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3:10 PM

backtest.py

Code

6 Actions

This is an AAPL Volatility Compression Options Backtest script. It processes tick data to detect volatility compression signals and backtests options strategies (momentum, MA20 slope, and consensus) for 2023.

Let me check if the required data files are available and run it.

Bash

The script requires data files that aren't present in the workspace:

• •Tick data: /workspace/data/exness/Exness_AAPLm_*.zip -- Exness tick-level AAPL data (bid/ask) used to build daily closes
• •Options data: /workspace/data/options/aapl_15x_YYYYMM.txt -- Historical AAPL options chain snapshots (15-min resolution)

Without these datasets, the backtest can't run. Could you upload the required data files, or would you like me to help with something else related to this script -- such as reviewing the logic, modifying it, or adapting it to use a different data source?

Copy

https://drive.google.com/drive/folders/1HXR0yg-8EYgWaU4HRlrDFuwZzGnx6dWQ

7:11 PM

ToolSearch

https://drive.google.com/drive/folders/1XN7kumK1veZUrAwoOkDr85scCao2AcON

7:11 PM

ToolSearch

Google Drive links require authentication, so I can't fetch them directly. Let me try using gdown to download the folder contents.

Copy

4 Actions

The first folder contained options data (in .7z format), and the second folder had screenshots rather than tick data. Let me reorganize and extract the files.

5 Actions

The options data extracted successfully to the right location. Now we still need the Exness tick data (Exness_AAPLm_*.zip). The first Drive link contained options data, and the second had screenshots.

Let me check those screenshots to understand what they contain.

Copy

Read

The screenshots contain reference material about intraday direction strategies -- not the tick data the script needs.

We have the options data ready, but the Exness tick data (Exness_AAPLm_*.zip) for building daily closes is missing. However, the options files contain an UNDERLYING_LAST column which gives us AAPL's stock price. I can modify the script to derive daily closes from the options data instead of tick data, so we can run the backtest without the Exness files.

Want me to go ahead and adapt the script to use UNDERLYING_LAST from the options data as the daily close source?

Copy

然你再自己去exness 的归档文件那里下载 tick数据

7:14 PM

18 Actions

Found the Exness tick data archive. Let me download the monthly files for 2022 and 2023.

3 Actions

Data looks good. The script expects the column names with quotes -- let me verify the format matches the script's expectations, then update the path pattern in the script and run it.

Read

The column names match. The script should work with this data. Let me also clean up the non-tick files from the exness directory and run the backtest.

2 Actions

Backtest ran successfully. Here's a summary of the results:

Signals detected: 9 clusters in 2023 (signal #9 skipped -- exit date beyond data range)

Strategy Results

Reference Comparison

All 8 signals match the reference on strike, entry cost, and P&L percentage (all within tolerance). Minor DTE discrepancies on signals #1, #2, and #5 (off by 1 day) are negligible and don't affect outcomes.

The results JSON has been saved to /workspace/backtest_results.json.

Copy

说中文

7:24 PM

回测已成功运行。以下是结果摘要：

检测到的信号： 2023年共9个聚类信号（第9个因退出日期超出数据范围被跳过）

策略结果

与参考值对比

8个信号的行权价、入场成本和盈亏百分比均与参考值吻合。信号 #1、#2、#5 的DTE（到期天数）有1天的微小偏差，不影响最终结果。

结果已保存至 /workspace/backtest_results.json。需要我对结果做进一步分析或生成可视化报告吗？

Copy

这样，我现在想看看下沉到更低级别会怎么样，你试试各种参数吧！

7:58 PM

好的，我来做一个系统性的参数扫描，把HV窗口、比率阈值、百分位条件、持仓天数等都调小/调整，看看更短周期的效果。

6 Actions

怎么样了

8:12 PM

之前的任务被中断了，我重新来。先写参数扫描脚本，然后运行。

Write

放大后台操作啊

8:12 PM

3 Actions

放到后台操作

8:13 PM

2 Actions

已在后台启动参数扫描，PID 2206。脚本分三个阶段进行：

1. 1.HV窗口 + 比率阈值：8组HV窗口 x 5个比率 = 40组
2. 2.百分位参数：4个窗口 x 5个阈值 = 20组（用阶段1最优HV）
3. 3.持仓天数 + 聚类间隔：7个持仓 x 5个间隔 = 35组（用前两阶段最优）

加载tick数据大约需要2分钟，之后扫描会快很多。我会持续跟进进度。

Copy

Bash

还在加载tick数据中，等一会儿再看进度。

3 Actions

进程还在运行，日志文件暂时为空——可能还在加载tick数据阶段（输出被缓冲了）。让我稍后再检查。

2 Actions

日志仍然为空，可能是Python输出缓冲的问题。让我用无缓冲模式重新启动。

3 Actions

正在加载tick数据，已处理到2023年2月。继续等待。

Bash

数据加载完成，阶段1已经开始扫描了。继续等待完成。

Bash

阶段1还在跑——每组参数需要查询期权数据比较慢。继续等待。

Bash

阶段1已完成约一半（13/40组），进度稳定。继续等待完成。

4 Actions

怎么样了

8:37 PM

Bash

阶段1快完成了（38/40组已跑完），正在进入尾声。目前可以看到一些初步结论：

阶段1亮点：

• •HV5/30 r<0.6：11笔交易，72.7%胜率，均+63.4%，累计$34.19，得分0.62
• •HV7/30 r<0.6：8笔交易，87.5%胜率，均+100.8%，累计$31.95，得分0.87（目前最高）
• •HV5/20 r<0.4：4笔交易，75%胜率，均+156.2%
• •原始参数 HV5/30 r<0.5：8笔，75%，均+68.7%

放宽比率阈值到0.6-0.7会增加信号数但降低质量；缩短HV窗口到3天信号质量明显下降。还在跑阶段2和3，继续等结果。

Copy

Bash

阶段1完成，进入阶段2了。阶段1最佳是 HV5/20 r<0.4（得分1.06），但由于只有4笔交易，百分位参数对它影响不大。继续等阶段2和3。

Copy

Bash

进展不错！阶段2确认百分位参数对HV5/20 r<0.4组合没有区分度（4笔交易都是同样的信号）。阶段3已经开始，目前亮点：

• •间隔3td 持仓10td：4笔，100%胜率，均+144%，得分2.15 -- 短持仓效果很好

Copy

2 Actions

参数扫描已完成！让我读取完整结果。

Bash

全部完成了！以下是完整的扫描结果总结：

参数扫描结果

阶段1: HV窗口 + 比率阈值

排除交易数<3的组合后，有意义的亮点：

结论：缩短长窗口(30→20)并收紧比率(<0.4)能大幅提高信号质量，但信号变少。HV3系列（更短周期）噪声太大，胜率下降明显。

阶段2: 百分位参数

对HV5/20 r<0.4这组来说，百分位参数完全无区分度——说明这4个信号的HV5本身已经足够极端，百分位条件是冗余的。

阶段3: 持仓天数 + 聚类间隔

最优参数组合

核心发现： 缩短长窗口到20天+收紧比率到0.4+缩短持仓到10天 是最有效的下沉方向。但需要注意样本量只有3-4笔，过拟合风险较大。如果追求更多信号量， HV7/30 r<0.6（8笔，87.5%胜率）或 HV5/30 r<0.6（11笔，72.7%胜率）可能更实用。

要我生成可视化报告，或者基于这些结果做进一步分析吗？

Copy

https://mulerun.com/share/ac0cde7e-27dd-4583-aef4-6762a3a522e4 不错，这样，你看看这里面的内容，做一下它的日内的，你先说对这一系列对话的理解

8:56 PM

WebFetch

内容是动态加载的，WebFetch无法获取。让我用浏览器来查看。

2 Actions

好的，内容都看完了。让我说说对这整个系列对话的理解：

我的理解

整体项目脉络

这是一个 AAPL波动率压缩→期权交易策略 的研究项目，经历了三个阶段的演进：

第一阶段：中期策略（原始版本）

• •用HV5/HV30比率检测波动率压缩信号（ratio < 0.5）
• •买入20-35天DTE的期权，持仓20个交易日
• •三种方向判断：momentum（10日动量）、MA20 slope、consensus（两者一致）
• •结果：8笔交易，75%胜率，均+68-81%，效果不错

第二阶段：参数下沉（刚刚我们做的）

• •系统性扫描更短的HV窗口、更紧的比率阈值、不同持仓天数
• •发现HV5/20 r<0.4 + 持仓10天效果更好，但样本量变小

第三阶段：日内策略转化（链接里的内容）

• •把中期策略彻底下沉到日内级别
• •HV窗口缩到HV1/HV5，买0-2天DTE（0DTE末日期权），持仓仅1天
• •关键发现：momentum方向在短期完全失效，只有趋势跟随类方向可行
• •测试了14种日内方向判断方法，筛出4种正期望的：

1. 1.开盘区间突破（open_range）：52.4%胜率，12.4x盈亏比，累计+$9.65 — 最优
2. 2.日线斜率（daily_slope）：52.4%胜率，3.0x盈亏比，累计+$9.44
3. 3.最后1小时动量（last1h）：42.9%胜率，10.2x盈亏比，累计+$2.73
4. 4.VWAP+4小时动量确认（vwap+4h）：40.0%胜率，12.2x盈亏比，累计+$1.69

核心洞察

• •波动率压缩后价格倾向于 延续而非反转（趋势跟随 > 均值回归）
• •0DTE有极端的gamma刀特征：赢了+4867%，亏了-100%
• •持仓超过1天在日内级别急剧恶化

你现在想让我做的

基于我们已有的tick数据和期权数据， 实现那四种日内方向判断方法的回测，包括：

1. 1.信号检测用HV1/HV5（日内级别压缩检测）
2. 2.四种方向滤波器：open_range、daily_slope、last1h、vwap+4h
3. 3.买入0-2天DTE期权，持仓1天
4. 4.完整的回测统计

理解是否正确？还有什么要补充的吗？

Copy

没错，实现它们，放到后台跑哦

8:59 PM

2 Actions

已在后台启动日内回测，实现内容：

• •信号检测：HV1/HV5 < 0.5（A组）+ < 0.3（D组对照），聚簇间隔3天
• •四种方向：

1. 1.open_range — 开盘头2小时区间突破方向
2. 2.daily_slope — MA20日线斜率
3. 3.last1h — 前一日最后1小时动量
4. 4.vwap_4h — VWAP位置 + 4小时动量确认

• •期权：0-2 DTE，持仓1天
• •tick数据用于计算日内特征（开盘区间、VWAP、动量等）

加载tick数据需要几分钟，之后回测本身也需要一些时间。我过一会儿检查进度。

Copy

Bash

进展顺利，已检测到42个信号，回测正在逐个处理。

Bash

A组已经跑完，D组正在进行中。A组的结果已经出来了，让我继续等D组完成。

Bash

回测已经全部完成了！让我读取完整的A组结果摘要。

2 Actions

全部完成！以下是完整结果：

日内回测结果

A组 (HV1/HV5 < 0.5, 42个信号)

D组 (HV1/HV5 < 0.3, 更严格, 35个信号)

核心发现

1. 1.收紧到D组(ratio<0.3)效果显著提升 — 所有方向都变成正期望
2. 2.open_range在D组表现最强：57.1%胜率、累计+$10.73、5x盈亏比，复利爆炸式增长
3. 3.daily_slope和last1h在D组也可行，50%左右胜率，正累计
4. 4.A组(ratio<0.5)信号太多太杂，只有open_range勉强盈亏平衡
5. 5.0DTE的gamma刀特征明显：赢了+4867%/+921%，亏了-100%归零

与参考对话的结论高度一致： 开盘区间突破是最优日内方向滤波器，且更严格的信号筛选条件(ratio<0.3)能大幅提升质量。

Copy

我有几个问题，第一，为什么交易的数量这么少？因为是一年才二十几次，然后我们现在是选择做日内的。第二个是你选择的期权合约是呃是实值期权，平值期权，还是虚值期权？

8:57 PM

两个好问题，让我逐一分析。

关于交易数量少的问题：

根本原因是信号检测仍然在 日线级别 — HV1/HV5是基于日线收益率算的，再加上聚簇间隔(gap=3天)去重，一年最多也就35-42个信号日。虽然持仓是日内的，但信号触发频率并没有真正下沉到日内。如果要做真正高频的日内策略，应该用 日内tick数据 直接计算分钟/小时级别的HV压缩，这样信号会多很多。

关于期权合约类型：

让我看看实际选的是什么。

Copy

Bash

情况清楚了：

1. 交易数量为什么少

信号检测还是 日线级别 的。HV1和HV5都是基于每日收盘价计算的，每天最多产生一个信号，再经过聚簇去重(gap=3天)，一年只有28-42个信号。

真正的日内策略应该用 分钟/小时级别的HV 来检测压缩，比如用5分钟HV对比1小时HV，这样每天盘中可能出现多次信号，交易频率会高很多。目前只是"信号在日线级别触发、然后用日内方向做0DTE期权"——是个半日内策略。

2. 期权合约类型

以D组open_range为例：

• •ATM（平值）：16笔（57%） — 占大多数
• •OTM（虚值）：11笔（39%）
• •ITM（实值）：仅1笔

ATM ±3%的筛选范围加上"最高成交量优先"的选择逻辑，自然会倾向于选到ATM附近的合约，因为ATM流动性最好。但0DTE的ATM期权也很便宜—— 平均入场成本只有$0.88，其中19笔不到$1、7笔不到$0.50。这就是典型的gamma刀：买的便宜，赢了暴赚(+4867%)，亏了归零(-100%)。

要不要我把信号检测改成真正的 日内级别（分钟/小时HV压缩），提高交易频率？或者调整期权选择逻辑（比如只选ATM、或者测试不同moneyness的效果）？

Copy

然后你的复利的计算除了这个开盘的那个做法之外，别的那些你列出来的那些结果。都没挣钱了，都没有什么意义，甚至都亏钱了，这是什么情况？然后你又宣称说是正期望值

9:00 PM

你说得对，我之前的表述有问题。让我直说：

"正期望"和"能赚钱"是两回事

看D组数据：

累计P&L是正的，平均收益也是正的——但复利全亏了。这不矛盾吗？

不矛盾，是因为这几个数字衡量的东西不一样：

1. 1.平均收益+35% — 被少数几笔巨额盈利拉高了（比如+921%、+4867%），但大多数交易亏损-50%到-100%
2. 2.累计P&L +$5.94 — 是每笔交易的美元盈亏简单相加，没考虑资金量变化
3. 3.复利结果 — 才是真实的。每次投入当前资金的50%，如果连续亏几笔-100%（期权归零），资金就会被快速砍半再砍半。比如亏3笔-100%：$10000 → $5000 → $2500 → $1250，之后就算来一笔+921%也只赚$5763，回不到本金

本质问题：0DTE期权的亏损是-100%归零，发生频率又高（胜率才44-50%），复利下资金曲线会被打崩。只有open_range靠57%胜率+足够多的大赢家撑住了。

所以我之前说"D组四种方向都是正期望"是有误导性的。严格来说：

• •open_range是唯一在复利意义上可行的方向
• •其他三种虽然"理论正期望"，但在实际资金管理下都亏钱，没有实操价值

这也和你之前那个对话里的结论一致——只是我在汇报时没有把这个区分讲清楚。

Copy

然后那个呃0.3和0.5的为什么差距这么大？

9:02 PM

好问题。0.3是0.5的子集——ratio<0.3的信号全部包含在ratio<0.5里。差距这么大，说明 ratio在0.3到0.5之间的那些信号在拖后腿。让我具体看看。

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Bash

数据很清楚了。问题出在 ratio在0.3~0.5之间的那18笔交易 上：

A组独有的18笔（ratio 0.3~0.5）

这批交易的P&L分布：

text

-99.3%, -98.6%, -98.0%, -97.6%, -90.2%, -89.6%, -71.9%, -65.1%, -55.2%, -46.3%, -37.2%, -8.0%, -5.5%, -5.0%, +90.4%, +227.4%, +420.2%, +4866.7%

14笔亏损、4笔盈利，胜率只有22%。虽然有一笔+4867%把平均收益拉到+263%，但累计P&L实际是**-$1.43**（亏钱），在复利下更是灾难——连续的-90%、-99%会把资金打到接近零。

D组的16笔（ratio < 0.3）

亏损幅度温和得多（-5%到-81%，不全是归零），盈利也更稳定，累计P&L是**+$2.64**。

为什么差这么多

ratio越接近0.5，波动率压缩的程度越弱，信号质量越差。 0.3~0.5区间的信号本质上是"半压缩"状态——波动率没有真正被压到极致，后续爆发的方向性不够强，0DTE期权在这种模糊环境下大概率归零。

只有ratio < 0.3（HV1几乎为零，市场极度安静）的时候，后续的方向性突破才有足够的确定性，能撑得住0DTE的高损耗。

简单说： 0DTE对信号质量要求极高，稍微放松一点门槛，噪声交易就会把账户吃光。

Copy

加上聚簇间隔(gap=3天)去重 这是什么意思啊？

9:07 PM

聚簇的意思是：当连续好几天都满足信号条件时， 只取第一天，后面3天内的重复信号全部丢掉。

举个例子，假设这几天ratio都<0.3：

text

1月10日 ratio=0.08 ← 取这个作为信号 1月11日 ratio=0.12 ← 跳过（距上一个才1天，<3天） 1月12日 ratio=0.09 ← 跳过（距上一个才2天） 1月13日 ratio=0.15 ← 跳过（距上一个才3天） 1月14日 ratio=0.11 ← 可以取（距上一个>3天）

为什么要这么做：波动率压缩往往是一个 持续状态，可能连续5-10天ratio都很低。如果每天都当成新信号去开仓，实际上是在同一个压缩事件里重复下注，相当于重仓同一笔交易。聚簇就是把一个压缩事件只当作一次机会。

gap=3天的意思是，两个信号之间至少隔3个交易日才算是 不同的压缩事件。原始中期策略用的是gap=10天，日内版缩短到3天，因为日内级别的压缩事件持续时间更短。

Copy

没错，没错，你真的太聪明了。就是这样子才对的，因为很多时候就是那种很低的状态啊，波动率很低的状态可以维持很久的。

9:08 PM

对，波动率压缩本质上就是市场在"蓄力"，这个蓄力阶段可以持续很长时间。真正有价值的不是压缩本身，而是 压缩结束后的爆发那一刻。聚簇做的就是在压缩开始时标记一次，然后等它走完，而不是在蓄力过程中反复开仓。

Copy

看来这个策略确实是很稳啊。或者你自己再去反思一下，或者去呃严谨的去调查一下，看一下有什么地方是有问题的没有。

9:08 PM

好，让我仔细审查一下整个回测流程，看有没有逻辑漏洞。

6 Actions

查出来了，有比较严重的问题：

发现的问题

1. 前瞻性偏差（Look-ahead Bias）— 最严重

open_range方向 用的是当天收盘价相对于开盘2小时区间的位置来判断方向。但期权入场价也是当天的报价。这意味着回测逻辑实际上是：

"看完今天全天走势 → 确定方向 → 用今天的价格入场"

这在实盘是不可能的。 你不可能在看到收盘后再回到盘中买期权。

同样，HV1（当日收益率）也是收盘后才知道的，信号本身也有前瞻问题。

2. DTE=0的退出逻辑

0DTE期权当天到期，但退出日是下一个交易日。代码中find_exit_price发现期权已过期，就用 intrinsic value（内在价值）作为退出价。这实际上等于行权结算价，逻辑上还算合理——但有些case比如9月22日入场$0.02退出$0.49（+3133%），这个intrinsic是用次日收盘价算的，不是到期日结算价，这也有问题。

3. 正确的时间线应该是

text

T-1日收盘 → 确认信号（HV1/HV5 ratio满足条件） T日开盘 → 等开盘区间形成（前2小时） T日盘中 → 确认突破方向，入场买期权 T日收盘 → 退出（或到期结算）

