576,False
day_mom,0.0,15:25,ITM1,expiring next day,09:30,103,38.83495145631068,-10.328229463650544,-15.288270053833322,-1063.807634756006,1678.9967256977986,-3.3693203883495166,0.9589090753010309,12.0,296.15665126784666,53.0,-578.0208601952467,38.0,-781.9434258286063,38.0,-379.4584133971002,-9.98574772097632,65.0,-684.349221358906,-10.528449559367784,10.0,36.36755924217706,6.0,27.426335965999566,-15.349282012664267,74.85000000000001,-1565.2159281775737,False
day_mom,0.1,15:25,ITM1,expiring next day,09:30,86,37.2093023255814,-14.10221651422773,-17.164622864243597,-1212.7906202235847,1549.8902254713935,-7.150930232558141,0.9512862816695887,9.0,174.02304956043997,42.0,-610.85831828908,35.0,-775.9553514949447,29.0,-518.8009514737066,-17.889687981851953,57.0,-693.9896687498778,-12.175257346489083,8.0,26.029091828963004,6.0,27.426335965999566,-18.218248139170367,56.2,-1322.7879028226398,False
day_mom,0.3,15:25,ITM1,expiring next day,09:30,64,40.625,-11.023348241427106,-16.33413187045385,-705.4942874513348,1103.9693070812991,-4.071406250000001,0.9519419914271074,6.0,241.68554127123332,29.0,-474.6557739166467,29.0,-472.5240548059214,20.0,-482.24139825931337,-24.11206991296567,44.0,-223.25288919202157,-5.073929299818672,6.0,60.312666161536306,5.0,45.78003859245025,-18.402935938285392,71.2,-1000.5850215475477,False
day_mom,0.5,15:25,ITM1,expiring next day,09:30,43,44.18604651162791,-12.713057479382767,-15.288270053833322,-546.661471613459,739.5844603999154,-5.761627906976742,0.9514295724060228,2.0,-55.5756442174,17.0,-28.620774144166678,24.0,-462.46505325189236,9.0,-353.2375227195334,-39.24861363550371,34.0,-193.4239488939256,-5.6889396733507525,6.0,60.312666161536306,5.0,45.78003859245025,-24.555066718450725,61.0,-664.5123392628757,False
day_fade,0.0,15:25,ITM1,expiring next day,09:30,103,27.184466019417474,-20.608275809017726,-29.573167952133332,-2122.652408328826,2122.652408328826,-13.653495145631068,0.9547806633866618,12.0,-330.8696900040334,53.0,-835.9119970402465,38.0,-955.8707212845459,38.0,-538.15570021128,-14.161992110823157,65.0,-1584.4967081175462,-24.376872432577635,10.0,-39.11140226573693,6.0,-34.0900410440671,-18.618692319047923,23.95,-1588.5329345167124,False
day_fade,0.3,15:25,ITM1,expiring next day,09:30,64,28.125,-19.80435147543867,-30.385597121803848,-1267.4784944280748,1371.975041601128,-12.846249999999998,0.9581014754386699,6.0,-186.9810925455667,29.0,-343.17461490284666,29.0,-737.3227869796614,20.0,33.918665159686654,1.6959332579843327,44.0,-1301.3971595877613,-29.57720817244912,6.0,-47.287945412697006,5.0,-35.02457839444975,-16.96122106813608,32.85,-978.5624905651325,False
combo_up_CE,0.1,15:25,ITM1,expiring next day,09:30,9,11.11111111111111,-65.73435658489431,-65.89927714513334,-591.6092092640488,591.6092092640487,-58.7611111111111,0.9732454737831908,2.0,-37.42914445193334,3.0,-140.28431934080004,4.0,-413.89574547131537,5.0,-177.71346379273336,-35.54269275854667,4.0,-413.89574547131537,-103.47393636782884,1.0,-177.25846365885383,1.0,-177.25846365885383,-51.79384320064936,10.6,-367.1213388270674,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,09:30,18,50.0,4.62216452270712,-0.01770062793333338,83.19896140872817,284.9932516844615,11.594444444444443,0.9722799217373219,1.0,13.033674498399995,7.0,55.75261600036665,10.0,14.412670909961498,4.0,-52.39982550660001,-13.099956376650002,14.0,135.59878691532816,9.685627636809155,5.0,81.51672529135433,3.0,102.3611980652128,-24.952666542157196,42.65,160.86974606639006,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,-115.4193881316237,1.7500000000000002,44.32964498467952,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,-213.10653985245384,32.0,18.737416089038213,False
combo_both,0.1,15:25,ITM1,expiring next day,09:30,27,37.03703703703704,-18.83000917982669,-9.851333631353846,-508.41024785532056,588.8761061701691,-11.857407407407411,0.9726017724192784,3.0,-24.395469953533347,10.0,-84.53170334043338,14.0,-399.4830745613538,9.0,-230.1132892993334,-25.568143255481488,18.0,-278.29695855598715,-15.460942141999286,6.0,38.387527132986314,4.0,32.45628263419614,-35.177876697773264,39.6,-405.625128569313,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,-115.4193881316237,1.7500000000000002,48.103429145912045,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,-213.10653985245384,32.6,19.777066561499243,False
downday_last30up_CE,0.1,15:25,ITM1,expiring next day,09:30,7,14.285714285714285,-47.57131470590111,-51.37218244983334,-332.9992029413078,332.9992029413078,-40.39999999999999,1.1713147059010989,3.0,-249.59469810543334,2.0,-64.85928052886666,2.0,-18.545224307007693,4.0,-263.08179618446667,-65.77044904611667,3.0,-69.91740675684103,-23.305802252280344,1.0,-104.2114003205,0.0,,-38.13130043680128,34.300000000000004,-275.10429035665544,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,,-13.487098079033325,74.25,-40.97174727676069,False
downday_last30up_CE,0.5,15:25,ITM1,expiring next day,09:30,0,,,,,,,,,,,,,,,,,,,,,,,,,,,False
CE_all,0.0,15:25,ITM1,expiring next day,09:45,103,26.21359223300971,-39.12152820825229,-40.56467253653333,-4029.517405449986,4029.5174054499876,-32.186116504854375,0.9354117033979238,12.0,-751.3371007192934,53.0,-1325.9405258660865,38.0,-1952.2397788646063,38.0,-1260.05546912278,-33.15935445059947,65.0,-2769.4619363272063,-42.60710671272625,10.0,-76.37717904474691,6.0,-70.43007110608376,-35.11554424733889,,,False
PE_all,0.0,15:25,ITM1,expiring next day,09:45,103,48.54368932038835,4.751246233177416,-2.143621565653846,489.37836201727384,563.0964535922601,11.72466019417476,0.9734139609973412,12.0,680.6250559338067,53.0,-219.22643331112667,38.0,27.979739394593892,38.0,212.60527322508,5.594875611186316,65.0,276.77308879219385,4.258047519879906,10.0,56.86309170518308,6.0,45.816792276666256,-0.852178011124269,,,False
STRADDLE_all,0.0,15:25,ITM1,expiring next day,09:45,103,17.475728155339805,-34.37028197507487,-32.43343106156665,-3540.1390434327113,3625.778543834603,-20.461456310679612,1.9088256643952648,12.0,-70.7120447854867,53.0,-1545.1669591772134,38.0,-1924.260039470012,38.0,-1047.4501958977,-27.56447883941316,65.0,-2492.688847535012,-38.34905919284634,10.0,-19.514087339563833,6.0,-24.6132788294175,-35.967722258463155,,,False
last30_mom,0.1,15:25,ITM1,expiring next day,09:45,45,31.11111111111111,-30.32725913184674,-29.50865829253333,-1364.7266609331034,1401.650859826296,-23.33688888888889,0.9903702429578577,7.0,-95.93336670082667,18.0,-318.0022836125,20.0,-950.7910106197769,16.0,-367.4521707343267,-22.96576067089542,29.0,-997.2744901987771,-34.38877552409576,8.0,-2.026949634485252,4.0,-23.62677360002884,-36.4462449691141,11.799999999999999,-778.8712983062957,False