当前回测把信号确认、方向判断、入场全挤在同一天，还用了收盘才知道的信息，结果偏乐观。

要不要我修正这些问题重新跑一遍？正确做法是： 用前一日的数据确认信号，当日盘中确认方向后入场，当日收盘退出。

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跑吧，放到后台跑哦

9:13 PM

2 Actions

已在后台启动v2回测。修正了以下问题：

1. 1.信号时间线：T-1日收盘确认信号 → T日执行交易
2. 2.open_range方向：不再用收盘价，而是检测2小时后的 第一次突破 方向（向上突破=call，向下=put，没突破=不交易）
3. 3.daily_slope：用T-1日及之前的MA20，不包含T日数据
4. 4.last1h/vwap_4h：用T-1日的日内数据，无前瞻
5. 5.退出：同日收盘退出（不是次日），0DTE用到期结算价
6. 6.入场股价：用T日开盘2小时后的价格（而非收盘价）
7. 7.末尾对比v1 vs v2，直观看前瞻偏差的影响有多大

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Bash

正在跑A组回测。继续等完成。

Bash

D组也开始了。继续等。

2 Actions

全部跑完了。结果很有说服力——让我整理对比。

Bash

结果出来了，前瞻偏差的影响非常大。

v1(有前瞻) vs v2(无前瞻) D组对比

关键结论

open_range跌幅最惨：胜率从57%暴跌到21%，累计从+$10.73跌到仅+$0.09。这说明v1里的好成绩大部分来自"看到收盘再选方向"的前瞻偏差。真正在盘中第一次突破时入场，方向判断的准确度大幅下降——因为假突破太多了。

daily_slope反而最稳：它本来就不依赖当日数据（用历史MA20），所以受前瞻影响最小。v2复利$23,810，是四种方法中唯一真正赚钱的。

现实很残酷：修正前瞻偏差后，没有一个方向方法能复现v1的爆炸式收益。0DTE期权的日内策略远没有之前看起来那么好。daily_slope是唯一值得继续研究的方向，其他的在实盘意义上基本不成立。

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把核心的代码生成文件给我

9:33 PM

2 Actions

backtest.py

Code

intraday_backtest_v2.py

Code

param_sweep.py

Code

intraday_v2_results.json

Code

四个文件：

1. 1.backtest.py — 原始中期策略回测（HV5/HV30，持仓20天，20-35 DTE）
2. 2.intraday_backtest_v2.py — 日内策略回测，修正了前瞻偏差（T-1信号确认→T日入场→T日收盘退出）
3. 3.param_sweep.py — 参数扫描脚本（HV窗口、比率阈值、百分位、持仓天数等）
4. 4.intraday_v2_results.json — v2回测的完整结果数据（含每笔交易明细和统计）

运行依赖：/workspace/data/exness/ 下的Exness tick数据和 /workspace/data/options/ 下的期权数据。

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原始中期的策略会不会有同样的问题

9:35 PM

好问题。让我检查一下。

Read

有同样的问题，但 严重程度不同。

原始中期策略的前瞻问题

时间线是这样的：

text

T日收盘 → HV5/HV30 ratio计算完成，信号确认 T日收盘 → momentum(10日回报)、MA20 slope确认方向 T日 → 但期权入场价用的是T日的报价

信号和方向都依赖T日收盘价，但入场也在T日 — 和日内版是同一个结构性问题。实际上你收盘后才知道有信号，只能T+1入场。

但影响小得多

原因：

1. 1. 持仓20天：入场晚一天对20天持仓的影响很小，大约5%的差异。日内策略持仓只有几小时，晚一天等于整个交易周期都变了。
2. 2. 20-35 DTE的期权：theta衰减慢，隔一天入场价格变化不大。0DTE的期权隔一天直接过期了。
3. 3. 方向判断（momentum/slope）：都是基于中长期趋势（10日回报、MA20），一天的偏移基本不改变方向。不像open_range那样，方向完全取决于当天盘中走势。

结论

中期策略确实有前瞻偏差，但由于持仓周期长，实际影响比较小——推迟一天入场大概率选到同样的合约、同样的方向，P&L差个几个百分点。不像日内策略那样，修正后从+155%直接变成+2.7%。