last30_mom,0.3,15:25,ITM1,expiring next day,09:45,8,37.5,-36.68525078530449,-54.818751150693586,-293.4820062824359,562.0072032177154,-29.612499999999997,1.0727507853044873,1.0,95.3339813547,2.0,21.175364105033342,5.0,-409.99135174216923,2.0,132.97445913486666,66.48722956743333,6.0,-426.4564654173026,-71.07607756955043,2.0,123.67491641512308,1.0,152.01585147554616,-90.13863985211367,21.4,-143.25718390278007,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,-188.64119593545385,34.2,8.705586699272525,False
last30_fade,0.1,15:25,ITM1,expiring next day,09:45,45,44.44444444444444,-4.366852047596967,-17.572560870033332,-196.50834214186352,511.3821310149907,2.691111111111113,1.05796315870808,7.0,241.2871657552733,18.0,-341.99228454985996,20.0,-95.80322334727694,16.0,99.03688906391336,6.189805566494585,29.0,-295.54523120577693,-10.191214869164721,8.0,-10.747014210235248,4.0,9.944146015371174,-2.9873575259454443,89.4,-779.5872255150181,False
last30_fade,0.3,15:25,ITM1,expiring next day,09:45,8,37.5,-23.855331429716983,-24.677345162643597,-190.84265143773587,360.38432366967436,-16.756249999999998,1.099081429716987,1.0,-109.7121720963,2.0,-89.08509670246667,5.0,7.954617361030785,2.0,-164.92908119953333,-82.46454059976666,6.0,-25.91357023820254,-4.318928373033756,2.0,-127.90636212057692,1.0,-146.10055214485385,10.828345467236327,40.65,-141.08244900159357,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,-146.10055214485385,59.56289179624616,43.8,-75.6326297421405,False
day_mom,0.0,15:25,ITM1,expiring next day,09:45,103,43.689320388349515,-10.441370166448802,-12.127030008833328,-1075.4611271442266,1883.9641545879454,-3.4826213592233035,0.9587488072254966,12.0,283.8840358907066,53.0,-583.8426134620266,38.0,-775.5025495729062,38.0,-412.03227129802013,-10.842954507842634,65.0,-663.4288558462063,-10.206597782249327,10.0,0.7889576740630779,6.0,-13.465738866700425,-11.648932299837174,82.35,-1748.8785835422889,False
day_mom,0.1,15:25,ITM1,expiring next day,09:45,86,41.86046511627907,-13.75770452845773,-14.033321879503855,-1183.1625894473648,1688.1891909210917,-6.805930232558142,0.9517742958995886,9.0,215.46434639943996,42.0,-591.96508127236,35.0,-806.6618545744448,29.0,-442.6887672551866,-15.26512990535126,57.0,-740.473822192178,-12.990768810389087,8.0,-12.958181227341983,6.0,-13.465738866700425,-13.839706918315759,68.30000000000001,-1488.551516310674,False
day_mom,0.3,15:25,ITM1,expiring next day,09:45,64,45.3125,-10.41936006347617,-9.81836170480385,-666.8390440624748,1183.9247556229277,-3.466562500000001,0.95279756347617,6.0,263.2450014821733,29.0,-406.48234415282667,29.0,-523.6017013918215,20.0,-369.8905474796534,-18.49452737398267,44.0,-296.9484965828216,-6.748829467791399,6.0,10.12542494948633,5.0,-5.217721156169739,-12.544682651024017,79.0,-1106.145335076591,False
day_mom,0.5,15:25,ITM1,expiring next day,09:45,43,48.837209302325576,-12.887229362987418,-4.352062278353834,-554.150862608459,794.691869070023,-5.93604651162791,0.9511828513595112,2.0,-53.5285440121,17.0,14.16861307393335,24.0,-514.7909316702923,9.0,-384.79282344513337,-42.754758160570375,34.0,-169.35803916332566,-4.981118798921343,6.0,10.12542494948633,5.0,-5.217721156169739,-16.61901114338857,65.14999999999999,-743.0314543498985,False
day_fade,0.0,15:25,ITM1,expiring next day,09:45,103,31.06796116504854,-23.928911808626083,-31.10498743963334,-2464.6779162884864,2464.677916288486,-16.978834951456307,0.9500768571697686,12.0,-354.59608067619337,53.0,-961.3243457151867,38.0,-1148.7574898971059,38.0,-635.4179245996798,-16.72152433157052,65.0,-1829.259991688806,-28.142461410597015,10.0,-20.303045013626914,6.0,-11.14753996271707,-24.318789958625995,17.2,-1759.1812457047379,False
day_fade,0.3,15:25,ITM1,expiring next day,09:45,64,29.6875,-25.84360913903179,-32.195550294933334,-1653.9909848980346,1653.9909848980346,-18.894062499999997,0.9495466390317949,6.0,-246.20719653402665,29.0,-504.7357574469866,29.0,-903.0480309170215,20.0,-183.87282497491327,-9.193641248745664,44.0,-1470.1181599231213,-33.41177636188912,6.0,-20.966896838047006,5.0,-5.0470427051297175,-26.348096618444014,16.75,-1097.0606579873843,False
combo_up_CE,0.1,15:25,ITM1,expiring next day,09:45,9,22.22222222222222,-73.78961267729431,-71.75884917403333,-664.1065140956488,664.7403278572949,-66.82777777777778,0.9618348995165243,2.0,-52.45785571523334,3.0,-168.1448538422,4.0,-443.5038045382154,5.0,-220.6027095574334,-44.12054191148668,4.0,-443.5038045382154,-110.87595113455384,1.0,-176.90895874575384,1.0,-176.90895874575384,-60.89969441873686,3.8,-359.38733040984977,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,09:45,18,44.44444444444444,-4.226412245459546,-1.565283782193584,-76.07542041827182,357.98984924906154,2.733333333333334,0.9597455787928776,1.0,106.25162774949999,7.0,17.606651199166667,10.0,-199.93369936693844,4.0,39.42010809209998,9.855027023024995,14.0,-115.49552851037177,-8.249680607883699,5.0,29.82994157119436,3.0,27.467288115212824,-17.325009867249513,31.75,88.6256698079487,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,-115.81882231802372,1.4500000000000002,21.832216216052185,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,-188.64119593545385,35.099999999999994,7.41070687478237,False
combo_both,0.1,15:25,ITM1,expiring next day,09:45,27,37.03703703703704,-27.414145722737796,-16.465113675133335,-740.1819345139205,868.5163934342053,-20.453703703703702,0.9604420190340932,3.0,53.793772034266645,10.0,-150.53820264303337,14.0,-643.4375039051538,9.0,-181.1826014653334,-20.13140016281482,18.0,-558.9993330485871,-31.055518502699286,6.0,-4.626541814963673,4.0,-23.62677360002884,-33.924889696387545,23.7,-471.16992298741593,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,-115.81882231802372,2.15,21.64774527946061,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,-188.64119593545385,33.75,10.28017076433692,False
downday_last30up_CE,0.1,15:25,ITM1,expiring next day,09:45,7,28.57142857142857,-44.441462545323944,-63.40513731513334,-311.0902378172676,311.0902378172676,-37.26571428571429,1.1757482596096704,3.0,-245.0611200897933,2.0,-25.76465953496666,2.0,-40.2644581925077,4.0,-207.4206423096266,-51.85516057740665,3.0,-103.66959550764103,-34.55653183588034,1.0,-83.79032754079999,0.0,,-37.88331837941128,38.5,-270.312866865863,False
downday_last30up_CE,0.3,15:25,ITM1,expiring next day,09:45,1,100.0,37.64047778016668,37.64047778016668,37.64047778016668,0.0,44.55000000000001,0.9095222198333333,0.0,0.0,1.0,37.64047778016668,0.0,0.0,1.0,37.64047778016668,37.64047778016668,0.0,0.0,,0.0,,0.0,,37.64047778016668,91.95,-38.67528968923236,False
downday_last30up_CE,0.5,15:25,ITM1,expiring next day,09:45,0,,,,,,,,,,,,,,,,,,,,,,,,,,,False
CE_all,0.0,15:25,ITM1,following weekly,09:15o,101,31.683168316831683,-16.064604571818997,-8.491650543153824,-1622.5250617537188,1653.9387141108575,-8.855841584158414,1.2087629876605839,11.0,-195.57074044799998,53.0,-382.69083767146674,37.0,-1044.2634836342522,37.0,-348.8465588752666,-9.428285375007206,64.0,-1273.6785028784523,-19.901226607475817,10.0,-38.78944997977693,6.0,-34.11315534861709,-13.567368812702746,,,False
PE_all,0.0,15:25,ITM1,following weekly,09:15o,101,42.57425742574257,-3.153780676515374,-5.120173539833333,-318.5318483280528,543.3625108642991,3.9747524752475254,1.1285331517628994,10.0,-128.98320716346,53.0,-166.6658045668267,38.0,-22.882836597766065,36.0,-205.06906820758672,-5.6963630057662975,65.0,-113.46278012046608,-1.745581232622555,9.0,30.51870015311453,6.0,53.287853829449574,-6.44782771419656,,,False
STRADDLE_all,0.0,15:25,ITM1,following weekly,09:15o,100,19.0,-16.00350199618618,-11.884775795937184,-1600.350199618618,1602.0623040930104,-1.676899999999998,2.326601996186179,10.0,-196.19590094826,53.0,-549.3566422382934,37.0,-854.7976564320645,36.0,-425.55758041965333,-11.821043900545925,64.0,-1174.7926191989645,-18.35613467498382,9.0,1.6813164714957212,6.0,19.174698480832475,-17.752549976506366,,,False
last30_mom,0.1,15:25,ITM1,following weekly,09:15o,44,22.727272727272727,-19.433989521107506,-10.308656358443589,-855.0955389287303,901.6150272761688,-12.206818181818186,1.227171339289324,6.0,-211.55568830049333,18.0,-289.46298866669997,20.0,-354.07686196153696,15.0,-383.3051404599934,-25.553676030666228,29.0,-471.79039846873684,-16.268634429956442,8.0,-12.23236852008527,4.0,18.889480025296137,-21.03434974355689,7.249999999999999,-424.92406612843615,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,-48.75380105781367,24.15,-72.1582824603471,False
last30_mom,0.5,15:25,ITM1,following weekly,09:15o,2,50.0,-20.451510727753842,-20.451510727753842,-40.903021455507684,212.3486637999538,-13.149999999999991,1.3015107277538465,0.0,0.0,0.0,0.0,2.0,-40.903021455507684,0.0,0.0,,2.0,-40.903021455507684,-20.451510727753842,1.0,171.44564234444613,1.0,171.44564234444613,-212.3486637999538,21.95,-7.652662454425546,False
last30_fade,0.1,15:25,ITM1,following weekly,09:15o,42,52.38095238095239,3.228000108009137,0.33252809521666665,135.57600453638375,175.03102196763834,10.50619047619048,1.2781903681813434,5.0,-24.33222888393333,18.0,185.53204910289995,19.0,-25.62381568258291,14.0,122.80664163896667,8.771902974211905,28.0,12.769362897417018,0.45604867490775064,7.0,7.2728476241311375,4.0,26.441863602946164,2.4190306047847367,96.75,-409.27972929199365,True
last30_fade,0.3,15:25,ITM1,following weekly,09:15o,7,42.857142857142854,-19.923077426083154,-0.0517840508538463,-139.46154198258208,179.13118583842052,-12.549999999999999,1.3730774260831502,1.0,-34.70932063240001,2.0,-7.452208684766662,4.0,-97.30001266541538,2.0,-42.30834975213334,-21.15417487606667,5.0,-97.15319223044872,-19.430638446089745,2.0,-85.83948857682694,1.0,-136.96965652125385,6.4434870342143595,24.45,-68.46542186055024,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,,1.0,-18.31694765456902,False
day_mom,0.0,15:25,ITM1,following weekly,09:15o,101,35.64356435643564,-11.631175418583098,-6.448491310633328,-1174.7487172768929,1181.774646651739,-4.472178217821781,1.1589972007613152,10.0,-124.06010100525998,53.0,-285.49813795932675,38.0,-765.190478312306,36.0,-392.18499493098665,-10.89402763697185,65.0,-782.5637223459062,-12.039441882244711,9.0,-1.157981517763258,6.0,5.628837598499568,-12.655726995837211,32.7,-958.5637900648027,False
day_mom,0.1,15:25,ITM1,following weekly,09:15o,85,35.294117647058826,-13.10065458810743,-6.016895247833322,-1113.5556399891316,1120.5815693639775,-5.928705882352939,1.1719487057544857,8.0,-81.92868146582666,42.0,-251.86338743546,35.0,-779.7635710878443,28.0,-366.0308526157533,-13.072530450562619,57.0,-747.5247873733778,-13.114469953918908,8.0,0.4046219929955024,6.0,5.628837598499568,-14.503800206923314,24.099999999999998,-827.7613872483103,False
day_mom,0.3,15:25,ITM1,following weekly,09:15o,63,36.507936507936506,-13.222289203762562,-5.551357896533333,-833.0042198370414,858.6547808196723,-6.047460317460316,1.1748288863022467,5.0,-30.575042668593316,29.0,-257.70949378842676,29.0,-544.7196833800214,19.0,-296.70731265371995,-15.616174350195786,44.0,-536.2969071833214,-12.188566072348214,6.0,22.795533650336314,5.0,26.519986183330253,-17.013638977878234,24.85,-600.1803781032518,False
day_mom,0.5,15:25,ITM1,following weekly,09:15o,43,44.18604651162791,-13.62391260593765,-4.68537716893335,-585.8282420553189,666.3014071733745,-6.442790697674415,1.1811219082632318,2.0,10.326641155400006,17.0,-85.1276383212267,24.0,-511.02724488949224,9.0,-126.7973069550933,-14.088589661677034,34.0,-459.03093510022575,-13.500909855888992,6.0,22.795533650336314,5.0,26.519986183330253,-19.529768755603698,27.85,-416.2108260418246,False
day_fade,0.0,15:25,ITM1,following weekly,09:15o,101,38.613861386138616,-7.587209829751276,-8.221697609533322,-766.3081928048789,786.4325310524174,-0.4089108910891079,1.1782989386621683,11.0,-200.4938466062,53.0,-263.8585042789666,37.0,-301.95584191971227,37.0,-161.7306321518667,-4.371098166266668,64.0,-604.5775606530121,-9.446524385203315,10.0,-10.280436475986923,6.0,13.545860882332917,-7.291250857637468,67.5,-975.8989141722495,False
day_fade,0.3,15:25,ITM1,following weekly,09:15o,62,41.935483870967744,-5.458937741229478,-8.356674076343573,-338.45413995622766,513.416032692379,1.7274193548387105,1.1863570960681886,5.0,-54.057130374633324,29.0,-124.68873942536669,28.0,-159.70827015622763,19.0,71.8842628504,3.7833822552842107,43.0,-410.33840280662764,-9.542753553642504,6.0,3.7642209679363248,5.0,8.881426671890267,-6.44713331721153,78.35,-600.4434314911733,False
combo_up_CE,0.1,15:25,ITM1,following weekly,09:15o,9,11.11111111111111,-51.15722627932764,-23.604189513233333,-460.41503651394873,461.8567883181949,-43.87777777777777,1.2794485015498576,2.0,-9.934248733633321,3.0,-115.88093519090002,4.0,-334.59985258941543,5.0,-125.81518392453334,-25.16303678490667,4.0,-334.59985258941543,-83.64996314735386,1.0,-157.39322574525386,1.0,-157.39322574525386,-37.87772634608686,0.65,-147.41231457107114,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,18,22.22222222222222,-9.788648008199548,-10.308656358443589,-176.19566414759186,222.34524400006921,-2.6388888888888897,1.1497591193106553,1.0,-24.602488464959997,7.0,-68.1052853085334,10.0,-83.48789037409846,4.0,-74.18438683506002,-18.546096708765006,14.0,-102.01127731253182,-7.286519808037987,5.0,44.69312144559435,3.0,77.65038194881281,-30.743174721197196,28.65,-60.059654981444034,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,-73.37577950059871,10.8,-14.08326503068276,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,-212.3486637999538,23.200000000000003,-6.862700412357675,False