如果要严谨的话也应该修正，要我跑一个T+1入场的中期版本对比一下吗？

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intraday_v2_results.json

1{ 2 "group_a": { 3 "open_range": { 4 "trades": [\ 5 {\ 6 "signal_date": "2023-01-04",\ 7 "trade_date": "2023-01-05",\ 8 "entry_stock_price": 127.66,\ 9 "exit_stock_price": 125.04,\ 10 "stock_change_pct": -2.05,\ 11 "direction": "put",\ 12 "strike": 125.0,\ 13 "expire": "2023-01-06",\ 14 "dte": 1.0,\ 15 "entry_cost": 1.27,\ 16 "exit_price": 1.27,\ 17 "pnl_pct": 0.0,\ 18 "pnl_dollar": 0.0,\ 19 "win": "False",\ 20 "ratio": 0.13\ 21 },\ 22 {\ 23 "signal_date": "2023-01-10",\ 24 "trade_date": "2023-01-11",\ 25 "entry_stock_price": 130.76,\ 26 "exit_stock_price": 132.86,\ 27 "stock_change_pct": 1.6,\ 28 "direction": "call",\ 29 "strike": 133.0,\ 30 "expire": "2023-01-13",\ 31 "dte": 2.0,\ 32 "entry_cost": 2.22,\ 33 "exit_price": 1.78,\ 34 "pnl_pct": -20.2,\ 35 "pnl_dollar": -0.45,\ 36 "win": "False",\ 37 "ratio": 0.137\ 38 },\ 39 {\ 40 "signal_date": "2023-01-18",\ 41 "trade_date": "2023-01-19",\ 42 "entry_stock_price": 133.55,\ 43 "exit_stock_price": 135.49,\ 44 "stock_change_pct": 1.45,\ 45 "direction": "put",\ 46 "strike": 134.0,\ 47 "expire": "2023-01-20",\ 48 "dte": 1.0,\ 49 "entry_cost": 0.46,\ 50 "exit_price": 0.46,\ 51 "pnl_pct": 0.0,\ 52 "pnl_dollar": 0.0,\ 53 "win": "False",\ 54 "ratio": 0.367\ 55 },\ 56 {\ 57 "signal_date": "2023-01-25",\ 58 "trade_date": "2023-01-26",\ 59 "entry_stock_price": 143.28,\ 60 "exit_stock_price": 143.5,\ 61 "stock_change_pct": 0.16,\ 62 "direction": "put",\ 63 "strike": 143.0,\ 64 "expire": "2023-01-27",\ 65 "dte": 1.0,\ 66 "entry_cost": 0.5,\ 67 "exit_price": 0.49,\ 68 "pnl_pct": 0.0,\ 69 "pnl_dollar": 0.0,\ 70 "win": "False",\ 71 "ratio": 0.18\ 72 },\ 73 {\ 74 "signal_date": "2023-01-31",\ 75 "trade_date": "2023-02-01",\ 76 "entry_stock_price": 144.24,\ 77 "exit_stock_price": 146.14,\ 78 "stock_change_pct": 1.31,\ 79 "direction": "put",\ 80 "strike": 140.0,\ 81 "expire": "2023-02-03",\ 82 "dte": 2.0,\ 83 "entry_cost": 1.0,\ 84 "exit_price": 0.99,\ 85 "pnl_pct": 0.0,\ 86 "pnl_dollar": 0.0,\ 87 "win": "False",\ 88 "ratio": 0.059\ 89 },\ 90 {\ 91 "signal_date": "2023-02-09",\ 92 "trade_date": "2023-02-10",\ 93 "entry_stock_price": 148.97,\ 94 "exit_stock_price": 150.7,\ 95 "stock_change_pct": 1.16,\ 96 "direction": "call",\ 97 "strike": 150.0,\ 98 "expire": "2023-02-10",\ 99 "dte": 0.0,\ 100 "entry_cost": 1.14,\ 101 "exit_price": 0.69,\ 102 "pnl_pct": -38.8,\ 103 "pnl_dollar": -0.44,\ 104 "win": "False",\ 105 "ratio": 0.407\ 106 },\ 107 {\ 108 "signal_date": "2023-02-22",\ 109 "trade_date": "2023-02-23",\ 110 "entry_stock_price": 149.75,\ 111 "exit_stock_price": 149.71,\ 112 "stock_change_pct": -0.02,\ 113 "direction": "call",\ 114 "strike": 150.0,\ 115 "expire": "2023-02-24",\ 116 "dte": 1.0,\ 117 "entry_cost": 0.7,\ 118 "exit_price": 0.26,\ 119 "pnl_pct": -61.9,\ 120 "pnl_dollar": -0.43,\ 121 "win": "False",\ 122 "ratio": 0.08\ 123 },\ 124 {\ 125 "signal_date": "2023-02-28",\ 126 "trade_date": "2023-03-01",\ 127 "entry_stock_price": 148.04,\ 128 "exit_stock_price": 145.44,\ 129 "stock_change_pct": -1.75,\ 130 "direction": "put",\ 131 "strike": 145.0,\ 132 "expire": "2023-03-03",\ 133 "dte": 2.0,\ 134 "entry_cost": 1.06,\ 135 "exit_price": 1.06,\ 136 "pnl_pct": 0.0,\ 137 "pnl_dollar": 0.0,\ 138 "win": "False",\ 139 "ratio": 0.05\ 140 },\ 141 {\ 142 "signal_date": "2023-03-14",\ 143 "trade_date": "2023-03-15",\ 144 "entry_stock_price": 150.71,\ 145 "exit_stock_price": 152.24,\ 146 "stock_change_pct": 1.01,\ 147 "direction": "put",\ 148 "strike": 150.0,\ 149 "expire": "2023-03-17",\ 150 "dte": 2.0,\ 151 "entry_cost": 0.7,\ 152 "exit_price": 0.7,\ 153 "pnl_pct": 0.0,\ 154 "pnl_dollar": 0.0,\ 155 "win": "False",\ 156 "ratio": 0.083\ 157 },\ 158 {\ 159 "signal_date": "2023-03-22",\ 160 "trade_date": "2023-03-23",\ 161 "entry_stock_price": 159.24,\ 162 "exit_stock_price": 158.74,\ 163 "stock_change_pct": -0.31,\ 164 "direction": "put",\ 165 "strike": 157.5,\ 166 "expire": "2023-03-24",\ 167 "dte": 1.0,\ 168 "entry_cost": 0.46,\ 169 "exit_price": 0.23,\ 170 "pnl_pct": -50.5,\ 171 "pnl_dollar": -0.23,\ 172 "win": "False",\ 173 "ratio": 0.133\ 174 },\ 175 {\ 176 "signal_date": "2023-04-04",\ 177 "trade_date": "2023-04-05",\ 178 "entry_stock_price": 165.65,\ 179 "exit_stock_price": 163.54,\ 180 "stock_change_pct": -1.28,\ 181 "direction": "put",\ 182 "strike": 162.5,\ 183 "expire": "2023-04-06",\ 184 "dte": 1.0,\ 185 "entry_cost": 0.32,\ 186 "exit_price": 0.32,\ 187 "pnl_pct": 0.0,\ 188 "pnl_dollar": 0.0,\ 189 "win": "False",\ 190 "ratio": 0.463\ 191 },\ 192 {\ 193 "signal_date": "2023-04-24",\ 194 "trade_date": "2023-04-25",\ 195 "entry_stock_price": 164.89,\ 196 "exit_stock_price": 163.94,\ 197 "stock_change_pct": -0.58,\ 198 "direction": "call",\ 199 "strike": 165.0,\ 200 "expire": "2023-04-28",\ 201 "dte": 3.0,\ 202 "entry_cost": 1.17,\ 203 "exit_price": 1.17,\ 204 "pnl_pct": 0.0,\ 205 "pnl_dollar": 0.0,\ 206 "win": "False",\ 207 "ratio": 0.358\ 208 },\ 209 {\ 210 "signal_date": "2023-05-08",\ 211 "trade_date": "2023-05-09",\ 212 "entry_stock_price": 172.62,\ 213 "exit_stock_price": 171.87,\ 214 "stock_change_pct": -0.44,\ 215 "direction": "put",\ 216 "strike": 170.0,\ 217 "expire": "2023-05-12",\ 218 "dte": 3.0,\ 219 "entry_cost": 0.82,\ 220 "exit_price": 0.81,\ 221 "pnl_pct": 0.0,\ 222 "pnl_dollar": 0.0,\ 223 "win": "False",\ 224 "ratio": 0.101\ 225 },\ 226 {\ 227 "signal_date": "2023-05-15",\ 228 "trade_date": "2023-05-16",\ 229 "entry_stock_price": 172.07,\ 230 "exit_stock_price": 172.58,\ 231 "stock_change_pct": 0.3,\ 232 "direction": "put",\ 233 "strike": 170.0,\ 234 "expire": "2023-05-19",\ 235 "dte": 3.0,\ 236 "entry_cost": 0.5,\ 237 "exit_price": 0.5,\ 238 "pnl_pct": 0.0,\ 239 "pnl_dollar": 0.0,\ 240 "win": "False",\ 241 "ratio": 0.379\ 242 },\ 243 {\ 244 "signal_date": "2023-06-01",\ 245 "trade_date": "2023-06-02",\ 246 "entry_stock_price": 181.36,\ 247 "exit_stock_price": 180.88,\ 248 "stock_change_pct": -0.27,\ 249 "direction": "put",\ 250 "strike": 182.5,\ 251 "expire": "2023-06-02",\ 252 "dte": 0.0,\ 253 "entry_cost": 1.63,\ 254 "exit_price": 1.62,\ 255 "pnl_pct": -0.3,\ 256 "pnl_dollar": -0.0,\ 257 "win": "False",\ 258 "ratio": 0.457\ 259 },\ 260 {\ 261 "signal_date": "2023-06-20",\ 262 "trade_date": "2023-06-21",\ 263 "entry_stock_price": 184.6,\ 264 "exit_stock_price": 184.12,\ 265 "stock_change_pct": -0.27,\ 266 "direction": "put",\ 267 "strike": 182.5,\ 268 "expire": "2023-06-23",\ 269 "dte": 2.0,\ 270 "entry_cost": 0.55,\ 271 "exit_price": 0.55,\ 272 "pnl_pct": 0.0,\ 273 "pnl_dollar": 0.0,\ 274 "win": "False",\ 275 "ratio": 0.497\ 276 },\ 277 {\ 278 "signal_date": "2023-06-28",\ 279 "trade_date": "2023-06-29",\ 280 "entry_stock_price": 189.78,\ 281 "exit_stock_price": 189.26,\ 282 "stock_change_pct": -0.28,\ 283 "direction": "call",\ 284 "strike": 190.0,\ 285 "expire": "2023-06-30",\ 286 "dte": 1.0,\ 287 "entry_cost": 0.55,\ 288 "exit_price": 0.69,\ 289 "pnl_pct": 25.5,\ 290 "pnl_dollar": 0.14,\ 291 "win": "True",\ 292 "ratio": 0.309\ 293 },\ 294 {\ 295 "signal_date": "2023-07-06",\ 296 "trade_date": "2023-07-07",\ 297 "entry_stock_price": 191.58,\ 298 "exit_stock_price": 191.58,\ 299 "stock_change_pct": 0.0,\ 300 "direction": "call",\ 301 "strike": 190.0,\ 302 "expire": "2023-07-07",\ 303 "dte": 0.0,\ 304 "entry_cost": 0.78,\ 305 "exit_price": 1.58,\ 306 "pnl_pct": 101.9,\ 307 "pnl_dollar": 0.8,\ 308 "win": "True",\ 309 "ratio": 0.079\ 310 },\ 311 {\ 312 "signal_date": "2023-07-13",\ 313 "trade_date": "2023-07-14",\ 314 "entry_stock_price": 189.86,\ 315 "exit_stock_price": 190.42,\ 316 "stock_change_pct": 0.29,\ 317 "direction": "call",\ 318 "strike": 190.0,\ 319 "expire": "2023-07-14",\ 320 "dte": 0.0,\ 321 "entry_cost": 0.4,\ 322 "exit_price": 0.42,\ 323 "pnl_pct": 2.5,\ 324 "pnl_dollar": 0.01,\ 325 "win": "True",\ 326 "ratio": 0.429\ 327 },\ 328 {\ 329 "signal_date": "2023-07-31",\ 330 "trade_date": "2023-08-01",\ 331 "entry_stock_price": 196.0,\ 332 "exit_stock_price": 195.8,\ 333 "stock_change_pct": -0.1,\ 334 "direction": "call",\ 335 "strike": 197.5,\ 336 "expire": "2023-08-04",\ 337 "dte": 3.0,\ 338 "entry_cost": 2.56,\ 339 "exit_price": 2.56,\ 340 "pnl_pct": 0.0,\ 341 "pnl_dollar": 0.0,\ 342 "win": "False",\ 343 "ratio": 0.288\ 344 },\ 345 {\ 346 "signal_date": "2023-08-08",\ 347 "trade_date": "2023-08-09",\ 348 "entry_stock_price": 180.82,\ 349 "exit_stock_price": 178.58,\ 350 "stock_change_pct": -1.24,\ 351 "direction": "put",\ 352 "strike": 177.5,\ 353 "expire": "2023-08-11",\ 354 "dte": 2.0,\ 355 "entry_cost": 1.26,\ 356 "exit_price": 1.26,\ 357 "pnl_pct": 0.0,\ 358 "pnl_dollar": 0.0,\ 359 "win": "False",\ 360 "ratio": 0.372\ 361 },\ 362 {\ 363 "signal_date": "2023-08-16",\ 364 "trade_date": "2023-08-17",\ 365 "entry_stock_price": 176.73,\ 366 "exit_stock_price": 173.86,\ 367 "stock_change_pct": -1.62,\ 368 "direction": "put",\ 369 "strike": 172.5,\ 370 "expire": "2023-08-18",\ 371 "dte": 1.0,\ 372 "entry_cost": 0.29,\ 373 "exit_price": 0.45,\ 374 "pnl_pct": 56.1,\ 375 "pnl_dollar": 0.16,\ 376 "win": "True",\ 377 "ratio": 0.074\ 378 },\ 379 {\ 380 "signal_date": "2023-08-28",\ 381 "trade_date": "2023-08-29",\ 382 "entry_stock_price": 180.2,\ 383 "exit_stock_price": 184.8,\ 384 "stock_change_pct": 2.55,\ 385 "direction": "put",\ 386 "strike": 180.0,\ 387 "expire": "2023-09-01",\ 388 "dte": 3.0,\ 389 "entry_cost": 0.22,\ 390 "exit_price": 0.22,\ 391 "pnl_pct": 0.0,\ 392 "pnl_dollar": 0.0,\ 393 "win": "False",\ 394 "ratio": 0.301\ 395 },\ 396 {\ 397 "signal_date": "2023-09-01",\ 398 "trade_date": "2023-09-05",\ 399 "entry_stock_price": 187.78,\ 400 "exit_stock_price": 189.94,\ 401 "stock_change_pct": 1.14,\ 402 "direction": "call",\ 403 "strike": 190.0,\ 404 "expire": "2023-09-08",\ 405 "dte": 3.0,\ 406 "entry_cost": 1.18,\ 407 "exit_price": 1.18,\ 408 "pnl_pct": 0.0,\ 409 "pnl_dollar": 0.0,\ 410 "win": "False",\ 411 "ratio": 0.033\ 412 },\ 413 {\ 414 "signal_date": "2023-09-14",\ 415 "trade_date": "2023-09-15",\ 416 "entry_stock_price": 176.17,\ 417 "exit_stock_price": 174.7,\ 418 "stock_change_pct": -0.83,\ 419 "direction": "put",\ 420 "strike": 175.0,\ 421 "expire": "2023-09-15",\ 422 "dte": 0.0,\ 423 "entry_cost": 0.02,\ 424 "exit_price": 0.3,\ 425 "pnl_pct": 1080.0,\ 426 "pnl_dollar": 0.27,\ 427 "win": "True",\ 428 "ratio": 0.425\ 429 },\ 430 {\ 431 "signal_date": "2023-09-21",\ 432 "trade_date": "2023-09-22",\ 433 "entry_stock_price": 174.79,\ 434 "exit_stock_price": 174.98,\ 435 "stock_change_pct": 0.11,\ 436 "direction": "call",\ 437 "strike": 175.0,\ 438 "expire": "2023-09-22",\ 439 "dte": 0.0,\ 440 "entry_cost": 0.02,\ 441 "exit_price": 0,\ 442 "pnl_pct": -100.0,\ 443 "pnl_dollar": -0.02,\ 444 "win": "False",\ 445 "ratio": 0.477\ 446 },\ 447 {\ 448 "signal_date": "2023-09-28",\ 449 "trade_date": "2023-09-29",\ 450 "entry_stock_price": 171.81,\ 451 "exit_stock_price": 170.98,\ 452 "stock_change_pct": -0.49,\ 453 "direction": "call",\ 454 "strike": 170.0,\ 455 "expire": "2023-09-29",\ 456 "dte": 0.0,\ 457 "entry_cost": 1.25,\ 458 "exit_price": 0.98,\ 459 "pnl_pct": -22.0,\ 460 "pnl_dollar": -0.27,\ 461 "win": "False",\ 462 "ratio": 0.446\ 463 },\ 464 {\ 465 "signal_date": "2023-10-10",\ 466 "trade_date": "2023-10-11",\ 467 "entry_stock_price": 178.38,\ 468 "exit_stock_price": 179.42,\ 469 "stock_change_pct": 0.59,\ 470 "direction": "put",\ 471 "strike": 177.5,\ 472 "expire": "2023-10-13",\ 473 "dte": 2.0,\ 474 "entry_cost": 0.42,\ 475 "exit_price": 0.73,\ 476 "pnl_pct": 72.9,\ 477 "pnl_dollar": 0.31,\ 478 "win": "True",\ 479 "ratio": 0.15\ 480 },\ 481 {\ 482 "signal_date": "2023-10-16",\ 483 "trade_date": "2023-10-17",\ 484 "entry_stock_price": 178.17,\ 485 "exit_stock_price": 176.54,\ 486 "stock_change_pct": -0.91,\ 487 "direction": "put",\ 488 "strike": 175.0,\ 489 "expire": "2023-10-20",\ 490 "dte": 3.0,\ 491 "entry_cost": 0.82,\ 492 "exit_price": 0.56,\ 493 "pnl_pct": -30.7,\ 494 "pnl_dollar": -0.25,\ 495 "win": "False",\ 496 "ratio": 0.013\ 497 },\ 498 {\ 499 "signal_date": "2023-10-23",\ 500 "trade_date": "2023-10-24",\ 501 "entry_stock_price": 173.17,\ 502 "exit_stock_price": 173.54,\ 503 "stock_change_pct": 0.21,\ 504 "direction": "put",\ 505 "strike": 170.0,\ 506 "expire": "2023-10-27",\ 507 "dte": 3.0,\ 508 "entry_cost": 0.57,\ 509 "exit_price": 0.57,\ 510 "pnl_pct": 0.0,\ 511 "pnl_dollar": 0.0,\ 512 "win": "False",\ 513 "ratio": 0.2\ 514 },\ 515 {\ 516 "signal_date": "2023-11-08",\ 517 "trade_date": "2023-11-09",\ 518 "entry_stock_price": 182.16,\ 519 "exit_stock_price": 181.68,\ 520 "stock_change_pct": -0.26,\ 521 "direction": "call",\ 522 "strike": 185.0,\ 523 "expire": "2023-11-10",\ 524 "dte": 1.0,\ 525 "entry_cost": 0.06,\ 526 "exit_price": 0.06,\ 527 "pnl_pct": 0.0,\ 528 "pnl_dollar": 0.0,\ 529 "win": "False",\ 530 "ratio": 0.417\ 531 },\ 532 {\ 533 "signal_date": "2023-11-15",\ 534 "trade_date": "2023-11-16",\ 535 "entry_stock_price": 188.23,\ 536 "exit_stock_price": 189.76,\ 537 "stock_change_pct": 0.82,\ 538 "direction": "call",\ 539 "strike": 190.0,\ 540 "expire": "2023-11-17",\ 541 "dte": 1.0,\ 542 "entry_cost": 0.7,\ 543 "exit_price": 0.7,\ 544 "pnl_pct": 0.0,\ 545 "pnl_dollar": 0.0,\ 546 "win": "False",\ 547 "ratio": 0.121\ 548 },\ 549 {\ 550 "signal_date": "2023-11-27",\ 551 "trade_date": "2023-11-28",\ 552 "entry_stock_price": 189.64,\ 553 "exit_stock_price": 189.98,\ 554 "stock_change_pct": 0.18,\ 555 "direction": "put",\ 556 "strike": 190.0,\ 557 "expire": "2023-12-01",\ 558 "dte": 3.0,\ 559 "entry_cost": 0.9,\ 560 "exit_price": 1.08,\ 561 "pnl_pct": 19.9,\ 562 "pnl_dollar": 0.18,\ 563 "win": "True",\ 564 "ratio": 0.031\ 565 },\ 566 {\ 567 "signal_date": "2023-12-06",\ 568 "trade_date": "2023-12-07",\ 569 "entry_stock_price": 192.41,\ 570 "exit_stock_price": 194.1,\ 571 "stock_change_pct": 0.88,\ 572 "direction": "call",\ 573 "strike": 195.0,\ 574 "expire": "2023-12-08",\ 575 "dte": 1.0,\ 576 "entry_cost": 0.52,\ 577 "exit_price": 0.52,\ 578 "pnl_pct": 0.0,\ 579 "pnl_dollar": 0.0,\ 580 "win": "False",\ 581 "ratio": 0.223\ 582 },\ 583 {\ 584 "signal_date": "2023-12-14",\ 585 "trade_date": "2023-12-15",\ 586 "entry_stock_price": 197.84,\ 587 "exit_stock_price": 198.04,\ 588 "stock_change_pct": 0.1,\ 589 "direction": "call",\ 590 "strike": 197.5,\ 591 "expire": "2023-12-15",\ 592 "dte": 0.0,\ 593 "entry_cost": 0.1,\ 594 "exit_price": 0.54,\ 595 "pnl_pct": 435.0,\ 596 "pnl_dollar": 0.44,\ 597 "win": "True",\ 598 "ratio": 0.339\ 599 }\ 600 ], 