combo_both,0.1,15:25,ITM1,following weekly,09:15o,27,18.51851851851852,-23.578174098575577,-10.911467416553835,-636.6107006615406,642.1567889583329,-16.385185185185186,1.1929889133903895,3.0,-34.53673719859332,10.0,-183.9862204994334,14.0,-418.0877429635138,9.0,-199.99957075959338,-22.22217452884371,18.0,-436.6111299019472,-24.256173883441512,6.0,11.012063580452983,4.0,18.889480025296137,-33.4610991497266,5.0,-265.2385574661478,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,-73.37577950059871,13.750000000000002,-17.770004052201084,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,-212.3486637999538,23.599999999999998,-7.770015888805933,False
downday_last30up_CE,0.1,15:25,ITM1,following weekly,09:15o,6,33.33333333333333,-14.108440918229059,-6.426700387083333,-84.65064550937436,154.29906889586667,-6.583333333333336,1.5251075848957267,2.0,-141.4456681217,2.0,-12.853400774166666,2.0,69.6484233864923,3.0,-144.59668946633334,-48.198896488777784,3.0,59.946043956958974,19.98201465231966,1.0,-128.3580466632,0.0,,8.741480230765125,51.74999999999999,-100.17474577106458,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,,-3.1510213446333446,62.3,-15.24104591723671,False
downday_last30up_CE,0.5,15:25,ITM1,following weekly,09:15o,0,,,,,,,,,,,,,,,,,,,,,,,,,,,False
CE_all,0.0,15:25,ITM1,following weekly,09:16,101,28.71287128712871,-28.542177144109292,-17.41890877073334,-2882.7598915550384,2882.759891555038,-21.351089108910887,1.1910880351984057,11.0,-286.2522866154599,53.0,-877.9992146621267,37.0,-1718.5083902774522,37.0,-697.7722924049867,-18.858710605540182,64.0,-2184.987599150052,-34.140431236719564,10.0,-67.75342142110692,6.0,-64.10400551081709,-24.233249201582083,,,False
PE_all,0.0,15:25,ITM1,following weekly,09:16,101,42.57425742574257,2.021264913719476,-5.169823952933316,204.1477562856671,455.95456501341886,9.157128712871287,1.1358637991518101,10.0,-28.625367830460018,53.0,-171.45901480362667,38.0,404.2321389197538,36.0,-206.31730004008665,-5.731036112224629,65.0,410.4650563257539,6.314847020396214,9.0,67.80477191414786,6.0,84.60182973409958,-4.414078162409387,,,False
STRADDLE_all,0.0,15:25,ITM1,following weekly,09:16,100,4.0,-23.65116878754717,-23.36033250651667,-2365.116878754717,2365.1168787547167,-9.335399999999998,2.3157687875471797,10.0,-186.51960778272,53.0,-1049.4582294657532,37.0,-1129.1390415062442,36.0,-775.7315457818733,-21.548098493940923,64.0,-1589.3853329728445,-24.834145827700695,9.0,6.785197742162401,6.0,20.497824223282493,-26.661358883892078,,,False
last30_mom,0.1,15:25,ITM1,following weekly,09:16,44,29.545454545454547,-17.286803817965232,-17.42914984020384,-760.6193679904702,780.0020621128164,-10.056590909090904,1.230212908874324,6.0,-127.87422624969332,18.0,-201.18803347230002,20.0,-431.55710826847667,15.0,-261.82721852109336,-17.455147901406225,29.0,-498.7921494693768,-17.199729292047476,8.0,19.41654959295225,4.0,45.26461864602117,-25.443104575946894,31.35,-565.7316903976877,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,-68.15964528041367,44.6,-107.79930402511596,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,-185.1372098514538,68.45,2.9836102850020287,False
last30_fade,0.1,15:25,ITM1,following weekly,09:16,42,40.476190476190474,-9.897454808783722,-4.121906843326915,-415.6931019689163,504.29946306797024,-2.6378571428571393,1.2595976659265813,5.0,-85.14608376333334,18.0,-110.64840011270002,19.0,-219.89861809288294,14.0,-89.39276988603329,-6.385197849002378,28.0,-326.30033208288296,-11.653583288674392,7.0,-28.21260018551172,4.0,-8.234016703903833,-6.23442573343812,64.85,-553.6447201377673,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,-1.4153805832056343,18.8,-95.44710454589428,False
last30_fade,0.5,15:25,ITM1,following weekly,09:16,1,0.0,-146.90558190795386,-146.90558190795386,-146.90558190795386,146.90558190795386,-139.8,1.1055819079538463,0.0,0.0,0.0,0.0,1.0,-146.90558190795386,0.0,0.0,,1.0,-146.90558190795386,-146.90558190795386,1.0,-146.90558190795386,1.0,-146.90558190795386,,2.7,-27.41877726459488,False
day_mom,0.0,15:25,ITM1,following weekly,09:16,101,36.633663366336634,-13.346072934203889,-10.30499657993334,-1347.9533663545928,1508.8253892363462,-6.189504950495046,1.1565679837088398,10.0,-195.60874964415996,53.0,-448.42734259188666,38.0,-703.917274118546,36.0,-691.2713278526466,-19.201981329240184,65.0,-656.6820385019461,-10.102800592337632,9.0,23.80665513223676,6.0,41.236731006949576,-16.980578940703516,52.1,-1373.0991073121045,False
day_mom,0.1,15:25,ITM1,following weekly,09:16,85,36.470588235294116,-14.315874359907896,-9.218187873253852,-1216.8493205921711,1308.7364930480398,-7.145647058823525,1.170227301084368,8.0,-120.17450481362663,42.0,-356.0158515392599,35.0,-740.6589642392845,28.0,-598.9009832869532,-21.3893208316769,57.0,-617.9483373052179,-10.841198900091543,8.0,30.15622772063302,6.0,41.236731006949576,-18.93635249814591,42.35,-1120.7777085134317,False
day_mom,0.3,15:25,ITM1,following weekly,09:16,63,39.682539682539684,-12.710157514771135,-7.300236999633336,-800.7399234305815,886.3213858337522,-5.5346031746031725,1.175554340167961,5.0,-27.479427723993318,29.0,-240.23424813342666,29.0,-533.0262475731613,19.0,-426.57335250702,-22.451229079316843,44.0,-374.16657092356144,-8.503785702808214,6.0,61.52400664003634,5.0,60.31211835277027,-20.524280057382445,54.85,-848.8685426990348,False
day_mom,0.5,15:25,ITM1,following weekly,09:16,43,41.86046511627907,-10.590999539435323,-3.532621646633367,-455.4129801957189,663.6604248236538,-3.405581395348838,1.185418144086488,2.0,-30.665292223899975,17.0,77.3422169969732,24.0,-502.0899049687921,9.0,-162.59659591119336,-18.06628843457704,34.0,-292.8163842845255,-8.612246596603692,6.0,61.52400664003634,5.0,60.31211835277027,-22.285324865836138,62.7,-570.3667750815947,False
day_fade,0.0,15:25,ITM1,following weekly,09:16,101,34.65346534653465,-13.174839296185931,-12.66309239573335,-1330.658768914779,1330.658768914779,-6.004455445544553,1.1703838506413762,11.0,-119.26890480176004,53.0,-601.0308868738667,37.0,-610.3589772391522,37.0,-212.81826459242671,-5.751844988984506,64.0,-1117.8405043223522,-17.466257880036753,10.0,-28.15511631738692,6.0,-20.73890678366709,-11.528655008141866,49.85,-1328.5774022389626,False
day_fade,0.3,15:25,ITM1,following weekly,09:16,62,32.25806451612903,-14.222974764926898,-12.970603734993595,-881.8244354254676,935.068446850001,-7.049032258064516,1.1739425068623819,5.0,-54.05713037463337,29.0,-370.29083478806666,28.0,-457.47647026276763,19.0,10.221610324899977,0.5379794907842094,43.0,-892.0460457503675,-20.745256877915523,6.0,-36.31234240086366,5.0,-25.639672887729738,-11.856256803933674,45.85,-828.5882034845353,False