601 "stats": { 602 "name": "open_range", 603 "n": 35, 604 "wins": 8, 605 "losses": 27, 606 "win_rate": 22.9, 607 "avg_pnl": 42.0, 608 "cum_pnl": 0.22, 609 "profit_factor": 18.7, 610 "best_trade": 1080.0, 611 "worst_trade": -100.0 612 }, 613 "compound_final": 94628.38, 614 "max_drawdown": 62.7 615 }, 616 "daily_slope": { 617 "trades": [\ 618 {\ 619 "signal_date": "2023-01-04",\ 620 "trade_date": "2023-01-05",\ 621 "entry_stock_price": 127.66,\ 622 "exit_stock_price": 125.04,\ 623 "stock_change_pct": -2.05,\ 624 "direction": "put",\ 625 "strike": 125.0,\ 626 "expire": "2023-01-06",\ 627 "dte": 1.0,\ 628 "entry_cost": 1.27,\ 629 "exit_price": 1.27,\ 630 "pnl_pct": 0.0,\ 631 "pnl_dollar": 0.0,\ 632 "win": "False",\ 633 "ratio": 0.13\ 634 },\ 635 {\ 636 "signal_date": "2023-01-10",\ 637 "trade_date": "2023-01-11",\ 638 "entry_stock_price": 130.76,\ 639 "exit_stock_price": 132.86,\ 640 "stock_change_pct": 1.6,\ 641 "direction": "put",\ 642 "strike": 132.0,\ 643 "expire": "2023-01-13",\ 644 "dte": 2.0,\ 645 "entry_cost": 1.39,\ 646 "exit_price": 1.64,\ 647 "pnl_pct": 18.3,\ 648 "pnl_dollar": 0.26,\ 649 "win": "True",\ 650 "ratio": 0.137\ 651 },\ 652 {\ 653 "signal_date": "2023-01-18",\ 654 "trade_date": "2023-01-19",\ 655 "entry_stock_price": 133.55,\ 656 "exit_stock_price": 135.49,\ 657 "stock_change_pct": 1.45,\ 658 "direction": "put",\ 659 "strike": 134.0,\ 660 "expire": "2023-01-20",\ 661 "dte": 1.0,\ 662 "entry_cost": 0.46,\ 663 "exit_price": 0.46,\ 664 "pnl_pct": 0.0,\ 665 "pnl_dollar": 0.0,\ 666 "win": "False",\ 667 "ratio": 0.367\ 668 },\ 669 {\ 670 "signal_date": "2023-01-25",\ 671 "trade_date": 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"2023-02-10",\ 712 "dte": 0.0,\ 713 "entry_cost": 1.14,\ 714 "exit_price": 0.69,\ 715 "pnl_pct": -38.8,\ 716 "pnl_dollar": -0.44,\ 717 "win": "False",\ 718 "ratio": 0.407\ 719 },\ 720 {\ 721 "signal_date": "2023-02-22",\ 722 "trade_date": "2023-02-23",\ 723 "entry_stock_price": 149.75,\ 724 "exit_stock_price": 149.71,\ 725 "stock_change_pct": -0.02,\ 726 "direction": "call",\ 727 "strike": 150.0,\ 728 "expire": "2023-02-24",\ 729 "dte": 1.0,\ 730 "entry_cost": 0.7,\ 731 "exit_price": 0.26,\ 732 "pnl_pct": -61.9,\ 733 "pnl_dollar": -0.43,\ 734 "win": "False",\ 735 "ratio": 0.08\ 736 },\ 737 {\ 738 "signal_date": "2023-02-28",\ 739 "trade_date": "2023-03-01",\ 740 "entry_stock_price": 148.04,\ 741 "exit_stock_price": 145.44,\ 742 "stock_change_pct": -1.75,\ 743 "direction": "call",\ 744 "strike": 146.0,\ 745 "expire": "2023-03-03",\ 746 "dte": 2.0,\ 747 "entry_cost": 0.94,\ 748 "exit_price": 0.94,\ 749 "pnl_pct": 0.0,\ 750 "pnl_dollar": 0.0,\ 751 "win": "False",\ 752 "ratio": 0.05\ 753 },\ 754 {\ 755 "signal_date": "2023-03-14",\ 756 "trade_date": "2023-03-15",\ 757 "entry_stock_price": 150.71,\ 758 "exit_stock_price": 152.24,\ 759 "stock_change_pct": 1.01,\ 760 "direction": "put",\ 761 "strike": 150.0,\ 762 "expire": "2023-03-17",\ 763 "dte": 2.0,\ 764 "entry_cost": 0.7,\ 765 "exit_price": 0.7,\ 766 "pnl_pct": 0.0,\ 767 "pnl_dollar": 0.0,\ 768 "win": "False",\ 769 "ratio": 0.083\ 770 },\ 771 {\ 772 "signal_date": "2023-03-22",\ 773 "trade_date": "2023-03-23",\ 774 "entry_stock_price": 159.24,\ 775 "exit_stock_price": 158.74,\ 776 "stock_change_pct": -0.31,\ 777 "direction": "call",\ 778 "strike": 160.0,\ 779 "expire": "2023-03-24",\ 780 "dte": 1.0,\ 781 "entry_cost": 0.62,\ 782 "exit_price": 1.69,\ 783 "pnl_pct": 170.4,\ 784 "pnl_dollar": 1.06,\ 785 "win": "True",\ 786 "ratio": 0.133\ 787 },\ 788 {\ 789 "signal_date": "2023-04-04",\ 790 "trade_date": "2023-04-05",\ 791 "entry_stock_price": 165.65,\ 792 "exit_stock_price": 163.54,\ 793 "stock_change_pct": -1.28,\ 794 "direction": "call",\ 795 "strike": 165.0,\ 796 "expire": "2023-04-06",\ 797 "dte": 1.0,\ 798 "entry_cost": 0.34,\ 799 "exit_price": 0.34,\ 800 "pnl_pct": 0.0,\ 801 "pnl_dollar": 0.0,\ 802 "win": "False",\ 803 "ratio": 0.463\ 804 },\ 805 {\ 806 "signal_date": "2023-04-24",\ 807 "trade_date": "2023-04-25",\ 808 "entry_stock_price": 164.89,\ 809 "exit_stock_price": 163.94,\ 810 "stock_change_pct": -0.58,\ 811 "direction": "call",\ 812 "strike": 165.0,\ 813 "expire": "2023-04-28",\ 814 "dte": 3.0,\ 815 "entry_cost": 1.17,\ 816 "exit_price": 1.17,\ 817 "pnl_pct": 0.0,\ 818 "pnl_dollar": 0.0,\ 819 "win": "False",\ 820 "ratio": 0.358\ 821 },\ 822 {\ 823 "signal_date": "2023-05-08",\ 824 "trade_date": "2023-05-09",\ 825 "entry_stock_price": 172.62,\ 826 "exit_stock_price": 171.87,\ 827 "stock_change_pct": -0.44,\ 828 "direction": "call",\ 829 "strike": 172.5,\ 830 "expire": "2023-05-12",\ 831 "dte": 3.0,\ 832 "entry_cost": 1.1,\ 833 "exit_price": 1.1,\ 834 "pnl_pct": 0.0,\ 835 "pnl_dollar": 0.0,\ 836 "win": "False",\ 837 "ratio": 0.101\ 838 },\ 839 {\ 840 "signal_date": "2023-05-15",\ 841 "trade_date": "2023-05-16",\ 842 "entry_stock_price": 172.07,\ 843 "exit_stock_price": 172.58,\ 844 "stock_change_pct": 0.3,\ 845 "direction": "call",\ 846 "strike": 175.0,\ 847 "expire": "2023-05-19",\ 848 "dte": 3.0,\ 849 "entry_cost": 0.3,\ 850 "exit_price": 0.3,\ 851 "pnl_pct": 0.0,\ 852 "pnl_dollar": 0.0,\ 853 "win": "False",\ 854 "ratio": 0.379\ 855 },\ 856 {\ 857 "signal_date": "2023-06-01",\ 858 "trade_date": "2023-06-02",\ 859 "entry_stock_price": 181.36,\ 860 "exit_stock_price": 180.88,\ 861 "stock_change_pct": -0.27,\ 862 "direction": "call",\ 863 "strike": 180.0,\ 864 "expire": "2023-06-02",\ 865 "dte": 0.0,\ 866 "entry_cost": 0.86,\ 867 "exit_price": 0.88,\ 868 "pnl_pct": 1.7,\ 869 "pnl_dollar": 0.02,\ 870 "win": "True",\ 871 "ratio": 0.457\ 872 },\ 873 {\ 874 "signal_date": "2023-06-20",\ 875 "trade_date": "2023-06-21",\ 876 "entry_stock_price": 184.6,\ 877 "exit_stock_price": 184.12,\ 878 "stock_change_pct": -0.27,\ 879 "direction": "call",\ 880 "strike": 187.5,\ 881 "expire": "2023-06-23",\ 882 "dte": 2.0,\ 883 "entry_cost": 0.14,\ 884 "exit_price": 0.14,\ 885 "pnl_pct": 0.0,\ 886 "pnl_dollar": 0.0,\ 887 "win": "False",\ 888 "ratio": 0.497\ 889 },\ 890 {\ 891 "signal_date": "2023-06-28",\ 892 "trade_date": "2023-06-29",\ 893 "entry_stock_price": 189.78,\ 894 "exit_stock_price": 189.26,\ 895 "stock_change_pct": -0.28,\ 896 "direction": "call",\ 897 "strike": 190.0,\ 898 "expire": "2023-06-30",\ 899 "dte": 1.0,\ 900 "entry_cost": 0.55,\ 901 "exit_price": 0.69,\ 902 "pnl_pct": 25.5,\ 903 "pnl_dollar": 0.14,\ 904 "win": "True",\ 905 "ratio": 0.309\ 906 },\ 907 {\ 908 "signal_date": "2023-07-06",\ 909 "trade_date": "2023-07-07",\ 910 "entry_stock_price": 191.58,\ 911 "exit_stock_price": 191.58,\ 912 "stock_change_pct": 0.0,\ 913 "direction": "call",\ 914 "strike": 190.0,\ 915 "expire": "2023-07-07",\ 916 "dte": 0.0,\ 917 "entry_cost": 0.78,\ 918 "exit_price": 1.58,\ 919 "pnl_pct": 101.9,\ 920 "pnl_dollar": 0.8,\ 921 "win": "True",\ 922 "ratio": 0.079\ 923 },\ 924 {\ 925 "signal_date": "2023-07-13",\ 926 "trade_date": "2023-07-14",\ 927 "entry_stock_price": 189.86,\ 928 "exit_stock_price": 190.42,\ 929 "stock_change_pct": 0.29,\ 930 "direction": "call",\ 931 "strike": 190.0,\ 932 "expire": "2023-07-14",\ 933 "dte": 0.0,\ 934 "entry_cost": 0.4,\ 935 "exit_price": 0.42,\ 936 "pnl_pct": 2.5,\ 937 "pnl_dollar": 0.01,\ 938 "win": "True",\ 939 "ratio": 0.429\ 940 },\ 941 {\ 942 "signal_date": "2023-07-31",\ 943 "trade_date": "2023-08-01",\ 944 "entry_stock_price": 196.0,\ 945 "exit_stock_price": 195.8,\ 946 "stock_change_pct": -0.1,\ 947 "direction": "call",\ 948 "strike": 197.5,\ 949 "expire": "2023-08-04",\ 950 "dte": 3.0,\ 951 "entry_cost": 2.56,\ 952 "exit_price": 2.56,\ 953 "pnl_pct": 0.0,\ 954 "pnl_dollar": 0.0,\ 955 "win": "False",\ 956 "ratio": 0.288\ 957 },\ 958 {\ 959 "signal_date": "2023-08-08",\ 960 "trade_date": "2023-08-09",\ 961 "entry_stock_price": 180.82,\ 962 "exit_stock_price": 178.58,\ 963 "stock_change_pct": -1.24,\ 964 "direction": "put",\ 965 "strike": 177.5,\ 966 "expire": "2023-08-11",\ 967 "dte": 2.0,\ 968 "entry_cost": 1.26,\ 969 "exit_price": 1.26,\ 970 "pnl_pct": 0.0,\ 971 "pnl_dollar": 0.0,\ 972 "win": "False",\ 973 "ratio": 0.372\ 974 },\ 975 {\ 976 "signal_date": "2023-08-16",\ 977 "trade_date": "2023-08-17",\ 978 "entry_stock_price": 176.73,\ 979 "exit_stock_price": 173.86,\ 980 "stock_change_pct": -1.62,\ 981 "direction": "put",\ 982 "strike": 172.5,\ 983 "expire": "2023-08-18",\ 984 "dte": 1.0,\ 985 "entry_cost": 0.29,\ 986 "exit_price": 0.45,\ 987 "pnl_pct": 56.1,\ 988 "pnl_dollar": 0.16,\ 989 "win": "True",\ 990 "ratio": 0.074\ 991 },\ 992 {\ 993 "signal_date": "2023-08-28",\ 994 "trade_date": "2023-08-29",\ 995 "entry_stock_price": 180.2,\ 996 "exit_stock_price": 184.8,\ 997 "stock_change_pct": 2.55,\ 998 "direction": "put",\ 999 "strike": 180.0,\ 1000 "expire": "2023-09-01",\ 1001 "dte": 3.0,\ 1002 "entry_cost": 0.22,\ 1003 "exit_price": 0.22,\ 1004 "pnl_pct": 0.0,\ 1005 "pnl_dollar": 0.0,\ 1006 "win": "False",\ 1007 "ratio": 0.301\ 1008 },\ 1009 {\ 1010 "signal_date": "2023-09-01",\ 1011 "trade_date": "2023-09-05",\ 1012 "entry_stock_price": 187.78,\ 1013 "exit_stock_price": 189.94,\ 1014 "stock_change_pct": 1.14,\ 1015 "direction": "put",\ 1016 "strike": 187.5,\ 1017 "expire": "2023-09-08",\ 1018 "dte": 3.0,\ 1019 "entry_cost": 0.44,\ 1020 "exit_price": 0.44,\ 1021 "pnl_pct": 0.0,\ 1022 "pnl_dollar": 0.0,\ 1023 "win": "False",\ 1024 "ratio": 0.033\ 1025 },\ 1026 {\ 1027 "signal_date": "2023-09-14",\ 1028 "trade_date": "2023-09-15",\ 1029 "entry_stock_price": 176.17,\ 1030 "exit_stock_price": 174.7,\ 1031 "stock_change_pct": -0.83,\ 1032 "direction": "put",\ 1033 "strike": 175.0,\ 1034 "expire": "2023-09-15",\ 1035 "dte": 0.0,\ 1036 "entry_cost": 0.02,\ 1037 "exit_price": 0.3,\ 1038 "pnl_pct": 1080.0,\ 1039 "pnl_dollar": 0.27,\ 1040 "win": "True",\ 1041 "ratio": 0.425\ 1042 },\ 1043 {\ 1044 "signal_date": "2023-09-21",\ 1045 "trade_date": "2023-09-22",\ 1046 "entry_stock_price": 174.79,\ 1047 "exit_stock_price": 174.98,\ 1048 "stock_change_pct": 0.11,\ 1049 "direction": "put",\ 1050 "strike": 175.0,\ 1051 "expire": "2023-09-22",\ 1052 "dte": 0.0,\ 1053 "entry_cost": 0.16,\ 1054 "exit_price": 0.01,\ 1055 "pnl_pct": -90.3,\ 1056 "pnl_dollar": -0.14,\ 1057 "win": "False",\ 1058 "ratio": 0.477\ 1059 },\ 1060 {\ 1061 "signal_date": "2023-09-28",\ 1062 "trade_date": "2023-09-29",\ 1063 "entry_stock_price": 171.81,\ 1064 "exit_stock_price": 170.98,\ 1065 "stock_change_pct": -0.49,\ 1066 "direction": "put",\ 1067 "strike": 170.0,\ 1068 "expire": "2023-09-29",\ 1069 "dte": 0.0,\ 1070 "entry_cost": 0.02,\ 1071 "exit_price": 0,\ 1072 "pnl_pct": -100.0,\ 1073 "pnl_dollar": -0.02,\ 1074 "win": "False",\ 1075 "ratio": 0.446\ 1076 },\ 1077 {\ 1078 "signal_date": "2023-10-10",\ 1079 "trade_date": "2023-10-11",\ 1080 "entry_stock_price": 178.38,\ 1081 "exit_stock_price": 179.42,\ 1082 "stock_change_pct": 0.59,\ 1083 "direction": "put",\ 1084 "strike": 177.5,\ 1085 "expire": "2023-10-13",\ 1086 "dte": 2.0,\ 1087 "entry_cost": 0.42,\ 1088 "exit_price": 0.73,\ 1089 "pnl_pct": 72.9,\ 1090 "pnl_dollar": 0.31,\ 1091 "win": "True",\ 1092 "ratio": 0.15\ 1093 },\ 1094 {\ 1095 "signal_date": "2023-10-16",\ 1096 "trade_date": "2023-10-17",\ 1097 "entry_stock_price": 178.17,\ 1098 "exit_stock_price": 176.54,\ 1099 "stock_change_pct": -0.91,\ 1100 "direction": "call",\ 1101 "strike": 177.5,\ 1102 "expire": "2023-10-20",\ 1103 "dte": 3.0,\ 1104 "entry_cost": 1.38,\ 1105 "exit_price": 2.03,\ 1106 "pnl_pct": 47.1,\ 1107 "pnl_dollar": 0.65,\ 1108 "win": "True",\ 1109 "ratio": 0.013\ 1110 },\ 1111 {\ 1112 "signal_date": "2023-10-23",\ 1113 "trade_date": "2023-10-24",\ 1114 "entry_stock_price": 173.17,\ 1115 "exit_stock_price": 173.54,\ 1116 "stock_change_pct": 0.21,\ 1117 "direction": "put",\ 1118 "strike": 170.0,\ 1119 "expire": "2023-10-27",\ 1120 "dte": 3.0,\ 1121 "entry_cost": 0.57,\ 1122 "exit_price": 0.57,\ 1123 "pnl_pct": 0.0,\ 1124 "pnl_dollar": 0.0,\ 1125 "win": "False",\ 1126 "ratio": 0.2\ 1127 },\ 1128 {\ 1129 "signal_date": "2023-11-08",\ 1130 "trade_date": "2023-11-09",\ 1131 "entry_stock_price": 182.16,\ 1132 "exit_stock_price": 181.68,\ 1133 "stock_change_pct": -0.26,\ 1134 "direction": "call",\ 1135 "strike": 185.0,\ 1136 "expire": "2023-11-10",\ 1137 "dte": 1.0,\ 1138 "entry_cost": 0.06,\ 1139 "exit_price": 0.06,\ 1140 "pnl_pct": 0.0,\ 1141 "pnl_dollar": 0.0,\ 1142 "win": "False",\ 1143 "ratio": 0.417\ 1144 },\ 1145 {\ 1146 "signal_date": "2023-11-15",\ 1147 "trade_date": "2023-11-16",\ 1148 "entry_stock_price": 188.23,\ 1149 "exit_stock_price": 189.76,\ 1150 "stock_change_pct": 0.82,\ 1151 "direction": "call",\ 1152 "strike": 190.0,\ 1153 "expire": "2023-11-17",\ 1154 "dte": 1.0,\ 1155 "entry_cost": 0.7,\ 1156 "exit_price": 0.7,\ 1157 "pnl_pct": 0.0,\ 1158 "pnl_dollar": 0.0,\ 1159 "win": "False",\ 1160 "ratio": 0.121\ 1161 },\ 1162 {\ 1163 "signal_date": "2023-11-27",\ 1164 "trade_date": "2023-11-28",\ 1165 "entry_stock_price": 189.64,\ 1166 "exit_stock_price": 189.98,\ 1167 "stock_change_pct": 0.18,\ 1168 "direction": "call",\ 1169 "strike": 192.5,\ 1170 "expire": "2023-12-01",\ 1171 "dte": 3.0,\ 1172 "entry_cost": 0.38,\ 1173 "exit_price": 0.33,\ 1174 "pnl_pct": -13.3,\ 1175 "pnl_dollar": -0.05,\ 1176 "win": "False",\ 1177 "ratio": 0.031\ 1178 },\ 1179 {\ 1180 "signal_date": "2023-12-06",\ 1181 "trade_date": "2023-12-07",\ 1182 "entry_stock_price": 192.41,\ 1183 "exit_stock_price": 194.1,\ 1184 "stock_change_pct": 0.88,\ 1185 "direction": "call",\ 1186 "strike": 195.0,\ 1187 "expire": "2023-12-08",\ 1188 "dte": 1.0,\ 1189 "entry_cost": 0.52,\ 1190 "exit_price": 0.52,\ 1191 "pnl_pct": 0.0,\ 1192 "pnl_dollar": 0.0,\ 1193 "win": "False",\ 1194 "ratio": 0.223\ 1195 },\ 1196 {\ 1197 "signal_date": "2023-12-14",\ 1198 "trade_date": "2023-12-15",\ 1199 "entry_stock_price": 197.84,\ 1200 "exit_stock_price": 198.04,\ 1201 "stock_change_pct": 0.1,\ 1202 "direction": "call",\ 1203 "strike": 197.5,\ 1204 "expire": "2023-12-15",\ 1205 "dte": 0.0,\ 1206 "entry_cost": 0.1,\ 1207 "exit_price": 0.54,\ 1208 "pnl_pct": 435.0,\ 1209 "pnl_dollar": 0.44,\ 1210 "win": "True",\ 1211 "ratio": 0.339\ 1212 }\ 1213 ], 1214 "stats": { 1215 "name": "daily_slope", 1216 "n": 35, 1217 "wins": 11, 1218 "losses": 24, 1219 "win_rate": 31.4, 1220 "avg_pnl": 48.8, 1221 "cum_pnl": 3.04, 1222 "profit_factor": 14.4, 1223 "best_trade": 1080.0, 1224 "worst_trade": -100.0 1225 }, 1226 "compound_final": 219565.74, 1227 "max_drawdown": 72.6 1228 }, 1229 "last1h": { 1230 "trades": [\ 1231 {\ 1232 "signal_date": "2023-01-04",\ 1233 "trade_date": "2023-01-05",\ 1234 "entry_stock_price": 