combo_up_CE,0.1,15:25,ITM1,following weekly,09:16,9,11.11111111111111,-62.335835801494305,-37.986061990199985,-561.0225222134487,561.0225222134487,-55.07222222222222,1.2636135792720795,2.0,-29.057160407533296,3.0,-110.98786640750004,4.0,-420.97749539841533,5.0,-140.04502681503334,-28.00900536300667,4.0,-420.97749539841533,-105.24437384960383,1.0,-192.04414141545382,1.0,-192.04414141545382,-46.12229759974935,2.25,-255.15244793529496,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,09:16,18,33.33333333333333,1.4210286173537938,-16.277816618906918,25.57851511236829,185.1372098514538,8.586666666666673,1.1656380493128777,1.0,-15.615219270959997,7.0,-26.414342103033363,10.0,67.60807648636167,4.0,-80.17589963106,-20.043974907765,14.0,105.75441474342831,7.553886767387737,5.0,82.73922770019438,3.0,124.36753866651283,-29.855201799123353,50.2,31.467178755293475,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,-88.1423620790737,10.6,11.266335524337832,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,-185.1372098514538,67.15,6.709485190843368,False
combo_both,0.1,15:25,ITM1,following weekly,09:16,27,25.925925925925924,-19.831259522262236,-17.91788571355385,-535.4440071010804,554.8267012234265,-12.632962962962957,1.1982965592992783,3.0,-44.67237967849329,10.0,-137.40220851053337,14.0,-353.3694189120537,9.0,-220.22092644609333,-24.468991827343704,18.0,-315.22308065498703,-17.5123933697215,6.0,36.941999514253006,4.0,45.26461864602117,-36.052190675552296,26.700000000000003,-350.77454377768976,False
combo_both,0.3,15:25,ITM1,following weekly,09:16,5,40.0,-27.676869605409728,-73.37114254435386,-138.38434802704865,354.13572074656145,-20.48999999999999,1.1868696054097438,0.0,0.0,1.0,1.5662724302666668,4.0,-139.95062045731532,0.0,0.0,,5.0,-138.38434802704865,-27.676869605409728,1.0,214.18510028924615,1.0,214.18510028924615,-88.1423620790737,10.9,9.930427044185384,False
combo_both,0.5,15:25,ITM1,following weekly,09:16,2,50.0,14.523945218896174,14.523945218896174,29.047890437792347,185.1372098514538,21.875000000000014,1.3510547811038465,0.0,0.0,0.0,0.0,2.0,29.047890437792347,0.0,0.0,,2.0,29.047890437792347,14.523945218896174,1.0,214.18510028924615,1.0,214.18510028924615,-185.1372098514538,69.6,3.0645384735633536,False
downday_last30up_CE,0.1,15:25,ITM1,following weekly,09:16,6,33.33333333333333,-30.859712110379068,-17.98688097927694,-185.1582726622744,185.1582726622744,-23.358333333333334,1.5013787770457265,2.0,-145.24029289250004,2.0,-34.57263465966667,2.0,-5.345345110107699,3.0,-140.6522768756334,-46.8840922918778,3.0,-44.50599578664102,-14.835331928880342,1.0,-128.3580466632,0.0,,-11.360045199814875,45.550000000000004,-173.55775803878095,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,,4.588016016866655,75.35,-28.475782413388814,False
downday_last30up_CE,0.5,15:25,ITM1,following weekly,09:16,0,,,,,,,,,,,,,,,,,,,,,,,,,,,False
CE_all,0.0,15:25,ITM1,following weekly,09:20,101,21.782178217821784,-29.14024085537999,-22.474324838900007,-2943.164326393379,2943.1643263933793,-21.95,1.19024085537999,11.0,-337.8691693529999,53.0,-937.4050640344668,37.0,-1667.8900930059121,37.0,-790.1214763006665,-21.354634494612608,64.0,-2153.0428500927123,-33.64129453269863,10.0,-67.37395894402694,6.0,-61.70740039241709,-24.9387333731111,,,False
PE_all,0.0,15:25,ITM1,following weekly,09:20,101,47.524752475247524,2.0255163171885857,-1.9743504617333278,204.57714803604716,375.1864333919615,9.161386138613864,1.1358698214252754,10.0,28.29400373153995,53.0,-120.59107116558674,38.0,296.87421547009404,36.0,-139.72163531254688,-3.8811565364596357,65.0,344.298783348594,5.2969043592091385,9.0,67.0114512383812,6.0,83.31199017384958,-4.331803403362866,,,False
STRADDLE_all,0.0,15:25,ITM1,following weekly,09:20,100,6.0,-24.323316664711783,-23.748831306366682,-2432.3316664711783,2432.3316664711783,-10.0085,2.3148166647117794,10.0,-172.27977903756,53.0,-1057.9961352000535,37.0,-1202.0557522335644,36.0,-792.5477250293135,-22.015214584147596,64.0,-1639.7839414418645,-25.621624085029133,9.0,7.40653980989573,6.0,21.60458978143249,-27.46143433802461,,,False
last30_mom,0.1,15:25,ITM1,following weekly,09:20,44,34.090909090909086,-17.497868473278864,-14.289851965093597,-769.90621282427,792.8276882294624,-10.267954545454542,1.2299139278243238,6.0,-112.64579789319336,18.0,-151.30868944560004,20.0,-505.9517254854768,15.0,-253.78860551979335,-16.919240367986223,29.0,-516.1176073044768,-17.797158872568165,8.0,15.066461656689746,4.0,38.648989933771176,-24.73438627993856,31.85,-583.1695460970898,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,-66.98630735786367,33.7,-106.58867958409506,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,-168.96012530225383,49.55,4.953214319416766,False
last30_fade,0.1,15:25,ITM1,following weekly,09:20,42,40.476190476190474,-10.74316159510801,-13.87404468279358,-451.2127869945364,565.0731465344902,-3.484761904761904,1.258399690346105,5.0,-95.88087752283332,18.0,-181.85752969316007,19.0,-173.47437977854298,14.0,-124.65282269049334,-8.903773049320952,28.0,-326.559964304043,-11.662855868001534,7.0,-23.619107041911718,4.0,0.21651280212115864,-8.167972505747265,63.0,-558.0368911055573,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,-1.5451966937856454,25.7,-91.62399771844773,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,,4.05,-27.924746923390146,False
day_mom,0.0,15:25,ITM1,following weekly,09:20,101,35.64356435643564,-14.363839150738936,-14.106938074333357,-1450.7477542246327,1617.174457008479,-7.208712871287128,1.15512627945181,10.0,-128.45387705566,53.0,-567.9480370174268,38.0,-754.3458401515461,36.0,-626.9025087142866,-17.413958575396848,65.0,-823.8452455103461,-12.67454223862071,9.0,22.275490751036756,6.0,38.74858888749957,-17.948121423738733,45.800000000000004,-1398.523260454419,False
day_mom,0.1,15:25,ITM1,following weekly,09:20,85,35.294117647058826,-15.38788522781966,-13.380801986253847,-1307.970244364671,1422.43178999478,-8.219176470588234,1.1687087572314268,8.0,-67.74876784862666,42.0,-464.2625160536601,35.0,-775.9589604623847,28.0,-535.2411598294534,-19.115755708194765,57.0,-772.729084535218,-13.556650605881018,8.0,29.195089209608014,6.0,38.74858888749957,-20.01988257196799,37.0,-1137.6578295806912,False
day_mom,0.3,15:25,ITM1,following weekly,09:20,63,34.92063492063492,-14.741407157118754,-10.310812751633334,-928.7086508984816,1046.4445653068522,-7.568730158730157,1.1726769983885956,5.0,-16.24534123149335,29.0,-362.5609677184267,29.0,-549.9023419485615,19.0,-473.05750594932005,-24.897763471016845,44.0,-455.65114494916145,-10.35570783975367,6.0,58.278603875536334,5.0,55.91834230237026,-22.427724107924554,44.2,-863.7256299403945,False
day_mom,0.5,15:25,ITM1,following weekly,09:20,43,39.53488372093023,-11.388706766344626,-4.890860206353835,-489.7143909528189,665.8897807357151,-4.204418604651156,1.1842881616934646,2.0,-26.171657626900007,17.0,40.69413039477335,24.0,-504.2368637206922,9.0,-150.2640654060933,-16.6960072673437,34.0,-339.45032554672554,-9.983833104315456,6.0,58.278603875536334,5.0,55.91834230237026,-22.68610849205505,60.3,-586.1120199112352,False