127.66,\ 1235 "exit_stock_price": 125.04,\ 1236 "stock_change_pct": -2.05,\ 1237 "direction": "put",\ 1238 "strike": 125.0,\ 1239 "expire": "2023-01-06",\ 1240 "dte": 1.0,\ 1241 "entry_cost": 1.27,\ 1242 "exit_price": 1.27,\ 1243 "pnl_pct": 0.0,\ 1244 "pnl_dollar": 0.0,\ 1245 "win": "False",\ 1246 "ratio": 0.13\ 1247 },\ 1248 {\ 1249 "signal_date": "2023-01-10",\ 1250 "trade_date": "2023-01-11",\ 1251 "entry_stock_price": 130.76,\ 1252 "exit_stock_price": 132.86,\ 1253 "stock_change_pct": 1.6,\ 1254 "direction": "call",\ 1255 "strike": 133.0,\ 1256 "expire": "2023-01-13",\ 1257 "dte": 2.0,\ 1258 "entry_cost": 2.22,\ 1259 "exit_price": 1.78,\ 1260 "pnl_pct": -20.2,\ 1261 "pnl_dollar": -0.45,\ 1262 "win": "False",\ 1263 "ratio": 0.137\ 1264 },\ 1265 {\ 1266 "signal_date": "2023-01-18",\ 1267 "trade_date": "2023-01-19",\ 1268 "entry_stock_price": 133.55,\ 1269 "exit_stock_price": 135.49,\ 1270 "stock_change_pct": 1.45,\ 1271 "direction": "put",\ 1272 "strike": 134.0,\ 1273 "expire": "2023-01-20",\ 1274 "dte": 1.0,\ 1275 "entry_cost": 0.46,\ 1276 "exit_price": 0.46,\ 1277 "pnl_pct": 0.0,\ 1278 "pnl_dollar": 0.0,\ 1279 "win": "False",\ 1280 "ratio": 0.367\ 1281 },\ 1282 {\ 1283 "signal_date": "2023-01-25",\ 1284 "trade_date": "2023-01-26",\ 1285 "entry_stock_price": 143.28,\ 1286 "exit_stock_price": 143.5,\ 1287 "stock_change_pct": 0.16,\ 1288 "direction": "call",\ 1289 "strike": 145.0,\ 1290 "expire": "2023-01-27",\ 1291 "dte": 1.0,\ 1292 "entry_cost": 0.42,\ 1293 "exit_price": 0.41,\ 1294 "pnl_pct": 0.0,\ 1295 "pnl_dollar": 0.0,\ 1296 "win": "False",\ 1297 "ratio": 0.18\ 1298 },\ 1299 {\ 1300 "signal_date": "2023-01-31",\ 1301 "trade_date": "2023-02-01",\ 1302 "entry_stock_price": 144.24,\ 1303 "exit_stock_price": 146.14,\ 1304 "stock_change_pct": 1.31,\ 1305 "direction": "put",\ 1306 "strike": 140.0,\ 1307 "expire": "2023-02-03",\ 1308 "dte": 2.0,\ 1309 "entry_cost": 1.0,\ 1310 "exit_price": 0.99,\ 1311 "pnl_pct": 0.0,\ 1312 "pnl_dollar": 0.0,\ 1313 "win": "False",\ 1314 "ratio": 0.059\ 1315 },\ 1316 {\ 1317 "signal_date": "2023-02-09",\ 1318 "trade_date": "2023-02-10",\ 1319 "entry_stock_price": 148.97,\ 1320 "exit_stock_price": 150.7,\ 1321 "stock_change_pct": 1.16,\ 1322 "direction": "put",\ 1323 "strike": 152.5,\ 1324 "expire": "2023-02-10",\ 1325 "dte": 0.0,\ 1326 "entry_cost": 1.41,\ 1327 "exit_price": 1.81,\ 1328 "pnl_pct": 28.0,\ 1329 "pnl_dollar": 0.4,\ 1330 "win": "True",\ 1331 "ratio": 0.407\ 1332 },\ 1333 {\ 1334 "signal_date": "2023-02-22",\ 1335 "trade_date": "2023-02-23",\ 1336 "entry_stock_price": 149.75,\ 1337 "exit_stock_price": 149.71,\ 1338 "stock_change_pct": -0.02,\ 1339 "direction": "put",\ 1340 "strike": 147.0,\ 1341 "expire": "2023-02-24",\ 1342 "dte": 1.0,\ 1343 "entry_cost": 0.22,\ 1344 "exit_price": 0.9,\ 1345 "pnl_pct": 316.3,\ 1346 "pnl_dollar": 0.68,\ 1347 "win": "True",\ 1348 "ratio": 0.08\ 1349 },\ 1350 {\ 1351 "signal_date": "2023-02-28",\ 1352 "trade_date": "2023-03-01",\ 1353 "entry_stock_price": 148.04,\ 1354 "exit_stock_price": 145.44,\ 1355 "stock_change_pct": -1.75,\ 1356 "direction": "put",\ 1357 "strike": 145.0,\ 1358 "expire": "2023-03-03",\ 1359 "dte": 2.0,\ 1360 "entry_cost": 1.06,\ 1361 "exit_price": 1.06,\ 1362 "pnl_pct": 0.0,\ 1363 "pnl_dollar": 0.0,\ 1364 "win": "False",\ 1365 "ratio": 0.05\ 1366 },\ 1367 {\ 1368 "signal_date": "2023-03-14",\ 1369 "trade_date": "2023-03-15",\ 1370 "entry_stock_price": 150.71,\ 1371 "exit_stock_price": 152.24,\ 1372 "stock_change_pct": 1.01,\ 1373 "direction": "call",\ 1374 "strike": 152.5,\ 1375 "expire": "2023-03-17",\ 1376 "dte": 2.0,\ 1377 "entry_cost": 1.59,\ 1378 "exit_price": 1.59,\ 1379 "pnl_pct": 0.0,\ 1380 "pnl_dollar": 0.0,\ 1381 "win": "False",\ 1382 "ratio": 0.083\ 1383 },\ 1384 {\ 1385 "signal_date": "2023-03-22",\ 1386 "trade_date": "2023-03-23",\ 1387 "entry_stock_price": 159.24,\ 1388 "exit_stock_price": 158.74,\ 1389 "stock_change_pct": -0.31,\ 1390 "direction": "put",\ 1391 "strike": 157.5,\ 1392 "expire": "2023-03-24",\ 1393 "dte": 1.0,\ 1394 "entry_cost": 0.46,\ 1395 "exit_price": 0.23,\ 1396 "pnl_pct": -50.5,\ 1397 "pnl_dollar": -0.23,\ 1398 "win": "False",\ 1399 "ratio": 0.133\ 1400 },\ 1401 {\ 1402 "signal_date": "2023-04-04",\ 1403 "trade_date": "2023-04-05",\ 1404 "entry_stock_price": 165.65,\ 1405 "exit_stock_price": 163.54,\ 1406 "stock_change_pct": -1.28,\ 1407 "direction": "put",\ 1408 "strike": 162.5,\ 1409 "expire": "2023-04-06",\ 1410 "dte": 1.0,\ 1411 "entry_cost": 0.32,\ 1412 "exit_price": 0.32,\ 1413 "pnl_pct": 0.0,\ 1414 "pnl_dollar": 0.0,\ 1415 "win": "False",\ 1416 "ratio": 0.463\ 1417 },\ 1418 {\ 1419 "signal_date": "2023-04-24",\ 1420 "trade_date": "2023-04-25",\ 1421 "entry_stock_price": 164.89,\ 1422 "exit_stock_price": 163.94,\ 1423 "stock_change_pct": -0.58,\ 1424 "direction": "call",\ 1425 "strike": 165.0,\ 1426 "expire": "2023-04-28",\ 1427 "dte": 3.0,\ 1428 "entry_cost": 1.17,\ 1429 "exit_price": 1.17,\ 1430 "pnl_pct": 0.0,\ 1431 "pnl_dollar": 0.0,\ 1432 "win": "False",\ 1433 "ratio": 0.358\ 1434 },\ 1435 {\ 1436 "signal_date": "2023-05-08",\ 1437 "trade_date": "2023-05-09",\ 1438 "entry_stock_price": 172.62,\ 1439 "exit_stock_price": 171.87,\ 1440 "stock_change_pct": -0.44,\ 1441 "direction": "put",\ 1442 "strike": 170.0,\ 1443 "expire": "2023-05-12",\ 1444 "dte": 3.0,\ 1445 "entry_cost": 0.82,\ 1446 "exit_price": 0.81,\ 1447 "pnl_pct": 0.0,\ 1448 "pnl_dollar": 0.0,\ 1449 "win": "False",\ 1450 "ratio": 0.101\ 1451 },\ 1452 {\ 1453 "signal_date": "2023-05-15",\ 1454 "trade_date": "2023-05-16",\ 1455 "entry_stock_price": 172.07,\ 1456 "exit_stock_price": 172.58,\ 1457 "stock_change_pct": 0.3,\ 1458 "direction": "call",\ 1459 "strike": 175.0,\ 1460 "expire": "2023-05-19",\ 1461 "dte": 3.0,\ 1462 "entry_cost": 0.3,\ 1463 "exit_price": 0.3,\ 1464 "pnl_pct": 0.0,\ 1465 "pnl_dollar": 0.0,\ 1466 "win": "False",\ 1467 "ratio": 0.379\ 1468 },\ 1469 {\ 1470 "signal_date": "2023-06-01",\ 1471 "trade_date": "2023-06-02",\ 1472 "entry_stock_price": 181.36,\ 1473 "exit_stock_price": 180.88,\ 1474 "stock_change_pct": -0.27,\ 1475 "direction": "put",\ 1476 "strike": 182.5,\ 1477 "expire": "2023-06-02",\ 1478 "dte": 0.0,\ 1479 "entry_cost": 1.63,\ 1480 "exit_price": 1.62,\ 1481 "pnl_pct": -0.3,\ 1482 "pnl_dollar": -0.0,\ 1483 "win": "False",\ 1484 "ratio": 0.457\ 1485 },\ 1486 {\ 1487 "signal_date": "2023-06-20",\ 1488 "trade_date": "2023-06-21",\ 1489 "entry_stock_price": 184.6,\ 1490 "exit_stock_price": 184.12,\ 1491 "stock_change_pct": -0.27,\ 1492 "direction": "put",\ 1493 "strike": 182.5,\ 1494 "expire": "2023-06-23",\ 1495 "dte": 2.0,\ 1496 "entry_cost": 0.55,\ 1497 "exit_price": 0.55,\ 1498 "pnl_pct": 0.0,\ 1499 "pnl_dollar": 0.0,\ 1500 "win": "False",\ 1501 "ratio": 0.497\ 1502 },\ 1503 {\ 1504 "signal_date": "2023-06-28",\ 1505 "trade_date": "2023-06-29",\ 1506 "entry_stock_price": 189.78,\ 1507 "exit_stock_price": 189.26,\ 1508 "stock_change_pct": -0.28,\ 1509 "direction": "put",\ 1510 "strike": 187.5,\ 1511 "expire": "2023-06-30",\ 1512 "dte": 1.0,\ 1513 "entry_cost": 0.18,\ 1514 "exit_price": 0.32,\ 1515 "pnl_pct": 75.7,\ 1516 "pnl_dollar": 0.14,\ 1517 "win": "True",\ 1518 "ratio": 0.309\ 1519 },\ 1520 {\ 1521 "signal_date": "2023-07-06",\ 1522 "trade_date": "2023-07-07",\ 1523 "entry_stock_price": 191.58,\ 1524 "exit_stock_price": 191.58,\ 1525 "stock_change_pct": 0.0,\ 1526 "direction": "call",\ 1527 "strike": 190.0,\ 1528 "expire": "2023-07-07",\ 1529 "dte": 0.0,\ 1530 "entry_cost": 0.78,\ 1531 "exit_price": 1.58,\ 1532 "pnl_pct": 101.9,\ 1533 "pnl_dollar": 0.8,\ 1534 "win": "True",\ 1535 "ratio": 0.079\ 1536 },\ 1537 {\ 1538 "signal_date": "2023-07-13",\ 1539 "trade_date": "2023-07-14",\ 1540 "entry_stock_price": 189.86,\ 1541 "exit_stock_price": 190.42,\ 1542 "stock_change_pct": 0.29,\ 1543 "direction": "call",\ 1544 "strike": 190.0,\ 1545 "expire": "2023-07-14",\ 1546 "dte": 0.0,\ 1547 "entry_cost": 0.4,\ 1548 "exit_price": 0.42,\ 1549 "pnl_pct": 2.5,\ 1550 "pnl_dollar": 0.01,\ 1551 "win": "True",\ 1552 "ratio": 0.429\ 1553 },\ 1554 {\ 1555 "signal_date": "2023-07-31",\ 1556 "trade_date": "2023-08-01",\ 1557 "entry_stock_price": 196.0,\ 1558 "exit_stock_price": 195.8,\ 1559 "stock_change_pct": -0.1,\ 1560 "direction": "call",\ 1561 "strike": 197.5,\ 1562 "expire": "2023-08-04",\ 1563 "dte": 3.0,\ 1564 "entry_cost": 2.56,\ 1565 "exit_price": 2.56,\ 1566 "pnl_pct": 0.0,\ 1567 "pnl_dollar": 0.0,\ 1568 "win": "False",\ 1569 "ratio": 0.288\ 1570 },\ 1571 {\ 1572 "signal_date": "2023-08-08",\ 1573 "trade_date": "2023-08-09",\ 1574 "entry_stock_price": 180.82,\ 1575 "exit_stock_price": 178.58,\ 1576 "stock_change_pct": -1.24,\ 1577 "direction": "call",\ 1578 "strike": 180.0,\ 1579 "expire": "2023-08-11",\ 1580 "dte": 2.0,\ 1581 "entry_cost": 0.67,\ 1582 "exit_price": 0.67,\ 1583 "pnl_pct": 0.0,\ 1584 "pnl_dollar": 0.0,\ 1585 "win": "False",\ 1586 "ratio": 0.372\ 1587 },\ 1588 {\ 1589 "signal_date": "2023-08-16",\ 1590 "trade_date": "2023-08-17",\ 1591 "entry_stock_price": 176.73,\ 1592 "exit_stock_price": 173.86,\ 1593 "stock_change_pct": -1.62,\ 1594 "direction": "put",\ 1595 "strike": 172.5,\ 1596 "expire": "2023-08-18",\ 1597 "dte": 1.0,\ 1598 "entry_cost": 0.29,\ 1599 "exit_price": 0.45,\ 1600 "pnl_pct": 56.1,\ 1601 "pnl_dollar": 0.16,\ 1602 "win": "True",\ 1603 "ratio": 0.074\ 1604 },\ 1605 {\ 1606 "signal_date": "2023-08-28",\ 1607 "trade_date": "2023-08-29",\ 1608 "entry_stock_price": 180.2,\ 1609 "exit_stock_price": 184.8,\ 1610 "stock_change_pct": 2.55,\ 1611 "direction": "call",\ 1612 "strike": 185.0,\ 1613 "expire": "2023-09-01",\ 1614 "dte": 3.0,\ 1615 "entry_cost": 0.96,\ 1616 "exit_price": 0.96,\ 1617 "pnl_pct": 0.0,\ 1618 "pnl_dollar": 0.0,\ 1619 "win": "False",\ 1620 "ratio": 0.301\ 1621 },\ 1622 {\ 1623 "signal_date": "2023-09-01",\ 1624 "trade_date": "2023-09-05",\ 1625 "entry_stock_price": 187.78,\ 1626 "exit_stock_price": 189.94,\ 1627 "stock_change_pct": 1.14,\ 1628 "direction": "call",\ 1629 "strike": 190.0,\ 1630 "expire": "2023-09-08",\ 1631 "dte": 3.0,\ 1632 "entry_cost": 1.18,\ 1633 "exit_price": 1.18,\ 1634 "pnl_pct": 0.0,\ 1635 "pnl_dollar": 0.0,\ 1636 "win": "False",\ 1637 "ratio": 0.033\ 1638 },\ 1639 {\ 1640 "signal_date": "2023-09-14",\ 1641 "trade_date": "2023-09-15",\ 1642 "entry_stock_price": 176.17,\ 1643 "exit_stock_price": 174.7,\ 1644 "stock_change_pct": -0.83,\ 1645 "direction": "call",\ 1646 "strike": 175.0,\ 1647 "expire": "2023-09-15",\ 1648 "dte": 0.0,\ 1649 "entry_cost": 0.02,\ 1650 "exit_price": 0,\ 1651 "pnl_pct": -100.0,\ 1652 "pnl_dollar": -0.02,\ 1653 "win": "False",\ 1654 "ratio": 0.425\ 1655 },\ 1656 {\ 1657 "signal_date": "2023-09-21",\ 1658 "trade_date": "2023-09-22",\ 1659 "entry_stock_price": 174.79,\ 1660 "exit_stock_price": 174.98,\ 1661 "stock_change_pct": 0.11,\ 1662 "direction": "put",\ 1663 "strike": 175.0,\ 1664 "expire": "2023-09-22",\ 1665 "dte": 0.0,\ 1666 "entry_cost": 0.16,\ 1667 "exit_price": 0.01,\ 1668 "pnl_pct": -90.3,\ 1669 "pnl_dollar": -0.14,\ 1670 "win": "False",\ 1671 "ratio": 0.477\ 1672 },\ 1673 {\ 1674 "signal_date": "2023-09-28",\ 1675 "trade_date": "2023-09-29",\ 1676 "entry_stock_price": 171.81,\ 1677 "exit_stock_price": 170.98,\ 1678 "stock_change_pct": -0.49,\ 1679 "direction": "call",\ 1680 "strike": 170.0,\ 1681 "expire": "2023-09-29",\ 1682 "dte": 0.0,\ 1683 "entry_cost": 1.25,\ 1684 "exit_price": 0.98,\ 1685 "pnl_pct": -22.0,\ 1686 "pnl_dollar": -0.27,\ 1687 "win": "False",\ 1688 "ratio": 0.446\ 1689 },\ 1690 {\ 1691 "signal_date": "2023-10-10",\ 1692 "trade_date": "2023-10-11",\ 1693 "entry_stock_price": 178.38,\ 1694 "exit_stock_price": 179.42,\ 1695 "stock_change_pct": 0.59,\ 1696 "direction": "call",\ 1697 "strike": 180.0,\ 1698 "expire": "2023-10-13",\ 1699 "dte": 2.0,\ 1700 "entry_cost": 1.1,\ 1701 "exit_price": 0.74,\ 1702 "pnl_pct": -32.4,\ 1703 "pnl_dollar": -0.36,\ 1704 "win": "False",\ 1705 "ratio": 0.15\ 1706 },\ 1707 {\ 1708 "signal_date": "2023-10-16",\ 1709 "trade_date": "2023-10-17",\ 1710 "entry_stock_price": 178.17,\ 1711 "exit_stock_price": 176.54,\ 1712 "stock_change_pct": -0.91,\ 1713 "direction": "call",\ 1714 "strike": 177.5,\ 1715 "expire": "2023-10-20",\ 1716 "dte": 3.0,\ 1717 "entry_cost": 1.38,\ 1718 "exit_price": 2.03,\ 1719 "pnl_pct": 47.1,\ 1720 "pnl_dollar": 0.65,\ 1721 "win": "True",\ 1722 "ratio": 0.013\ 1723 },\ 1724 {\ 1725 "signal_date": "2023-10-23",\ 1726 "trade_date": "2023-10-24",\ 1727 "entry_stock_price": 173.17,\ 1728 "exit_stock_price": 173.54,\ 1729 "stock_change_pct": 0.21,\ 1730 "direction": "put",\ 1731 "strike": 170.0,\ 1732 "expire": "2023-10-27",\ 1733 "dte": 3.0,\ 1734 "entry_cost": 0.57,\ 1735 "exit_price": 0.57,\ 1736 "pnl_pct": 0.0,\ 1737 "pnl_dollar": 0.0,\ 1738 "win": "False",\ 1739 "ratio": 0.2\ 1740 },\ 1741 {\ 1742 "signal_date": "2023-11-08",\ 1743 "trade_date": "2023-11-09",\ 1744 "entry_stock_price": 182.16,\ 1745 "exit_stock_price": 181.68,\ 1746 "stock_change_pct": -0.26,\ 1747 "direction": "call",\ 1748 "strike": 185.0,\ 1749 "expire": "2023-11-10",\ 1750 "dte": 1.0,\ 1751 "entry_cost": 0.06,\ 1752 "exit_price": 0.06,\ 1753 "pnl_pct": 0.0,\ 1754 "pnl_dollar": 0.0,\ 1755 "win": "False",\ 1756 "ratio": 0.417\ 1757 },\ 1758 {\ 1759 "signal_date": "2023-11-15",\ 1760 "trade_date": "2023-11-16",\ 1761 "entry_stock_price": 188.23,\ 1762 "exit_stock_price": 189.76,\ 1763 "stock_change_pct": 0.82,\ 1764 "direction": "put",\ 1765 "strike": 187.5,\ 1766 "expire": "2023-11-17",\ 1767 "dte": 1.0,\ 1768 "entry_cost": 0.2,\ 1769 "exit_price": 0.21,\ 1770 "pnl_pct": 0.0,\ 1771 "pnl_dollar": 0.0,\ 1772 "win": "False",\ 1773 "ratio": 0.121\ 1774 },\ 1775 {\ 1776 "signal_date": "2023-11-27",\ 1777 "trade_date": "2023-11-28",\ 1778 "entry_stock_price": 189.64,\ 1779 "exit_stock_price": 189.98,\ 1780 "stock_change_pct": 0.18,\ 1781 "direction": "call",\ 1782 "strike": 192.5,\ 1783 "expire": "2023-12-01",\ 1784 "dte": 3.0,\ 1785 "entry_cost": 0.38,\ 1786 "exit_price": 0.33,\ 1787 "pnl_pct": -13.3,\ 1788 "pnl_dollar": -0.05,\ 1789 "win": "False",\ 1790 "ratio": 0.031\ 1791 },\ 1792 {\ 1793 "signal_date": "2023-12-06",\ 1794 "trade_date": "2023-12-07",\ 1795 "entry_stock_price": 192.41,\ 1796 "exit_stock_price": 194.1,\ 1797 "stock_change_pct": 0.88,\ 1798 "direction": "put",\ 1799 "strike": 192.5,\ 1800 "expire": "2023-12-08",\ 1801 "dte": 1.0,\ 1802 "entry_cost": 0.26,\ 1803 "exit_price": 0.26,\ 1804 "pnl_pct": 0.0,\ 1805 "pnl_dollar": 0.0,\ 1806 "win": "False",\ 1807 "ratio": 0.223\ 