day_fade,0.0,15:25,ITM1,following weekly,09:20,101,33.663366336633665,-12.750885387452461,-13.576827538453857,-1287.8394241326987,1287.839424132699,-5.57990099009901,1.1709843973534553,11.0,-181.1212885658,53.0,-490.0480981826267,37.0,-616.6700373842723,37.0,-302.9406028989267,-8.187583862133154,64.0,-984.8988212337723,-15.389044081777692,10.0,-27.111594505416925,6.0,-17.143999106067092,-11.17278548437945,58.25,-1381.9278959638743,False
day_fade,0.3,15:25,ITM1,following weekly,09:20,62,32.25806451612903,-12.323729633463676,-14.51656020475386,-764.0712372747479,878.7182690036212,-5.1470967741935505,1.1766328592701238,5.0,-80.46971595033332,29.0,-202.4885330814267,28.0,-481.1129882429876,19.0,67.28078385213999,3.5410938869547364,43.0,-831.3520211268878,-19.333767933183438,6.0,-31.32773661641367,5.0,-19.14886735872974,-10.2875860281476,56.65,-828.9599261456933,False
combo_up_CE,0.1,15:25,ITM1,following weekly,09:20,9,22.22222222222222,-61.769970704094284,-37.636557077099994,-555.9297363368486,558.4699321536948,-54.50555555555555,1.2644151485387463,2.0,-21.417981592633293,3.0,-108.14189782940002,4.0,-426.36985691481533,5.0,-129.5598794220333,-25.91197588440666,4.0,-426.36985691481533,-106.59246422870383,1.0,-198.03565421145385,1.0,-198.03565421145385,-44.736760265674356,2.1999999999999997,-263.8785163397763,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,09:20,18,38.88888888888889,0.5528140316371266,-6.657571648043593,9.950652569468279,168.96012530225383,7.717222222222227,1.1644081905850996,1.0,2.3093898437399907,7.0,-33.104864725233384,10.0,40.746127450961694,4.0,-61.45242214356003,-15.363105535890007,14.0,71.40307471302833,5.100219622359167,5.0,77.92604575407438,3.0,117.54387131551285,-29.20612124622335,46.2,42.251345389115684,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,-90.82606051894872,4.5,11.116342360686394,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,-168.96012530225383,50.3,2.864674867371846,False
combo_both,0.1,15:25,ITM1,following weekly,09:20,27,33.33333333333333,-20.221447546940013,-14.106938074333357,-545.9790837673803,571.2099490163126,-13.0237037037037,1.1977438432363154,3.0,-19.1085917488933,10.0,-141.24676255463342,14.0,-385.6237294638537,9.0,-191.01230156559333,-21.223589062843704,18.0,-354.96678220178705,-19.72037678898817,6.0,31.932429093153008,4.0,38.648989933771176,-35.122555158395166,26.8,-368.51794127191243,False
combo_both,0.3,15:25,ITM1,following weekly,09:20,5,20.0,-39.060743917809745,-79.96180661995385,-195.30371958904874,358.0302040639615,-31.889999999999997,1.1707439178097436,0.0,0.0,1.0,-5.2740380118333565,4.0,-190.02968157721534,0.0,0.0,,5.0,-195.30371958904874,-39.060743917809745,1.0,168.00052248674615,1.0,168.00052248674615,-90.82606051894872,4.0,9.069463756672302,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,-168.96012530225383,51.2,4.246363213130061,False
downday_last30up_CE,0.1,15:25,ITM1,following weekly,09:20,6,33.33333333333333,-29.611480277879057,-22.828804029716665,-177.66888166727435,177.66888166727435,-22.10833333333333,1.5031469445457262,2.0,-159.76971142280001,2.0,-7.710685624266633,2.0,-10.188484620207692,3.0,-144.29711382653332,-48.09903794217777,3.0,-33.371767840741015,-11.123922613580339,1.0,-137.2953865839,0.0,,-8.074699016674867,47.9,-174.22399919570609,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,,15.47259759626669,84.2,-29.153508706775117,False
downday_last30up_CE,0.5,15:25,ITM1,following weekly,09:20,0,,,,,,,,,,,,,,,,,,,,,,,,,,,False
CE_all,0.0,15:25,ITM1,following weekly,09:30,101,22.772277227722775,-34.07888863876276,-34.49315332903335,-3441.9677525150387,3441.967752515039,-26.89564356435643,1.1832450744063263,11.0,-434.68203028169995,53.0,-1176.2267640830269,37.0,-1831.0589581503123,37.0,-874.7515945441667,-23.64193498768018,64.0,-2567.2161579708727,-40.112752468294886,10.0,-77.15011065616692,6.0,-71.64332577911709,-29.345787318168902,,,False
PE_all,0.0,15:25,ITM1,following weekly,09:30,101,54.45544554455446,5.505734970970765,2.557049810666667,556.0792320680472,407.04130975736155,12.646534653465348,1.1407996824945825,10.0,50.45261522207996,53.0,145.23237988361328,38.0,360.39423696235406,36.0,-74.86350929584671,-2.079541924884631,65.0,630.942741363894,9.70681140559837,9.0,67.77703342898121,6.0,81.09845905754956,-0.5860224868780832,,,False
STRADDLE_all,0.0,15:25,ITM1,following weekly,09:30,100,11.0,-25.41636831579538,-25.17932536000382,-2541.636831579538,2541.6368315795376,-11.1031,2.3132683157953795,10.0,-252.97547054501996,53.0,-1030.9943841994134,37.0,-1257.6669768351042,36.0,-818.3611593254135,-22.732254425705932,64.0,-1723.2756722541244,-26.926182378970694,9.0,-3.3615401318042664,6.0,9.455133278432486,-27.59761505926703,,,False
last30_mom,0.1,15:25,ITM1,following weekly,09:30,44,40.909090909090914,-16.281409814697053,-12.144719101993601,-716.3820318466703,724.3309223833165,-9.049772727272726,1.231637087424324,6.0,-166.1200495974933,18.0,-51.55000139220009,20.0,-498.7119808569768,15.0,-249.24504164949337,-16.616336109966223,29.0,-467.1369901971768,-16.108172075764717,8.0,13.99922343990225,4.0,29.961296379571166,-23.010439426830235,42.1,-630.7444570124018,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,-75.98189809741368,22.6,-120.5927971295711,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,-212.99774435285383,22.35,9.325074738260039,False
last30_fade,0.1,15:25,ITM1,following weekly,09:30,42,40.476190476190474,-13.761267286870867,-16.423967203703597,-577.9732260485764,682.0077325973302,-6.507142857142856,1.2541244297280099,5.0,-73.76220945093333,18.0,-252.29774846480007,19.0,-251.913268132843,14.0,-140.07098228553332,-10.00507016325238,28.0,-437.902243763043,-15.639365848680105,7.0,-31.015772243640292,4.0,-1.6807995832788407,-10.31036629551698,53.55,-603.4320406082863,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,-2.6536265610456424,24.05,-96.93420807568316,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,,4.3999999999999995,-32.754443640445935,False
day_mom,0.0,15:25,ITM1,following weekly,09:30,101,44.554455445544555,-12.300029941106857,-6.822668767233328,-1242.3030240517926,1444.3792279718389,-5.141980198019801,1.1580497430870578,10.0,-180.49016568891994,53.0,-381.0128377822268,38.0,-680.800020580646,36.0,-638.0467225148467,-17.723520069856853,65.0,-604.256301536946,-9.296250792876092,9.0,17.62097294007009,6.0,27.447930030599576,-15.227084570787211,64.14999999999999,-1448.0795955220808,False
day_mom,0.1,15:25,ITM1,following weekly,09:30,85,42.35294117647059,-14.17372278180672,-9.742405414953835,-1204.7664364535713,1344.7917700132803,-7.003294117647059,1.1704286641596622,8.0,-120.47408045342661,42.0,-383.97624458726017,35.0,-700.3161114128844,28.0,-593.8081974103533,-21.207435621798332,57.0,-610.9582390432178,-10.718565597249434,8.0,22.978894683758018,6.0,27.447930030599576,-18.033734986021237,52.400000000000006,-1227.4884221935533,False
day_mom,0.3,15:25,ITM1,following weekly,09:30,63,44.44444444444444,-13.478117289813992,-6.822668767233328,-849.1213892582815,1008.694806123168,-6.3036507936507915,1.1744664961631992,5.0,-58.38564789669331,29.0,-320.42066105322675,29.0,-470.31508030836153,19.0,-580.3555142710201,-30.545027066895795,44.0,-268.7658749872615,-6.10831534061958,6.0,51.804441437636335,5.0,41.89820235973026,-20.349965576914027,55.7,-915.5023444222588,False
day_mom,0.5,15:25,ITM1,following weekly,09:30,43,48.837209302325576,-10.685052356581833,-5.707825063733356,-459.4572513330188,686.5105706086154,-3.499767441860463,1.1852849147213718,2.0,-77.64873839919998,17.0,78.24094391637331,24.0,-460.0494568501922,9.0,-225.45755099589326,-25.050838999543696,34.0,-233.99970033712555,-6.882344127562516,6.0,51.804441437636335,5.0,41.89820235973026,-20.818483782671265,66.35,-615.2404345814563,False
day_fade,0.0,15:25,ITM1,following weekly,09:30,101,32.67326732673268,-16.27312372668514,-19.751763987653824,-1643.585496395199,1643.5854963951992,-9.107128712871289,1.165995013813851,11.0,-203.73924937069998,53.0,-649.9815464171868,37.0,-789.8647006073122,37.0,-311.5683813251668,-8.420767062842346,64.0,-1332.0171150700326,-20.81276742296926,10.0,-32.00965621614693,6.0,-17.992796752167084,-14.543834442128897,38.75,-1464.1391105355426,False
day_fade,0.3,15:25,ITM1,following weekly,09:30,62,33.87096774193548,-15.452362323310446,-19.58790437856385,-958.0464640452476,1188.5924516548146,-8.280161290322585,1.172201032987866,5.0,-73.22997132183332,29.0,-245.08818906098674,28.0,-639.7283036624276,19.0,168.0979724995,8.8472617105,43.0,-1126.1444365447478,-26.189405501040646,6.0,-32.60925463111368,5.0,-17.641003305069738,-13.614123861760103,46.050000000000004,-893.6286611777118,False
combo_up_CE,0.1,15:25,ITM1,following weekly,09:30,9,22.22222222222222,-58.60223569806096,-57.98789075343332,-527.4201212825486,527.4201212825486,-51.33333333333333,1.2689023647276354,2.0,-57.61670473513332,3.0,-72.14289178010003,4.0,-397.66052476731534,5.0,-129.75959651523334,-25.95191930304667,4.0,-397.66052476731534,-99.41513119182883,1.0,-199.38374459055382,1.0,-199.38374459055382,-41.00454708649936,7.000000000000001,-306.9163488803403,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,09:30,18,66.66666666666666,6.0505817916704565,4.722252542706407,108.91047225006822,226.0225700318615,13.22277777777778,1.172195986107322,1.0,7.102600080540002,7.0,57.31704922106664,10.0,44.49082294846157,4.0,-32.04408016986001,-8.011020042465002,14.0,140.9545524199282,10.068182315709157,5.0,79.06443318531436,3.0,106.40964336961282,-22.03166874434643,52.25,108.09568840054035,False
combo_down_PE,0.3,15:25,ITM1,following weekly,09:30,5,40.0,-46.52017734882975,-89.49829782025387,-232.60088674414874,400.5200156422615,-39.36,1.1601773488297435,0.0,0.0,1.0,0.5177576909666554,4.0,-233.1186444351154,0.0,0.0,,5.0,-232.60088674414874,-46.52017734882975,1.0,167.40137120714613,1.0,167.40137120714613,-100.00056448782372,3.55,24.128637390792054,False
combo_down_PE,0.5,15:25,ITM1,following weekly,09:30,2,50.0,-22.79818657285385,-22.79818657285385,-45.5963731457077,212.99774435285383,-15.5,1.2981865728538464,0.0,0.0,0.0,0.0,2.0,-45.5963731457077,0.0,0.0,,2.0,-45.5963731457077,-22.79818657285385,1.0,167.40137120714613,1.0,167.40137120714613,-212.99774435285383,22.1,12.674091330680614,False
combo_both,0.1,15:25,ITM1,following weekly,09:30,27,51.85185185185185,-15.50035737157335,0.5177576909666554,-418.5096490324804,519.7713758400307,-8.295925925925921,1.2044314456474265,3.0,-50.51410465459332,10.0,-14.825842559033388,14.0,-353.1697018188537,9.0,-161.80367668509336,-17.978186298343708,18.0,-256.7059723473871,-14.261442908188172,6.0,32.656403556003,4.0,29.961296379571166,-29.25943192230945,45.800000000000004,-389.4252039539693,False
combo_both,0.3,15:25,ITM1,following weekly,09:30,5,40.0,-46.52017734882975,-89.49829782025387,-232.60088674414874,400.5200156422615,-39.36,1.1601773488297435,0.0,0.0,1.0,0.5177576909666554,4.0,-233.1186444351154,0.0,0.0,,5.0,-232.60088674414874,-46.52017734882975,1.0,167.40137120714613,1.0,167.40137120714613,-100.00056448782372,2.75,24.896663577904853,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,-212.99774435285383,22.2,10.174363054323488,False
downday_last30up_CE,0.1,15:25,ITM1,following weekly,09:30,6,16.666666666666664,-37.62512864252907,-34.987798537926935,-225.7507718551744,225.7507718551744,-30.13333333333334,1.4917953091957266,2.0,-162.9152556407,2.0,-50.35028502246668,2.0,-12.485231192007735,3.0,-169.81097248283334,-56.603657494277776,3.0,-55.93979937234107,-18.646599790780357,1.0,-131.2539445146,0.0,,-18.89936546811488,41.9,-205.58689866057557,False
downday_last30up_CE,0.3,15:25,ITM1,following weekly,09:30,1,0.0,-6.895716842133345,-6.895716842133345,-6.895716842133345,6.895716842133345,0.19999999999998863,1.0957168421333332,0.0,0.0,1.0,-6.895716842133345,0.0,0.0,1.0,-6.895716842133345,-6.895716842133345,0.0,0.0,,0.0,,0.0,,-6.895716842133345,71.95,-33.11526766015371,False
downday_last30up_CE,0.5,15:25,ITM1,following weekly,09:30,0,,,,,,,,,,,,,,,,,,,,,,,,,,,False
CE_all,0.0,15:25,ITM1,following weekly,09:45,101,24.752475247524753,-32.13837012973484,-27.740447715653822,-3245.9753831032185,3245.9753831032194,-24.95237623762376,1.1859938921110789,11.0,-603.2232852331799,53.0,-976.3099537898266,37.0,-1666.442144080212,37.0,-921.1758328585064,-24.896644131310985,64.0,-2324.799550244712,-36.324992972573625,10.0,-62.78246297135892,6.0,-47.9685286893671,-28.770887399886035,,,False
PE_all,0.0,15:25,ITM1,following weekly,09:45,101,51.48514851485149,3.0216300369856146,2.2696377687666724,305.1846337355471,392.26224486056157,10.158910891089109,1.1372808541034933,10.0,229.35918731063998,53.0,-99.38111586774677,38.0,175.20656229265393,36.0,-45.86458736320676,-1.2740163156446322,65.0,351.0492210987539,5.400757247673137,9.0,46.983155408641196,6.0,49.55980142304958,-1.2789539667633005,,,False
STRADDLE_all,0.0,15:25,ITM1,following weekly,09:45,100,13.0,-26.885487253374578,-25.337806864437177,-2688.5487253374577,2689.0125979793493,-12.574299999999994,2.3111872533745794,10.0,-276.35235630407993,53.0,-1075.6910696575733,37.0,-1336.5052993758047,36.0,-869.5286786032532,-24.153574405645923,64.0,-1819.0200467342047,-28.42218823022195,9.0,-11.940498824150938,6.0,1.5912727336824826,-28.363563032088997,,,False
last30_mom,0.1,15:25,ITM1,following weekly,09:45,44,36.36363636363637,-22.35190164300796,-20.49839633916334,-983.4836722923502,1022.842672597483,-15.128863636363633,1.223038006644324,6.0,-60.889113190413305,18.0,-162.90226670586003,20.0,-759.6922923960768,15.0,-195.45124259607337,-13.030082839738224,29.0,-788.0324296962768,-27.173532058492306,8.0,-4.033981844225252,4.0,-15.062425818703836,-26.422550487181894,18.4,-641.8502346329046,False
last30_mom,0.3,15:25,ITM1,following weekly,09:45,8,37.5,-26.159487630104493,-45.7135372604936,-209.27590104083595,453.7074883905154,-18.825000000000003,1.3344876301044875,1.0,77.86602595740001,2.0,23.130241369133323,5.0,-310.27216836736926,2.0,111.41302048826667,55.706510244133334,6.0,-320.6889215291026,-53.448153588183764,2.0,110.65067299027307,1.0,143.43532002314612,-71.76287450356367,29.2,-119.57490561274378,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,-154.73028241175382,42.15,5.448818778988974,False
last30_fade,0.1,15:25,ITM1,following weekly,09:45,42,38.095238095238095,-7.767614664872293,-13.0146170407936,-326.23981592463633,443.9447295086902,-0.5049999999999955,1.2626146648722956,5.0,-144.1724706585933,18.0,-195.77781108919993,19.0,13.710465823157037,14.0,-183.66922373109324,-13.11923026650666,28.0,-142.57059219354295,-5.091806864055106,7.0,-15.289477704806002,4.0,33.86884300632116,-6.2632420568855505,79.80000000000001,-615.7897214826436,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,-94.47984494295386,1.9698241465343713,24.05,-101.80645421983651,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,,9.9,-32.518964672109284,False
day_mom,0.0,15:25,ITM1,following weekly,09:45,101,44.554455445544555,-11.300752386170029,-8.029379858353845,-1141.3759910031729,1577.3015540401589,-4.14128712871287,1.1594652574571567,10.0,-137.41118868567997,53.0,-348.7784989397466,38.0,-655.1863033777461,36.0,-572.2199685961265,-15.89499912767018,65.0,-569.1560224070461,-8.75624649856994,9.0,-10.929695072276582,6.0,-4.914560613350429,-11.337051471224822,73.75,-1481.7354578451084,False
day_mom,0.1,15:25,ITM1,following weekly,09:45,85,43.529411764705884,-13.170790532013546,-8.60222532575384,-1119.5171952211515,1458.2241110261455,-5.998941176470587,1.1718493555429563,8.0,-83.09702646104665,42.0,-328.71452489881995,35.0,-707.7056438612847,28.0,-495.3776280267333,-17.692058143811902,57.0,-624.1395671944181,-10.949816968323125,8.0,-9.863333061149486,6.0,-4.914560613350429,-13.514422477038384,57.699999999999996,-1223.305429535008,False
day_mom,0.3,15:25,ITM1,following weekly,09:45,63,46.03174603174603,-11.25285675692923,-8.029379858353845,-708.9299756865415,999.7337551372972,-4.075238095238094,1.1776186616911357,5.0,-3.31365944679332,29.0,-228.0614913028867,29.0,-477.55482493686156,19.0,-421.04118902538005,-22.16006258028316,44.0,-287.8887866611617,-6.542926969571857,6.0,12.47681716833633,5.0,1.5553495333302578,-13.75071717011508,69.0,-940.9567821019398,False
day_mom,0.5,15:25,ITM1,following weekly,09:45,43,48.837209302325576,-9.591252927544629,-1.3542875005538293,-412.42387588441903,688.2081659008154,-2.4044186046511626,1.1868343228934646,2.0,-82.24223154279997,17.0,142.49991865347332,24.0,-472.6815629950923,9.0,-221.36335058529332,-24.59592784281037,34.0,-191.0605252991258,-5.6194272146801705,6.0,12.47681716833633,5.0,1.5553495333302578,-13.169858889038833,71.1,-616.5302549729456,False
day_fade,0.0,15:25,ITM1,following weekly,09:45,101,31.683168316831683,-17.815987706579197,-22.42248881175385,-1799.4147583644988,1799.4147583644992,-10.652178217821781,1.1638094887574157,11.0,-236.45290923685997,53.0,-726.9125707178266,37.0,-836.049278409812,37.0,-394.8204516255867,-10.670823016907748,64.0,-1404.594306738912,-21.9467860427955,10.0,-10.660897538532918,6.0,6.505833347032911,-18.602261351419447,28.4,-1473.0059441893925,False
day_fade,0.3,15:25,ITM1,following weekly,09:45,62,32.25806451612903,-18.251300747205285,-23.64396853004358,-1131.5806463267277,1188.4726213988943,-11.08306451612903,1.1682362310762533,5.0,-143.8299637680333,29.0,-357.2592944567667,28.0,-630.4913881019277,19.0,-21.932841680299973,-1.1543600884368406,43.0,-1109.6478046464276,-25.805762898754132,6.0,-4.332642852213685,5.0,13.355089559570256,-19.742585521668673,30.65,-905.7910504929253,False
combo_up_CE,0.1,15:25,ITM1,following weekly,09:45,9,22.22222222222222,-69.4990222109343,-74.91391440213333,-625.4911998984087,625.4911998984087,-62.24555555555555,1.2534666553787464,2.0,-77.29882426999332,3.0,-115.13199609140001,4.0,-433.06037953701536,5.0,-192.43082036139333,-38.48616407227867,4.0,-433.06037953701536,-108.26509488425384,1.0,-195.53919054645382,1.0,-195.53919054645382,-53.74400116899436,1.7999999999999998,-290.18789261569515,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,09:45,18,50.0,0.5494854134171224,3.496397365866673,9.890737441508204,252.63487270076146,7.713888888888887,1.164403475471766,1.0,78.85096581264,7.0,23.05558188260666,10.0,-92.01581025373845,4.0,38.24635078187998,9.561587695469996,14.0,-28.355613340371793,-2.0254009528836994,5.0,36.58261029074236,3.0,45.09649575721283,-13.309408770169508,47.0,38.37288407688534,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,-93.8093345986237,3.2,14.473404996942474,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,-154.73028241175382,42.65,6.423234977808341,False
combo_both,0.1,15:25,ITM1,following weekly,09:45,27,40.74074074074074,-22.800017128033353,-8.60222532575384,-615.6004624569006,718.2278984422867,-15.605925925925922,1.1940912021074264,3.0,1.552141542646675,10.0,-92.07641420879335,14.0,-525.0761897907538,9.0,-154.18446957951335,-17.131607731057038,18.0,-461.41599287738705,-25.634221826521504,6.0,-2.104356515457004,4.0,-15.062425818703836,-28.713063017340883,22.1,-389.0479531532066,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,-93.8093345986237,2.85,7.813906626148131,False
combo_both,0.5,15:25,ITM1,following weekly,09:45,2,50.0,-5.64748119430385,-5.64748119430385,-11.2949623886077,154.73028241175382,1.6749999999999972,1.3224811943038461,0.0,0.0,0.0,0.0,2.0,-11.2949623886077,0.0,0.0,,2.0,-11.2949623886077,-5.64748119430385,1.0,143.43532002314612,1.0,143.43532002314612,-154.73028241175382,41.8,6.044023974792732,False
downday_last30up_CE,0.1,15:25,ITM1,following weekly,09:45,6,33.33333333333333,-32.517363983939056,-45.073511744526925,-195.10418390363435,195.10418390363435,-25.01833333333333,1.4990306506057267,2.0,-140.30728069046,2.0,-20.742225955566674,2.0,-34.05467725760767,3.0,-106.76028615959335,-35.58676205319778,3.0,-88.343897744041,-29.447965914680335,1.0,-97.51174161846001,0.0,,-19.51848845703487,49.55,-195.73577651193082,False
downday_last30up_CE,0.3,15:25,ITM1,following weekly,09:45,1,100.0,33.546994530866655,33.546994530866655,33.546994530866655,0.0,40.69999999999999,1.1530054691333333,0.0,0.0,1.0,33.546994530866655,0.0,0.0,1.0,33.546994530866655,33.546994530866655,0.0,0.0,,0.0,,0.0,,33.546994530866655,91.55,-33.795909616605655,False
downday_last30up_CE,0.5,15:25,ITM1,following weekly,09:45,0,,,,,,,,,,,,,,,,,,,,,,,,,,,False