1808 },\ 1809 {\ 1810 "signal_date": "2023-12-14",\ 1811 "trade_date": "2023-12-15",\ 1812 "entry_stock_price": 197.84,\ 1813 "exit_stock_price": 198.04,\ 1814 "stock_change_pct": 0.1,\ 1815 "direction": "call",\ 1816 "strike": 197.5,\ 1817 "expire": "2023-12-15",\ 1818 "dte": 0.0,\ 1819 "entry_cost": 0.1,\ 1820 "exit_price": 0.54,\ 1821 "pnl_pct": 435.0,\ 1822 "pnl_dollar": 0.44,\ 1823 "win": "True",\ 1824 "ratio": 0.339\ 1825 }\ 1826 ], 1827 "stats": { 1828 "name": "last1h", 1829 "n": 35, 1830 "wins": 8, 1831 "losses": 27, 1832 "win_rate": 22.9, 1833 "avg_pnl": 21.0, 1834 "cum_pnl": 1.76, 1835 "profit_factor": 10.9, 1836 "best_trade": 435.0, 1837 "worst_trade": -100.0 1838 }, 1839 "compound_final": 39901.75, 1840 "max_drawdown": 79.5 1841 }, 1842 "vwap_4h": { 1843 "trades": [\ 1844 {\ 1845 "signal_date": "2023-01-18",\ 1846 "trade_date": "2023-01-19",\ 1847 "entry_stock_price": 133.55,\ 1848 "exit_stock_price": 135.49,\ 1849 "stock_change_pct": 1.45,\ 1850 "direction": "put",\ 1851 "strike": 134.0,\ 1852 "expire": "2023-01-20",\ 1853 "dte": 1.0,\ 1854 "entry_cost": 0.46,\ 1855 "exit_price": 0.46,\ 1856 "pnl_pct": 0.0,\ 1857 "pnl_dollar": 0.0,\ 1858 "win": "False",\ 1859 "ratio": 0.367\ 1860 },\ 1861 {\ 1862 "signal_date": "2023-01-25",\ 1863 "trade_date": "2023-01-26",\ 1864 "entry_stock_price": 143.28,\ 1865 "exit_stock_price": 143.5,\ 1866 "stock_change_pct": 0.16,\ 1867 "direction": "call",\ 1868 "strike": 145.0,\ 1869 "expire": "2023-01-27",\ 1870 "dte": 1.0,\ 1871 "entry_cost": 0.42,\ 1872 "exit_price": 0.41,\ 1873 "pnl_pct": 0.0,\ 1874 "pnl_dollar": 0.0,\ 1875 "win": "False",\ 1876 "ratio": 0.18\ 1877 },\ 1878 {\ 1879 "signal_date": "2023-01-31",\ 1880 "trade_date": "2023-02-01",\ 1881 "entry_stock_price": 144.24,\ 1882 "exit_stock_price": 146.14,\ 1883 "stock_change_pct": 1.31,\ 1884 "direction": "call",\ 1885 "strike": 145.0,\ 1886 "expire": "2023-02-03",\ 1887 "dte": 2.0,\ 1888 "entry_cost": 3.18,\ 1889 "exit_price": 3.17,\ 1890 "pnl_pct": 0.0,\ 1891 "pnl_dollar": 0.0,\ 1892 "win": "False",\ 1893 "ratio": 0.059\ 1894 },\ 1895 {\ 1896 "signal_date": "2023-02-22",\ 1897 "trade_date": "2023-02-23",\ 1898 "entry_stock_price": 149.75,\ 1899 "exit_stock_price": 149.71,\ 1900 "stock_change_pct": -0.02,\ 1901 "direction": "call",\ 1902 "strike": 150.0,\ 1903 "expire": "2023-02-24",\ 1904 "dte": 1.0,\ 1905 "entry_cost": 0.7,\ 1906 "exit_price": 0.26,\ 1907 "pnl_pct": -61.9,\ 1908 "pnl_dollar": -0.43,\ 1909 "win": "False",\ 1910 "ratio": 0.08\ 1911 },\ 1912 {\ 1913 "signal_date": "2023-03-14",\ 1914 "trade_date": "2023-03-15",\ 1915 "entry_stock_price": 150.71,\ 1916 "exit_stock_price": 152.24,\ 1917 "stock_change_pct": 1.01,\ 1918 "direction": "put",\ 1919 "strike": 150.0,\ 1920 "expire": "2023-03-17",\ 1921 "dte": 2.0,\ 1922 "entry_cost": 0.7,\ 1923 "exit_price": 0.7,\ 1924 "pnl_pct": 0.0,\ 1925 "pnl_dollar": 0.0,\ 1926 "win": "False",\ 1927 "ratio": 0.083\ 1928 },\ 1929 {\ 1930 "signal_date": "2023-03-22",\ 1931 "trade_date": "2023-03-23",\ 1932 "entry_stock_price": 159.24,\ 1933 "exit_stock_price": 158.74,\ 1934 "stock_change_pct": -0.31,\ 1935 "direction": "put",\ 1936 "strike": 157.5,\ 1937 "expire": "2023-03-24",\ 1938 "dte": 1.0,\ 1939 "entry_cost": 0.46,\ 1940 "exit_price": 0.23,\ 1941 "pnl_pct": -50.5,\ 1942 "pnl_dollar": -0.23,\ 1943 "win": "False",\ 1944 "ratio": 0.133\ 1945 },\ 1946 {\ 1947 "signal_date": "2023-04-24",\ 1948 "trade_date": "2023-04-25",\ 1949 "entry_stock_price": 164.89,\ 1950 "exit_stock_price": 163.94,\ 1951 "stock_change_pct": -0.58,\ 1952 "direction": "call",\ 1953 "strike": 165.0,\ 1954 "expire": "2023-04-28",\ 1955 "dte": 3.0,\ 1956 "entry_cost": 1.17,\ 1957 "exit_price": 1.17,\ 1958 "pnl_pct": 0.0,\ 1959 "pnl_dollar": 0.0,\ 1960 "win": "False",\ 1961 "ratio": 0.358\ 1962 },\ 1963 {\ 1964 "signal_date": "2023-05-08",\ 1965 "trade_date": "2023-05-09",\ 1966 "entry_stock_price": 172.62,\ 1967 "exit_stock_price": 171.87,\ 1968 "stock_change_pct": -0.44,\ 1969 "direction": "put",\ 1970 "strike": 170.0,\ 1971 "expire": "2023-05-12",\ 1972 "dte": 3.0,\ 1973 "entry_cost": 0.82,\ 1974 "exit_price": 0.81,\ 1975 "pnl_pct": 0.0,\ 1976 "pnl_dollar": 0.0,\ 1977 "win": "False",\ 1978 "ratio": 0.101\ 1979 },\ 1980 {\ 1981 "signal_date": "2023-06-01",\ 1982 "trade_date": "2023-06-02",\ 1983 "entry_stock_price": 181.36,\ 1984 "exit_stock_price": 180.88,\ 1985 "stock_change_pct": -0.27,\ 1986 "direction": "call",\ 1987 "strike": 180.0,\ 1988 "expire": "2023-06-02",\ 1989 "dte": 0.0,\ 1990 "entry_cost": 0.86,\ 1991 "exit_price": 0.88,\ 1992 "pnl_pct": 1.7,\ 1993 "pnl_dollar": 0.02,\ 1994 "win": "True",\ 1995 "ratio": 0.457\ 1996 },\ 1997 {\ 1998 "signal_date": "2023-08-08",\ 1999 "trade_date": "2023-08-09",\ 2000 "entry_stock_price": 180.82,\ 2001 "exit_stock_price": 178.58,\ 2002 "stock_change_pct": -1.24,\ 2003 "direction": "call",\ 2004 "strike": 180.0,\ 2005 "expire": "2023-08-11",\ 2006 "dte": 2.0,\ 2007 "entry_cost": 0.67,\ 2008 "exit_price": 0.67,\ 2009 "pnl_pct": 0.0,\ 2010 "pnl_dollar": 0.0,\ 2011 "win": "False",\ 2012 "ratio": 0.372\ 2013 },\ 2014 {\ 2015 "signal_date": "2023-09-01",\ 2016 "trade_date": "2023-09-05",\ 2017 "entry_stock_price": 187.78,\ 2018 "exit_stock_price": 189.94,\ 2019 "stock_change_pct": 1.14,\ 2020 "direction": "call",\ 2021 "strike": 190.0,\ 2022 "expire": "2023-09-08",\ 2023 "dte": 3.0,\ 2024 "entry_cost": 1.18,\ 2025 "exit_price": 1.18,\ 2026 "pnl_pct": 0.0,\ 2027 "pnl_dollar": 0.0,\ 2028 "win": "False",\ 2029 "ratio": 0.033\ 2030 },\ 2031 {\ 2032 "signal_date": "2023-09-21",\ 2033 "trade_date": "2023-09-22",\ 2034 "entry_stock_price": 174.79,\ 2035 "exit_stock_price": 174.98,\ 2036 "stock_change_pct": 0.11,\ 2037 "direction": "put",\ 2038 "strike": 175.0,\ 2039 "expire": "2023-09-22",\ 2040 "dte": 0.0,\ 2041 "entry_cost": 0.16,\ 2042 "exit_price": 0.01,\ 2043 "pnl_pct": -90.3,\ 2044 "pnl_dollar": -0.14,\ 2045 "win": "False",\ 2046 "ratio": 0.477\ 2047 },\ 2048 {\ 2049 "signal_date": "2023-09-28",\ 2050 "trade_date": "2023-09-29",\ 2051 "entry_stock_price": 171.81,\ 2052 "exit_stock_price": 170.98,\ 2053 "stock_change_pct": -0.49,\ 2054 "direction": "put",\ 2055 "strike": 170.0,\ 2056 "expire": "2023-09-29",\ 2057 "dte": 0.0,\ 2058 "entry_cost": 0.02,\ 2059 "exit_price": 0,\ 2060 "pnl_pct": -100.0,\ 2061 "pnl_dollar": -0.02,\ 2062 "win": "False",\ 2063 "ratio": 0.446\ 2064 },\ 2065 {\ 2066 "signal_date": "2023-10-10",\ 2067 "trade_date": "2023-10-11",\ 2068 "entry_stock_price": 178.38,\ 2069 "exit_stock_price": 179.42,\ 2070 "stock_change_pct": 0.59,\ 2071 "direction": "put",\ 2072 "strike": 177.5,\ 2073 "expire": "2023-10-13",\ 2074 "dte": 2.0,\ 2075 "entry_cost": 0.42,\ 2076 "exit_price": 0.73,\ 2077 "pnl_pct": 72.9,\ 2078 "pnl_dollar": 0.31,\ 2079 "win": "True",\ 2080 "ratio": 0.15\ 2081 },\ 2082 {\ 2083 "signal_date": "2023-10-16",\ 2084 "trade_date": "2023-10-17",\ 2085 "entry_stock_price": 178.17,\ 2086 "exit_stock_price": 176.54,\ 2087 "stock_change_pct": -0.91,\ 2088 "direction": "call",\ 2089 "strike": 177.5,\ 2090 "expire": "2023-10-20",\ 2091 "dte": 3.0,\ 2092 "entry_cost": 1.38,\ 2093 "exit_price": 2.03,\ 2094 "pnl_pct": 47.1,\ 2095 "pnl_dollar": 0.65,\ 2096 "win": "True",\ 2097 "ratio": 0.013\ 2098 },\ 2099 {\ 2100 "signal_date": "2023-11-08",\ 2101 "trade_date": "2023-11-09",\ 2102 "entry_stock_price": 182.16,\ 2103 "exit_stock_price": 181.68,\ 2104 "stock_change_pct": -0.26,\ 2105 "direction": "call",\ 2106 "strike": 185.0,\ 2107 "expire": "2023-11-10",\ 2108 "dte": 1.0,\ 2109 "entry_cost": 0.06,\ 2110 "exit_price": 0.06,\ 2111 "pnl_pct": 0.0,\ 2112 "pnl_dollar": 0.0,\ 2113 "win": "False",\ 2114 "ratio": 0.417\ 2115 },\ 2116 {\ 2117 "signal_date": "2023-11-27",\ 2118 "trade_date": "2023-11-28",\ 2119 "entry_stock_price": 189.64,\ 2120 "exit_stock_price": 189.98,\ 2121 "stock_change_pct": 0.18,\ 2122 "direction": "put",\ 2123 "strike": 190.0,\ 2124 "expire": "2023-12-01",\ 2125 "dte": 3.0,\ 2126 "entry_cost": 0.9,\ 2127 "exit_price": 1.08,\ 2128 "pnl_pct": 19.9,\ 2129 "pnl_dollar": 0.18,\ 2130 "win": "True",\ 2131 "ratio": 0.031\ 2132 },\ 2133 {\ 2134 "signal_date": "2023-12-14",\ 2135 "trade_date": "2023-12-15",\ 2136 "entry_stock_price": 197.84,\ 2137 "exit_stock_price": 198.04,\ 2138 "stock_change_pct": 0.1,\ 2139 "direction": "put",\ 2140 "strike": 195.0,\ 2141 "expire": "2023-12-15",\ 2142 "dte": 0.0,\ 2143 "entry_cost": 0.02,\ 2144 "exit_price": 0,\ 2145 "pnl_pct": -100.0,\ 2146 "pnl_dollar": -0.02,\ 2147 "win": "False",\ 2148 "ratio": 0.339\ 2149 }\ 2150 ], 2151 "stats": { 2152 "name": "vwap_4h", 2153 "n": 18, 2154 "wins": 4, 2155 "losses": 14, 2156 "win_rate": 22.2, 2157 "avg_pnl": -14.5, 2158 "cum_pnl": 0.32, 2159 "profit_factor": 1.2, 2160 "best_trade": 72.9, 2161 "worst_trade": -100.0 2162 }, 2163 "compound_final": 1323.06, 2164 "max_drawdown": 86.8 2165 } 2166 }, 2167 "group_d": { 2168 "open_range": { 2169 "trades": [\ 2170 {\ 2171 "signal_date": "2023-01-04",\ 2172 "trade_date": "2023-01-05",\ 2173 "entry_stock_price": 127.66,\ 2174 "exit_stock_price": 125.04,\ 2175 "stock_change_pct": -2.05,\ 2176 "direction": "put",\ 2177 "strike": 125.0,\ 2178 "expire": "2023-01-06",\ 2179 "dte": 1.0,\ 2180 "entry_cost": 1.27,\ 2181 "exit_price": 1.27,\ 2182 "pnl_pct": 0.0,\ 2183 "pnl_dollar": 0.0,\ 2184 "win": "False",\ 2185 "ratio": 0.13\ 2186 },\ 2187 {\ 2188 "signal_date": "2023-01-10",\ 2189 "trade_date": "2023-01-11",\ 2190 "entry_stock_price": 130.76,\ 2191 "exit_stock_price": 132.86,\ 2192 "stock_change_pct": 1.6,\ 2193 "direction": "call",\ 2194 "strike": 133.0,\ 2195 "expire": "2023-01-13",\ 2196 "dte": 2.0,\ 2197 "entry_cost": 2.22,\ 2198 "exit_price": 1.78,\ 2199 "pnl_pct": -20.2,\ 2200 "pnl_dollar": -0.45,\ 2201 "win": "False",\ 2202 "ratio": 0.137\ 2203 },\ 2204 {\ 2205 "signal_date": "2023-01-19",\ 2206 "trade_date": "2023-01-20",\ 2207 "entry_stock_price": 136.15,\ 2208 "exit_stock_price": 137.5,\ 2209 "stock_change_pct": 0.99,\ 2210 "direction": "put",\ 2211 "strike": 138.0,\ 2212 "expire": "2023-01-20",\ 2213 "dte": 0.0,\ 2214 "entry_cost": 0.29,\ 2215 "exit_price": 0.5,\ 2216 "pnl_pct": 77.2,\ 2217 "pnl_dollar": 0.22,\ 2218 "win": "True",\ 2219 "ratio": 0.098\ 2220 },\ 2221 {\ 2222 "signal_date": "2023-01-25",\ 2223 "trade_date": "2023-01-26",\ 2224 "entry_stock_price": 143.28,\ 2225 "exit_stock_price": 143.5,\ 2226 "stock_change_pct": 0.16,\ 2227 "direction": "put",\ 2228 "strike": 143.0,\ 2229 "expire": "2023-01-27",\ 2230 "dte": 1.0,\ 2231 "entry_cost": 0.5,\ 2232 "exit_price": 0.49,\ 2233 "pnl_pct": 0.0,\ 2234 "pnl_dollar": 0.0,\ 2235 "win": "False",\ 2236 "ratio": 0.18\ 2237 },\ 2238 {\ 2239 "signal_date": "2023-01-31",\ 2240 "trade_date": "2023-02-01",\ 2241 "entry_stock_price": 144.24,\ 2242 "exit_stock_price": 146.14,\ 2243 "stock_change_pct": 1.31,\ 2244 "direction": "put",\ 2245 "strike": 140.0,\ 2246 "expire": "2023-02-03",\ 2247 "dte": 2.0,\ 2248 "entry_cost": 1.0,\ 2249 "exit_price": 0.99,\ 2250 "pnl_pct": 0.0,\ 2251 "pnl_dollar": 0.0,\ 2252 "win": "False",\ 2253 "ratio": 0.059\ 2254 },\ 2255 {\ 2256 "signal_date": "2023-02-22",\ 2257 "trade_date": "2023-02-23",\ 2258 "entry_stock_price": 149.75,\ 2259 "exit_stock_price": 149.71,\ 2260 "stock_change_pct": -0.02,\ 2261 "direction": "call",\ 2262 "strike": 150.0,\ 2263 "expire": "2023-02-24",\ 2264 "dte": 1.0,\ 2265 "entry_cost": 0.7,\ 2266 "exit_price": 0.26,\ 2267 "pnl_pct": -61.9,\ 2268 "pnl_dollar": -0.43,\ 2269 "win": "False",\ 2270 "ratio": 0.08\ 2271 },\ 2272 {\ 2273 "signal_date": "2023-02-28",\ 2274 "trade_date": "2023-03-01",\ 2275 "entry_stock_price": 148.04,\ 2276 "exit_stock_price": 145.44,\ 2277 "stock_change_pct": -1.75,\ 2278 "direction": "put",\ 2279 "strike": 145.0,\ 2280 "expire": "2023-03-03",\ 2281 "dte": 2.0,\ 2282 "entry_cost": 1.06,\ 2283 "exit_price": 1.06,\ 2284 "pnl_pct": 0.0,\ 2285 "pnl_dollar": 0.0,\ 2286 "win": "False",\ 2287 "ratio": 0.05\ 2288 },\ 2289 {\ 2290 "signal_date": "2023-03-14",\ 2291 "trade_date": "2023-03-15",\ 2292 "entry_stock_price": 150.71,\ 2293 "exit_stock_price": 152.24,\ 2294 "stock_change_pct": 1.01,\ 2295 "direction": "put",\ 2296 "strike": 150.0,\ 2297 "expire": "2023-03-17",\ 2298 "dte": 2.0,\ 2299 "entry_cost": 0.7,\ 2300 "exit_price": 0.7,\ 2301 "pnl_pct": 0.0,\ 2302 "pnl_dollar": 0.0,\ 2303 "win": "False",\ 2304 "ratio": 0.083\ 2305 },\ 2306 {\ 2307 "signal_date": "2023-03-22",\ 2308 "trade_date": "2023-03-23",\ 2309 "entry_stock_price": 159.24,\ 2310 "exit_stock_price": 158.74,\ 2311 "stock_change_pct": -0.31,\ 2312 "direction": "put",\ 2313 "strike": 157.5,\ 2314 "expire": "2023-03-24",\ 2315 "dte": 1.0,\ 2316 "entry_cost": 0.46,\ 2317 "exit_price": 0.23,\ 2318 "pnl_pct": -50.5,\ 2319 "pnl_dollar": -0.23,\ 2320 "win": "False",\ 2321 "ratio": 0.133\ 2322 },\ 2323 {\ 2324 "signal_date": "2023-05-01",\ 2325 "trade_date": "2023-05-02",\ 2326 "entry_stock_price": 169.75,\ 2327 "exit_stock_price": 168.76,\ 2328 "stock_change_pct": -0.59,\ 2329 "direction": "call",\ 2330 "strike": 170.0,\ 2331 "expire": "2023-05-05",\ 2332 "dte": 3.0,\ 2333 "entry_cost": 2.69,\ 2334 "exit_price": 2.69,\ 2335 "pnl_pct": 0.0,\ 2336 "pnl_dollar": 0.0,\ 2337 "win": "False",\ 2338 "ratio": 0.136\ 2339 },\ 2340 {\ 2341 "signal_date": "2023-05-08",\ 2342 "trade_date": "2023-05-09",\ 2343 "entry_stock_price": 172.62,\ 2344 "exit_stock_price": 171.87,\ 2345 "stock_change_pct": -0.44,\ 2346 "direction": "put",\ 2347 "strike": 170.0,\ 2348 "expire": "2023-05-12",\ 2349 "dte": 3.0,\ 2350 "entry_cost": 0.82,\ 2351 "exit_price": 0.81,\ 2352 "pnl_pct": 0.0,\ 2353 "pnl_dollar": 0.0,\ 2354 "win": "False",\ 2355 "ratio": 0.101\ 2356 },\ 2357 {\ 2358 "signal_date": "2023-05-17",\ 2359 "trade_date": "2023-05-18",\ 2360 "entry_stock_price": 172.84,\ 2361 "exit_stock_price": 174.92,\ 2362 "stock_change_pct": 1.21,\ 2363 "direction": "put",\ 2364 "strike": 172.5,\ 2365 "expire": "2023-05-19",\ 2366 "dte": 1.0,\ 2367 "entry_cost": 0.1,\ 2368 "exit_price": 0.1,\ 2369 "pnl_pct": 0.0,\ 2370 "pnl_dollar": 0.0,\ 2371 "win": "False",\ 2372 "ratio": 0.041\ 2373 },\ 2374 {\ 2375 "signal_date": "2023-05-24",\ 2376 "trade_date": "2023-05-25",\ 2377 "entry_stock_price": 171.18,\ 2378 "exit_stock_price": 173.76,\ 2379 "stock_change_pct": 1.51,\ 2380 "direction": "call",\ 2381 "strike": 175.0,\ 2382 "expire": "2023-05-26",\ 2383 "dte": 1.0,\ 2384 "entry_cost": 0.18,\ 2385 "exit_price": 0.24,\ 2386 "pnl_pct": 34.3,\ 2387 "pnl_dollar": 0.06,\ 2388 "win": "True",\ 2389 "ratio": 0.115\ 2390 },\ 2391 {\ 2392 "signal_date": "2023-06-06",\ 2393 "trade_date": "2023-06-07",\ 2394 "entry_stock_price": 179.04,\ 2395 "exit_stock_price": 177.83,\ 2396 "stock_change_pct": -0.67,\ 2397 "direction": "call",\ 2398 "strike": 180.0,\ 2399 "expire": "2023-06-09",\ 2400 "dte": 2.0,\ 2401 "entry_cost": 0.6,\ 2402 "exit_price": 0.6,\ 2403 "pnl_pct": 0.0,\ 2404 "pnl_dollar": 0.0,\ 2405 "win": "False",\ 2406 "ratio": 0.191\ 2407 },\ 2408 {\ 2409 "signal_date": "2023-06-13",\ 2410 "trade_date": "2023-06-14",\ 2411 "entry_stock_price": 183.34,\ 2412 "exit_stock_price": 183.67,\ 2413 "stock_change_pct": 0.18,\ 2414 "direction": "call",\ 2415 "strike": 185.0,\ 2416 "expire": "2023-06-16",\ 2417 "dte": 2.0,\ 2418 "entry_cost": 0.52,\ 2419 "exit_price": 0.52,\ 2420 "pnl_pct": 0.0,\ 2421 "pnl_dollar": 0.0,\ 2422 "win": "False",\ 2423 "ratio": 0.104\ 2424 },\ 2425 {\ 2426 "signal_date": "2023-07-06",\ 2427 "trade_date": "2023-07-07",\ 2428 "entry_stock_price": 191.58,\ 2429 "exit_stock_price": 191.58,\ 2430 "stock_change_pct": 0.0,\ 2431 "direction": "call",\ 2432 "strike": 190.0,\ 2433 "expire": "2023-07-07",\ 2434 "dte": 0.0,\ 2435 "entry_cost": 0.78,\ 2436 "exit_price": 1.58,\ 2437 "pnl_pct": 101.9,\ 2438 "pnl_dollar": 0.8,\ 2439 "win": "True",\ 2440 "ratio": 0.079\ 2441 },\ 2442 {\ 2443 "signal_date": "2023-07-24",\ 2444 "trade_date": "2023-07-25",\ 2445 "entry_stock_price": 193.6,\ 2446 "exit_stock_price": 194.23,\ 2447 "stock_change_pct": 0.32,\ 2448 "direction": "put",\ 2449 "strike": 192.5,\ 2450 "expire": "2023-07-28",\ 2451 "dte": 3.0,\ 2452 "entry_cost": 1.13,\ 2453 "exit_price": 0.88,\ 2454 "pnl_pct": -22.9,\ 2455 "pnl_dollar": -0.26,\ 2456 "win": "False",\ 2457 "ratio": 0.11\ 2458 },\ 2459 {\ 2460 "signal_date": "2023-07-31",\ 2461 "trade_date": "2023-08-01",\ 2462 "entry_stock_price": 196.0,\ 2463 "exit_stock_price": 195.8,\ 2464 "stock_change_pct": -0.1,\ 2465 "direction": "call",\ 2466 "strike": 197.5,\ 2467 "expire": "2023-08-04",\ 2468 "dte": 3.0,\ 2469 "entry_cost": 2.56,\ 2470 "exit_price": 2.56,\ 2471 "pnl_pct": 0.0,\ 2472 "pnl_dollar": 0.0,\ 2473 "win": "False",\ 2474 "ratio": 0.288\ 2475 },\ 2476 {\ 2477 "signal_date": "2023-08-10",\ 2478 "trade_date": "2023-08-11",\ 2479 "entry_stock_price": 177.96,\ 2480 "exit_stock_price": 178.04,\ 2481 "stock_change_pct": 0.04,\ 2482 "direction": "put",\ 2483 "strike": 177.5,\ 2484 "expire": "2023-08-11",\ 2485 "dte": 0.0,\ 2486 "entry_cost": 0.02,\ 2487 "exit_price": 0,\ 2488 "pnl_pct": -100.0,\ 2489 "pnl_dollar": -0.02,\ 2490 "win": "False",\ 2491 "ratio": 0.269\ 2492 },\ 2493 {\ 2494 "signal_date": "2023-08-16",\ 2495 "trade_date": "2023-08-17",\ 2496 "entry_stock_price": 176.73,\ 2497 "exit_stock_price": 173.86,\ 2498 "stock_change_pct": -1.62,\ 2499 "direction": "put",\ 2500 "strike": 172.5,\ 2501 "expire": "2023-08-18",\ 2502 "dte": 1.0,\ 2503 "entry_cost": 0.29,\ 2504 "exit_price": 0.45,\ 2505 "pnl_pct": 56.1,\ 2506 "pnl_dollar": 0.16,\ 2507 "win": "True",\ 2508 "ratio": 0.074\ 2509 },\ 2510 {\ 2511 "signal_date": "2023-09-01",\ 2512 "trade_date": "2023-09-05",\ 2513 "entry_stock_price": 187.78,\ 2514 "exit_stock_price": 189.94,\ 2515 "stock_change_pct": 1.14,\ 2516 "direction": "call",\ 2517 "strike": 190.0,\ 2518 "expire": "2023-09-08",\ 2519 "dte": 3.0,\ 2520 "entry_cost": 1.18,\ 2521 "exit_price": 1.18,\ 2522 "pnl_pct": 0.0,\ 2523 "pnl_dollar": 0.0,\ 2524 "win": "False",\ 2525 "ratio": 0.033\ 2526 },\ 2527 {\ 2528 "signal_date": "2023-10-10",\ 2529 "trade_date": "2023-10-11",\ 2530 "entry_stock_price": 178.38,\ 2531 "exit_stock_price": 179.42,\ 2532 "stock_change_pct": 0.59,\ 2533 "direction": "put",\ 2534 "strike": 177.5,\ 2535 "expire": "2023-10-13",\ 2536 "dte": 2.0,\ 2537 "entry_cost": 0.42,\ 2538 "exit_price": 0.73,\ 2539 "pnl_pct": 72.9,\ 2540 "pnl_dollar": 0.31,\ 2541 "win": "True",\ 2542 "ratio": 0.15\ 2543 },\ 2544 {\ 2545 "signal_date": "2023-10-16",\ 2546 "trade_date": "2023-10-17",\ 2547 "entry_stock_price": 178.17,\ 2548 "exit_stock_price": 176.54,\ 2549 "stock_change_pct": -0.91,\ 2550 "direction": "put",\ 2551 "strike": 175.0,\ 2552 "expire": "2023-10-20",\ 2553 "dte": 3.0,\ 2554 "entry_cost": 0.82,\ 2555 "exit_price": 0.56,\ 2556 "pnl_pct": -30.7,\ 2557 "pnl_dollar": -0.25,\ 2558 "win": "False",\ 2559 "ratio": 0.013\ 2560 },\ 2561 {\ 2562 "signal_date": "2023-10-23",\ 2563 "trade_date": "2023-10-24",\ 2564 "entry_stock_price": 173.17,\ 2565 "exit_stock_price": 173.54,\ 2566 "stock_change_pct": 0.21,\ 2567 "direction": "put",\ 2568 "strike": 170.0,\ 2569 "expire": "2023-10-27",\ 2570 "dte": 3.0,\ 2571 "entry_cost": 0.57,\ 2572 "exit_price": 0.57,\ 2573 "pnl_pct": 0.0,\ 2574 "pnl_dollar": 0.0,\ 2575 "win": "False",\ 2576 "ratio": 0.2\ 2577 },\ 2578 {\ 2579 "signal_date": "2023-10-31",\ 2580 "trade_date": "2023-11-01",\ 2581 "entry_stock_price": 169.72,\ 2582 "exit_stock_price": 173.86,\ 2583 "stock_change_pct": 2.44,\ 2584 "direction": "call",\ 2585 "strike": 172.5,\ 2586 "expire": "2023-11-03",\ 2587 "dte": 2.0,\ 2588 "entry_cost": 4.1,\ 2589 "exit_price": 4.1,\ 2590 "pnl_pct": 0.0,\ 2591 "pnl_dollar": 0.0,\ 2592 "win": "False",\ 2593 "ratio": 0.136\ 2594 },\ 2595 {\ 2596 "signal_date": "2023-11-15",\ 2597 "trade_date": "2023-11-16",\ 2598 "entry_stock_price": 188.23,\ 2599 "exit_stock_price": 189.76,\ 2600 "stock_change_pct": 0.82,\ 2601 "direction": "call",\ 2602 "strike": 190.0,\ 2603 "expire": "2023-11-17",\ 2604 "dte": 1.0,\ 2605 "entry_cost": 0.7,\ 2606 "exit_price": 0.7,\ 2607 "pnl_pct": 0.0,\ 2608 "pnl_dollar": 0.0,\ 2609 "win": "False",\ 2610 "ratio": 0.121\ 2611 },\ 2612 {\ 2613 "signal_date": "2023-11-27",\ 2614 "trade_date": "2023-11-28",\ 2615 "entry_stock_price": 189.64,\ 2616 "exit_stock_price": 189.98,\ 2617 "stock_change_pct": 0.18,\ 2618 "direction": "put",\ 2619 "strike": 190.0,\ 2620 "expire": "2023-12-01",\ 2621 "dte": 3.0,\ 2622 "entry_cost": 0.9,\ 2623 "exit_price": 1.08,\ 2624 "pnl_pct": 19.9,\ 2625 "pnl_dollar": 0.18,\ 2626 "win": "True",\ 2627 "ratio": 0.031\ 2628 },\ 2629 {\ 2630 "signal_date": "2023-12-06",\ 2631 "trade_date": "2023-12-07",\ 2632 "entry_stock_price": 192.41,\ 2633 "exit_stock_price": 194.1,\ 2634 "stock_change_pct": 0.88,\ 2635 "direction": "call",\ 2636 "strike": 195.0,\ 2637 "expire": "2023-12-08",\ 2638 "dte": 1.0,\ 2639 "entry_cost": 0.52,\ 2640 "exit_price": 0.52,\ 2641 "pnl_pct": 0.0,\ 2642 "pnl_dollar": 0.0,\ 2643 "win": "False",\ 2644 "ratio": 0.223\ 2645 }\ 2646 ], 2647 "stats": { 2648 "name": "open_range", 2649 "n": 28, 2650 "wins": 6, 2651 "losses": 22, 2652 "win_rate": 21.4, 2653 "avg_pnl": 2.7, 2654 "cum_pnl": 0.09, 2655 "profit_factor": 4.6, 2656 "best_trade": 101.9, 2657 "worst_trade": -100.0 2658 }, 2659 "compound_final": 8188.55, 2660 "max_drawdown": 59.6 2661 }, 2662 "daily_slope": { 2663 "trades": [\ 2664 {\ 2665 "signal_date": "2023-01-04",\ 2666 "trade_date": "2023-01-05",\ 2667 "entry_stock_price": 127.66,\ 2668 "exit_stock_price": 125.04,\ 2669 "stock_change_pct": -2.05,\ 2670 "direction": "put",\ 2671 "strike": 125.0,\ 2672 "expire": "2023-01-06",\ 2673 "dte": 1.0,\ 2674 "entry_cost": 1.27,\ 2675 "exit_price": 1.27,\ 2676 "pnl_pct": 0.0,\ 2677 "pnl_dollar": 0.0,\ 2678 "win": "False",\ 2679 "ratio": 0.13\ 2680 },\ 2681 {\ 2682 "signal_date": "2023-01-10",\ 2683 "trade_date": "2023-01-11",\ 2684 "entry_stock_price": 130.76,\ 2685 "exit_stock_price": 132.86,\ 2686 "stock_change_pct": 1.6,\ 2687 "direction": "put",\ 2688 "strike": 132.0,\ 2689 "expire": "2023-01-13",\ 2690 "dte": 2.0,\ 2691 "entry_cost": 1.39,\ 2692 "exit_price": 1.64,\ 2693 "pnl_pct": 18.3,\ 2694 "pnl_dollar": 0.26,\ 2695 "win": "True",\ 2696 "ratio": 0.137\ 2697 },\ 2698 {\ 2699 "signal_date": "2023-01-19",\ 2700 "trade_date": "2023-01-20",\ 2701 "entry_stock_price": 136.15,\ 2702 "exit_stock_price": 137.5,\ 2703 "stock_change_pct": 0.99,\ 2704 "direction": "put",\ 2705 "strike": 138.0,\ 2706 "expire": "2023-01-20",\ 2707 "dte": 0.0,\ 2708 "entry_cost": 0.29,\ 2709 "exit_price": 0.5,\ 2710 "pnl_pct": 77.2,\ 2711 "pnl_dollar": 0.22,\ 2712 "win": "True",\ 2713 "ratio": 0.098\ 2714 },\ 2715 {\ 2716 "signal_date": "2023-01-25",\ 2717 "trade_date": "2023-01-26",\ 2718 "entry_stock_price": 143.28,\ 2719 "exit_stock_price": 143.5,\ 2720 "stock_change_pct": 0.16,\ 2721 "direction": 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-61.9,\ 2762 "pnl_dollar": -0.43,\ 2763 "win": "False",\ 2764 "ratio": 0.08\ 2765 },\ 2766 {\ 2767 "signal_date": "2023-02-28",\ 2768 "trade_date": "2023-03-01",\ 2769 "entry_stock_price": 148.04,\ 2770 "exit_stock_price": 145.44,\ 2771 "stock_change_pct": -1.75,\ 2772 "direction": "call",\ 2773 "strike": 146.0,\ 2774 "expire": "2023-03-03",\ 2775 "dte": 2.0,\ 2776 "entry_cost": 0.94,\ 2777 "exit_price": 0.94,\ 2778 "pnl_pct": 0.0,\ 2779 "pnl_dollar": 0.0,\ 2780 "win": "False",\ 2781 "ratio": 0.05\ 2782 },\ 2783 {\ 2784 "signal_date": "2023-03-14",\ 2785 "trade_date": "2023-03-15",\ 2786 "entry_stock_price": 150.71,\ 2787 "exit_stock_price": 152.24,\ 2788 "stock_change_pct": 1.01,\ 2789 "direction": "put",\ 2790 "strike": 150.0,\ 2791 "expire": "2023-03-17",\ 2792 "dte": 2.0,\ 2793 "entry_cost": 0.7,\ 2794 "exit_price": 0.7,\ 2795 "pnl_pct": 0.0,\ 2796 "pnl_dollar": 0.0,\ 2797 "win": "False",\ 2798 "ratio": 0.083\ 2799 },\ 2800 {\ 2801 "signal_date": "2023-03-22",\ 2802 "trade_date": "2023-03-23",\ 2803 "entry_stock_price": 159.24,\ 2804 "exit_stock_price": 158.74,\ 2805 "stock_change_pct": -0.31,\ 2806 "direction": "call",\ 2807 "strike": 160.0,\ 2808 "expire": "2023-03-24",\ 2809 "dte": 1.0,\ 2810 "entry_cost": 0.62,\ 2811 "exit_price": 1.69,\ 2812 "pnl_pct": 170.4,\ 2813 "pnl_dollar": 1.06,\ 2814 "win": "True",\ 2815 "ratio": 0.133\ 2816 },\ 2817 {\ 2818 "signal_date": "2023-05-01",\ 2819 "trade_date": "2023-05-02",\ 2820 "entry_stock_price": 169.75,\ 2821 "exit_stock_price": 168.76,\ 2822 "stock_change_pct": -0.59,\ 2823 "direction": "call",\ 2824 "strike": 170.0,\ 2825 "expire": "2023-05-05",\ 2826 "dte": 3.0,\ 2827 "entry_cost": 2.69,\ 2828 "exit_price": 2.69,\ 2829 "pnl_pct": 0.0,\ 2830 "pnl_dollar": 0.0,\ 2831 "win": "False",\ 2832 "ratio": 0.136\ 2833 },\ 2834 {\ 2835 "signal_date": "2023-05-08",\ 2836 "trade_date": "2023-05-09",\ 2837 "entry_stock_price": 172.62,\ 2838 "exit_stock_price": 171.87,\ 2839 "stock_change_pct": -0.44,\ 2840 "direction": "call",\ 2841 "strike": 172.5,\ 2842 "expire": "2023-05-12",\ 2843 "dte": 3.0,\ 2844 "entry_cost": 1.1,\ 2845 "exit_price": 1.1,\ 2846 "pnl_pct": 0.0,\ 2847 "pnl_dollar": 0.0,\ 2848 "win": "False",\ 2849 "ratio": 0.101\ 2850 },\ 2851 {\ 2852 "signal_date": "2023-05-17",\ 2853 "trade_date": "2023-05-18",\ 2854 "entry_stock_price": 172.84,\ 2855 "exit_stock_price": 174.92,\ 2856 "stock_change_pct": 1.21,\ 2857 "direction": "call",\ 2858 "strike": 175.0,\ 2859 "expire": "2023-05-19",\ 2860 "dte": 1.0,\ 2861 "entry_cost": 0.72,\ 2862 "exit_price": 0.72,\ 2863 "pnl_pct": 0.0,\ 2864 "pnl_dollar": 0.0,\ 2865 "win": "False",\ 2866 "ratio": 0.041\ 2867 },\ 2868 {\ 2869 "signal_date": "2023-05-24",\ 2870 "trade_date": "2023-05-25",\ 2871 "entry_stock_price": 171.18,\ 2872 "exit_stock_price": 173.76,\ 2873 "stock_change_pct": 1.51,\ 2874 "direction": "call",\ 2875 "strike": 175.0,\ 2876 "expire": "2023-05-26",\ 2877 "dte": 1.0,\ 2878 "entry_cost": 0.18,\ 2879 "exit_price": 0.24,\ 2880 "pnl_pct": 34.3,\ 2881 "pnl_dollar": 0.06,\ 2882 "win": "True",\ 2883 "ratio": 0.115\ 2884 },\ 2885 {\ 2886 "signal_date": "2023-06-06",\ 2887 "trade_date": "2023-06-07",\ 2888 "entry_stock_price": 179.04,\ 2889 "exit_stock_price": 177.83,\ 2890 "stock_change_pct": -0.67,\ 2891 "direction": "call",\ 2892 "strike": 180.0,\ 2893 "expire": "2023-06-09",\ 2894 "dte": 2.0,\ 2895 "entry_cost": 0.6,\ 2896 "exit_price": 0.6,\ 2897 "pnl_pct": 0.0,\ 2898 "pnl_dollar": 0.0,\ 2899 "win": "False",\ 2900 "ratio": 0.191\ 2901 },\ 2902 {\ 2903 "signal_date": "2023-06-13",\ 2904 "trade_date": "2023-06-14",\ 2905 "entry_stock_price": 183.34,\ 2906 "exit_stock_price": 183.67,\ 2907 "stock_change_pct": 0.18,\ 2908 "direction": "call",\ 2909 "strike": 185.0,\ 2910 "expire": "2023-06-16",\ 2911 "dte": 2.0,\ 2912 "entry_cost": 0.52,\ 2913 "exit_price": 0.52,\ 2914 "pnl_pct": 0.0,\ 2915 "pnl_dollar": 0.0,\ 2916 "win": "False",\ 2917 "ratio": 0.104\ 2918 },\ 2919 {\ 2920 "signal_date": "2023-07-06",\ 2921 "trade_date": "2023-07-07",\ 2922 "entry_stock_price": 191.58,\ 2923 "exit_stock_price": 191.58,\ 2924 "stock_change_pct": 0.0,\ 2925 "direction": "call",\ 2926 "strike": 190.0,\ 2927 "expire": "2023-07-07",\ 2928 "dte": 0.0,\ 2929 "entry_cost": 0.78,\ 2930 "exit_price": 1.58,\ 2931 "pnl_pct": 101.9,\ 2932 "pnl_dollar": 0.8,\ 2933 "win": "True",\ 2934 "ratio": 0.079\ 2935 },\ 2936 {\ 2937 "signal_date": "2023-07-24",\ 2938 "trade_date": "2023-07-25",\ 2939 "entry_stock_price": 193.6,\ 2940 "exit_stock_price": 194.23,\ 2941 "stock_change_pct": 0.32,\ 2942 "direction": "call",\ 2943 "strike": 195.0,\ 2944 "expire": "2023-07-28",\ 2945 "dte": 3.0,\ 2946 "entry_cost": 1.13,\ 2947 "exit_price": 1.4,\ 2948 "pnl_pct": 23.8,\ 2949 "pnl_dollar": 0.27,\ 2950 "win": "True",\ 2951 "ratio": 0.11\ 2952 },\ 2953 {\ 2954 "signal_date": "2023-07-31",\ 2955 "trade_date": "2023-08-01",\ 2956 "entry_stock_price": 196.0,\ 2957 "exit_stock_price": 195.8,\ 2958 "stock_change_pct": -0.1,\ 2959 "direction": "call",\ 2960 "strike": 197.5,\ 2961 "expire": "2023-08-04",\ 2962 "dte": 3.0,\ 2963 "entry_cost": 2.56,\ 2964 "exit_price": 2.56,\ 2965 "pnl_pct": 0.0,\ 2966 "pnl_dollar": 0.0,\ 2967 "win": "False",\ 2968 "ratio": 0.288\ 2969 },\ 2970 {\ 2971 "signal_date": "2023-08-10",\ 2972 "trade_date": "2023-08-11",\ 2973 "entry_stock_price": 177.96,\ 2974 "exit_stock_price": 178.04,\ 2975 "stock_change_pct": 0.04,\ 2976 "direction": "put",\ 2977 "strike": 177.5,\ 2978 "expire": "2023-08-11",\ 2979 "dte": 0.0,\ 2980 "entry_cost": 0.02,\ 2981 "exit_price": 0,\ 2982 "pnl_pct": -100.0,\ 2983 "pnl_dollar": -0.02,\ 2984 "win": "False",\ 2985 "ratio": 0.269\ 2986 },\ 2987 {\ 2988 "signal_date": "2023-08-16",\ 2989 "trade_date": "2023-08-17",\ 2990 "entry_stock_price": 176.73,\ 2991 "exit_stock_price": 173.86,\ 2992 "stock_change_pct": -1.62,\ 2993 "direction": "put",\ 2994 "strike": 172.5,\ 2995 "expire": "2023-08-18",\ 2996 "dte": 1.0,\ 2997 "entry_cost": 0.29,\ 2998 "exit_price": 0.45,\ 2999 "pnl_pct": 56.1,\ 3000 "pnl_dollar": 0.16,\ 3001 "win": "True",\ 3002 "ratio": 0.074\ 3003 },\ 3004 {\ 3005 "signal_date": "2023-09-01",\ 3006 "trade_date": "2023-09-05",\ 3007 "entry_stock_price": 187.78,\ 3008 "exit_stock_price": 189.94,\ 3009 "stock_change_pct": 1.14,\ 3010 "direction": "put",\ 3011 "strike": 187.5,\ 3012 "expire": "2023-09-08",\ 3013 "dte": 3.0,\ 3014 "entry_cost": 0.44,\ 3015 "exit_price": 0.44,\ 3016 "pnl_pct": 0.0,\ 3017 "pnl_dollar": 0.0,\ 3018 "win": "False",\ 3019 "ratio": 0.033\ 3020 },\ 3021 {\ 3022 "signal_date": "2023-10-10",\ 3023 "trade_date": "2023-10-11",\ 3024 "entry_stock_price": 178.38,\ 3025 "exit_stock_price": 179.42,\ 3026 "stock_change_pct": 0.59,\ 3027 "direction": "put",\ 3028 "strike": 177.5,\ 3029 "expire": "2023-10-13",\ 3030 "dte": 2.0,\ 3031 "entry_cost": 0.42,\ 3032 "exit_price": 0.73,\ 3033 "pnl_pct": 72.9,\ 3034 "pnl_dollar": 0.31,\ 3035 "win": "True",\ 3036 "ratio": 0.15\ 3037 },\ 3038 {\ 3039 "signal_date": "2023-10-16",\ 3040 "trade_date": "2023-10-17",\ 3041 "entry_stock_price": 178.17,\ 3042 "exit_stock_price": 176.54,\ 3043 "stock_change_pct": -0.91,\ 3044 "direction": "call",\ 3045 "strike": 177.5,\ 3046 "expire": "2023-10-20",\ 3047 "dte": 3.0,\ 3048 "entry_cost": 1.38,\ 3049 "exit_price": 2.03,\ 3050 "pnl_pct": 47.1,\ 3051 "pnl_dollar": 0.65,\ 3052 "win": "True",\ 3053 "ratio": 0.013\ 3054 },\ 3055 {\ 3056 "signal_date": "2023-10-23",\ 3057 "trade_date": "2023-10-24",\ 3058 "entry_stock_price": 173.17,\ 3059 "exit_stock_price": 173.54,\ 3060 "stock_change_pct": 0.21,\ 3061 "direction": "put",\ 3062 "strike": 170.0,\ 3063 "expire": "2023-10-27",\ 3064 "dte": 3.0,\ 3065 "entry_cost": 0.57,\ 3066 "exit_price": 0.57,\ 3067 "pnl_pct": 0.0,\ 3068 "pnl_dollar": 0.0,\ 3069 "win": "False",\ 3070 "ratio": 0.2\ 3071 },\ 3072 {\ 3073 "signal_date": "2023-10-31",\ 3074 "trade_date": "2023-11-01",\ 3075 "entry_stock_price": 169.72,\ 3076 "exit_stock_price": 173.86,\ 3077 "stock_change_pct": 2.44,\ 3078 "direction": "put",\ 3079 "strike": 165.0,\ 3080 "expire": "2023-11-03",\ 3081 "dte": 2.0,\ 3082 "entry_cost": 0.58,\ 3083 "exit_price": 0.58,\ 3084 "pnl_pct": 0.0,\ 3085 "pnl_dollar": 0.0,\ 3086 "win": "False",\ 3087 "ratio": 0.136\ 3088 },\ 3089 {\ 3090 "signal_date": "2023-11-15",\ 3091 "trade_date": "2023-11-16",\ 3092 "entry_stock_price": 188.23,\ 3093 "exit_stock_price": 189.76,\ 3094 "stock_change_pct": 0.82,\ 3095 "direction": "call",\ 3096 "strike": 190.0,\ 3097 "expire": "2023-11-17",\ 3098 "dte": 1.0,\ 3099 "entry_cost": 0.7,\ 3100 "exit_price": 0.7,\ 3101 "pnl_pct": 0.0,\ 3102 "pnl_dollar": 0.0,\ 3103 "win": "False",\ 3104 "ratio": 0.121\ 3105 },\ 3106 {\ 3107 "signal_date": "2023-11-27",\ 3108 "trade_date": "2023-11-28",\ 3109 "entry_stock_price": 189.64,\ 3110 "exit_stock_price": 189.98,\ 3111 "stock_change_pct": 0.18,\ 3112 "direction": "call",\ 3113 "strike": 192.5,\ 3114 "expire": "2023-12-01",\ 3115 "dte": 3.0,\ 3116 "entry_cost": 0.38,\ 3117 "exit_price": 0.33,\ 3118 "pnl_pct": -13.3,\ 3119 "pnl_dollar": -0.05,\ 3120 "win": "False",\ 3121 "ratio": 0.031\ 3122 },\ 3123 {\ 3124 "signal_date": "2023-12-06",\ 3125 "trade_date": "2023-12-07",\ 3126 "entry_stock_price": 192.41,\ 3127 "exit_stock_price": 194.1,\ 3128 "stock_change_pct": 0.88,\ 3129 "direction": "call",\ 3130 "strike": 195.0,\ 3131 "expire": "2023-12-08",\ 3132 "dte": 1.0,\ 3133 "entry_cost": 0.52,\ 3134 "exit_price": 0.52,\ 3135 "pnl_pct": 0.0,\ 3136 "pnl_dollar": 0.0,\ 3137 "win": "False",\ 3138 "ratio": 0.223\ 3139 }\ 3140 ], 3141 "stats": { 3142 "name": "daily_slope", 3143 "n": 28, 3144 "wins": 9, 3145 "losses": 19, 3146 "win_rate": 32.1, 3147 "avg_pnl": 15.2, 3148 "cum_pnl": 3.29, 3149 "profit_factor": 7.3, 3150 "best_trade": 170.4, 3151 "worst_trade": -100.0 3152 }, 3153 "compound_final": 38572.46, 3154 "max_drawdown": 50.0 3155 }, 3156 "last1h": { 3157 "trades": [\ 3158 {\ 3159 "signal_date": "2023-01-04",\ 3160 "trade_date": "2023-01-05",\ 3161 "entry_stock_price": 127.66,\ 3162 "exit_stock_price": 125.04,\ 3163 "stock_change_pct": -2.05,\ 3164 "direction": "put",\ 3165 "strike": 125.0,\ 3166 "expire": "2023-01-06",\ 3167 "dte": 1.0,\ 3168 "entry_cost": 1.27,\ 3169 "exit_price": 1.27,\ 3170 "pnl_pct": 0.0,\ 3171 "pnl_dollar": 0.0,\ 3172 "win": "False",\ 3173 "ratio": 0.13\ 3174 },\ 3175 {\ 3176 "signal_date": "2023-01-10",\ 3177 "trade_date": "2023-01-11",\ 3178 "entry_stock_price": 130.76,\ 3179 "exit_stock_price": 132.86,\ 3180 "stock_change_pct": 1.6,\ 3181 "direction": "call",\ 3182 "strike": 133.0,\ 3183 "expire": "2023-01-13",\ 3184 "dte": 2.0,\ 3185 "entry_cost": 2.22,\ 3186 "exit_price": 1.78,\ 3187 "pnl_pct": -20.2,\ 3188 "pnl_dollar": -0.45,\ 3189 "win": "False",\ 3190 "ratio": 0.137\ 3191 },\ 3192 {\ 3193 "signal_date": "2023-01-19",\ 3194 "trade_date": "2023-01-20",\ 3195 "entry_stock_price": 136.15,\ 3196 "exit_stock_price": 137.5,\ 3197 "stock_change_pct": 0.99,\ 3198 "direction": "put",\ 3199 "strike": 138.0,\ 3200 "expire": "2023-01-20",\ 3201 "dte": 0.0,\ 3202 "entry_cost": 0.29,\ 3203 "exit_price": 0.5,\ 3204 "pnl_pct": 77.2,\ 3205 "pnl_dollar": 0.22,\ 3206 "win": "True",\ 3207 "ratio": 0.098\ 3208 },\ 3209 {\ 3210 "signal_date": "2023-01-25",\ 3211 "trade_date": "2023-01-26",\ 3212 "entry_stock_price": 143.28,\ 3213 "exit_stock_price": 143.5,\ 3214 "stock_change_pct": 0.16,\ 3215 "direction": "call",\ 3216 "strike": 145.0,\ 3217 "expire": "2023-01-27",\ 3218 "dte": 1.0,\ 3219 "entry_cost": 0.42,\ 3220 "exit_price": 0.41,\ 3221 "pnl_pct": 0.0,\ 3222 "pnl_dollar": 0.0,\ 3223 "win": "False",\ 3224 "ratio": 0.18\ 3225 },\ 3226 {\ 3227 "signal_date": "2023-01-31",\ 3228 "trade_date": "2023-02-01",\ 3229 "entry_stock_price": 144.24,\ 3230 "exit_stock_price": 146.14,\ 3231 "stock_change_pct": 1.31,\ 3232 "direction": "put",\ 3233 "strike": 140.0,\ 3234 "expire": "2023-02-03",\ 3235 "dte": 2.0,\ 3236 "entry_cost": 1.0,\ 3237 "exit_price": 0.99,\ 3238 "pnl_pct": 0.0,\ 3239 "pnl_dollar": 0.0,\ 3240 "win": "False",\ 3241 "ratio": 0.059\ 3242 },\ 3243 {\ 3244 "signal_date": "2023-02-22",\ 3245 "trade_date": "2023-02-23",\ 3246 "entry_stock_price": 149.75,\ 3247 "exit_stock_price": 149.71,\ 3248 "stock_change_pct": -0.02,\ 3249 "direction": "put",\ 3250 "strike": 147.0,\ 3251 "expire": "2023-02-24",\ 3252 "dte": 1.0,\ 3253 "entry_cost": 0.22,\ 3254 "exit_price": 0.9,\ 3255 "pnl_pct": 316.3,\ 3256 "pnl_dollar": 0.68,\ 3257 "win": "True",\ 3258 "ratio": 0.08\ 3259 },\ 3260 {\ 3261 "signal_date": "2023-02-28",\ 3262 "trade_date": "2023-03-01",\ 3263 "entry_stock_price": 148.04,\ 3264 "exit_stock_price": 145.44,\ 3265 "stock_change_pct": -1.75,\ 3266 "direction": "put",\ 3267 "strike": 145.0,\ 3268 "expire": "2023-03-03",\ 3269 "dte": 2.0,\ 3270 "entry_cost": 1.06,\ 3271 "exit_price": 1.06,\ 3272 "pnl_pct": 0.0,\ 3273 "pnl_dollar": 0.0,\ 3274 "win": "False",\ 3275 "ratio": 0.05\ 3276 },\ 3277 {\ 3278 "signal_date": "2023-03-14",\ 3279 "trade_date": "2023-03-15",\ 3280 "entry_stock_price": 150.71,\ 3281 "exit_stock_price": 152.24,\ 3282 "stock_change_pct": 1.01,\ 3283 "direction": "call",\ 3284 "strike": 152.5,\ 3285 "expire": "2023-03-17",\ 3286 "dte": 2.0,\ 3287 "entry_cost": 1.59,\ 3288 "exit_price": 1.59,\ 3289 "pnl_pct": 0.0,\ 3290 "pnl_dollar": 0.0,\ 3291 "win": "False",\ 3292 "ratio": 0.083\ 3293 },\ 3294 {\ 3295 "signal_date": "2023-03-22",\ 3296 "trade_date": "2023-03-23",\ 3297 "entry_stock_price": 159.24,\ 3298 "exit_stock_price": 158.74,\ 3299 "stock_change_pct": -0.31,\ 3300 "direction": "put",\ 3301 "strike": 157.5,\ 3302 "expire": "2023-03-24",\ 3303 "dte": 1.0,\ 3304 "entry_cost": 0.46,\ 3305 "exit_price": 0.23,\ 3306 "pnl_pct": -50.5,\ 3307 "pnl_dollar": -0.23,\ 3308 "win": "False",\ 3309 "ratio": 0.133\ 3310 },\ 3311 {\ 3312 "signal_date": "2023-05-01",\ 3313 "trade_date": "2023-05-02",\ 3314 "entry_stock_price": 169.75,\ 3315 "exit_stock_price": 168.76,\ 3316 "stock_change_pct": -0.59,\ 3317 "direction": "put",\ 3318 "strike": 165.0,\ 3319 "expire": "2023-05-05",\ 3320 "dte": 3.0,\ 3321 "entry_cost": 1.82,\ 3322 "exit_price": 1.82,\ 3323 "pnl_pct": 0.0,\ 3324 "pnl_dollar": 0.0,\ 3325 "win": "False",\ 3326 "ratio": 0.136\ 3327 },\ 3328 {\ 3329 "signal_date": "2023-05-08",\ 3330 "trade_date": "2023-05-09",\ 3331 "entry_stock_price": 172.62,\ 3332 "exit_stock_price": 171.87,\ 3333 "stock_change_pct": -0.44,\ 3334 "direction": "put",\ 3335 "strike": 170.0,\ 3336 "expire": "2023-05-12",\ 3337 "dte": 3.0,\ 3338 "entry_cost": 0.82,\ 3339 "exit_price": 0.81,\ 3340 "pnl_pct": 0.0,\ 3341 "pnl_dollar": 0.0,\ 3342 "win": "False",\ 3343 "ratio": 0.101\ 3344 },\ 3345 {\ 3346 "signal_date": "2023-05-17",\ 3347 "trade_date": "2023-05-18",\ 3348 "entry_stock_price": 172.84,\ 3349 "exit_stock_price": 174.92,\ 3350 "stock_change_pct": 1.21,\ 3351 "direction": "call",\ 3352 "strike": 175.0,\ 3353 "expire": "2023-05-19",\ 3354 "dte": 1.0,\ 3355 "entry_cost": 0.72,\ 3356 "exit_price": 0.72,\ 3357 "pnl_pct": 0.0,\ 3358 "pnl_dollar": 0.0,\ 3359 "win": "False",\ 3360 "ratio": 0.041\ 3361 },\ 3362 {\ 3363 "signal_date": "2023-05-24",\ 3364 "trade_date": "2023-05-25",\ 3365 "entry_stock_price": 171.18,\ 3366 "exit_stock_price": 173.76,\ 3367 "stock_change_pct": 1.51,\ 3368 "direction": "call",\ 3369 "strike": 175.0,\ 3370 "expire": "2023-05-26",\ 3371 "dte": 1.0,\ 3372 "entry_cost": 0.18,\ 3373 "exit_price": 0.24,\ 3374 "pnl_pct": 34.3,\ 3375 "pnl_dollar": 0.06,\ 3376 "win": "True",\ 3377 "ratio": 0.115\ 3378 },\ 3379 {\ 3380 "signal_date": "2023-06-06",\ 3381 "trade_date": "2023-06-07",\ 3382 "entry_stock_price": 179.04,\ 3383 "exit_stock_price": 177.83,\ 3384 "stock_change_pct": -0.67,\ 3385 "direction": "call",\ 3386 "strike": 180.0,\ 3387 "expire": "2023-06-09",\ 3388 "dte": 2.0,\ 3389 "entry_cost": 0.6,\ 3390 "exit_price": 0.6,\ 3391 "pnl_pct": 0.0,\ 3392 "pnl_dollar": 0.0,\ 3393 "win": "False",\ 3394 "ratio": 0.191\ 3395 },\ 3396 {\ 3397 "signal_date": "2023-06-13",\ 3398 "trade_date": "2023-06-14",\ 3399 "entry_stock_price": 183.34,\ 3400 "exit_stock_price": 183.67,\ 3401 "stock_change_pct": 0.18,\ 3402 "direction": "call",\ 3403 "strike": 185.0,\ 3404 "expire": "2023-06-16",\ 3405 "dte": 2.0,\ 3406 "entry_cost": 0.52,\ 3407 "exit_price": 0.52,\ 3408 "pnl_pct": 0.0,\ 3409 "pnl_dollar": 0.0,\ 3410 "win": "False",\ 3411 "ratio": 0.104\ 3412 },\ 3413 {\ 3414 "signal_date": "2023-07-06",\ 3415 "trade_date": "2023-07-07",\ 3416 "entry_stock_price": 191.58,\ 3417 "exit_stock_price": 191.58,\ 3418 "stock_change_pct": 0.0,\ 3419 "direction": "call",\ 3420 "strike": 190.0,\ 3421 "expire": "2023-07-07",\ 3422 "dte": 0.0,\ 3423 "entry_cost": 0.78,\ 3424 "exit_price": 1.58,\ 3425 "pnl_pct": 101.9,\ 3426 "pnl_dollar": 0.8,\ 3427 "win": "True",\ 3428 "ratio": 0.079\ 3429 },\ 3430 {\ 3431 "signal_date": "2023-07-24",\ 3432 "trade_date": "2023-07-25",\ 3433 "entry_stock_price": 193.6,\ 3434 "exit_stock_price": 194.23,\ 3435 "stock_change_pct": 0.32,\ 3436 "direction": "put",\ 3437 "strike": 192.5,\ 3438 "expire": "2023-07-28",\ 3439 "dte": 3.0,\ 3440 "entry_cost": 1.13,\ 3441 "exit_price": 0.88,\ 3442 "pnl_pct": -22.9,\ 3443 "pnl_dollar": -0.26,\ 3444 "win": "False",\ 3445 "ratio": 0.11\ 3446 },\ 3447 {\ 3448 "signal_date": "2023-07-31",\ 3449 "trade_date": "2023-08-01",\ 3450 "entry_stock_price": 196.0,\ 3451 "exit_stock_price": 195.8,\ 3452 "stock_change_pct": -0.1,\ 3453 "direction": "call",\ 3454 "strike": 197.5,\ 3455 "expire": "2023-08-04",\ 3456 "dte": 3.0,\ 3457 "entry_cost": 2.56,\ 3458 "exit_price": 2.56,\ 3459 "pnl_pct": 0.0,\ 3460 "pnl_dollar": 0.0,\ 3461 "win": "False",\ 3462 "ratio": 0.288\ 3463 },\ 3464 {\ 3465 "signal_date": "2023-08-10",\ 3466 "trade_date": "2023-08-11",\ 3467 "entry_stock_price": 177.96,\ 3468 "exit_stock_price": 178.04,\ 3469 "stock_change_pct": 0.04,\ 3470 "direction": "put",\ 3471 "strike": 177.5,\ 3472 "expire": "2023-08-11",\ 3473 "dte": 0.0,\ 3474 "entry_cost": 0.02,\ 3475 "exit_price": 0,\ 3476 "pnl_pct": -100.0,\ 3477 "pnl_dollar": -0.02,\ 3478 "win": "False",\ 3479 "ratio": 0.269\ 3480 },\ 3481 {\ 3482 "signal_date": "2023-08-16",\ 3483 "trade_date": "2023-08-17",\ 3484 "entry_stock_price": 176.73,\ 3485 "exit_stock_price": 173.86,\ 3486 "stock_change_pct": -1.62,\ 3487 "direction": "put",\ 3488 "strike": 172.5,\ 3489 "expire": "2023-08-18",\ 3490 "dte": 1.0,\ 3491 "entry_cost": 0.29,\ 3492 "exit_price": 0.45,\ 3493 "pnl_pct": 56.1,\ 3494 "pnl_dollar": 0.16,\ 3495 "win": "True",\ 3496 "ratio": 0.074\ 3497 },\ 3498 {\ 3499 "signal_date": "2023-09-01",\ 3500 "trade_date": "2023-09-05",\ 3501 "entry_stock_price": 187.78,\ 3502 "exit_stock_price": 189.94,\ 3503 "stock_change_pct": 1.14,\ 3504 "direction": "call",\ 3505 "strike": 190.0,\ 3506 "expire": "2023-09-08",\ 3507 "dte": 3.0,\ 3508 "entry_cost": 1.18,\ 3509 "exit_price": 1.18,\ 3510 "pnl_pct": 0.0,\ 3511 "pnl_dollar": 0.0,\ 3512 "win": "False",\ 3513 "ratio": 0.033\ 3514 },\ 3515 {\ 3516 "signal_date": "2023-10-10",\ 3517 "trade_date": "2023-10-11",\ 3518 "entry_stock_price": 178.38,\ 3519 "exit_stock_price": 179.42,\ 3520 "stock_change_pct": 0.59,\ 3521 "direction": "call",\ 3522 "strike": 180.0,\ 3523 "expire": "2023-10-13",\ 3524 "dte": 2.0,\ 3525 "entry_cost": 1.1,\ 3526 "exit_price": 0.74,\ 3527 "pnl_pct": -32.4,\ 3528 "pnl_dollar": -0.36,\ 3529 "win": "False",\ 3530 "ratio": 0.15\ 3531 },\ 3532 {\ 3533 "signal_date": "2023-10-16",\ 3534 "trade_date": "2023-10-17",\ 3535 "entry_stock_price": 178.17,\ 3536 "exit_stock_price": 176.54,\ 3537 "stock_change_pct": -0.91,\ 3538 "direction": "call",\ 3539 "strike": 177.5,\ 3540 "expire": "2023-10-20",\ 3541 "dte": 3.0,\ 3542 "entry_cost": 1.38,\ 3543 "exit_price": 2.03,\ 3544 "pnl_pct": 47.1,\ 3545 "pnl_dollar": 0.65,\ 3546 "win": "True",\ 3547 "ratio": 0.013\ 3548 },\ 3549 {\ 3550 "signal_date": "2023-10-23",\ 3551 "trade_date": "2023-10-24",\ 3552 "entry_stock_price": 173.17,\ 3553 "exit_stock_price": 173.54,\ 3554 "stock_change_pct": 0.21,\ 3555 "direction": "put",\ 3556 "strike": 170.0,\ 3557 "expire": "2023-10-27",\ 3558 "dte": 3.0,\ 3559 "entry_cost": 0.57,\ 3560 "exit_price": 0.57,\ 3561 "pnl_pct": 0.0,\ 3562 "pnl_dollar": 0.0,\ 3563 "win": "False",\ 3564 "ratio": 0.2\ 3565 },\ 3566 {\ 3567 "signal_date": "2023-10-31",\ 3568 "trade_date": "2023-11-01",\ 3569 "entry_stock_price": 169.72,\ 3570 "exit_stock_price": 173.86,\ 3571 "stock_change_pct": 2.44,\ 3572 "direction": "call",\ 3573 "strike": 172.5,\ 3574 "expire": "2023-11-03",\ 3575 "dte": 2.0,\ 3576 "entry_cost": 4.1,\ 3577 "exit_price": 4.1,\ 3578 "pnl_pct": 0.0,\ 3579 "pnl_dollar": 0.0,\ 3580 "win": "False",\ 3581 "ratio": 0.136\ 3582 },\ 3583 {\ 3584 "signal_date": "2023-11-15",\ 3585 "trade_date": "2023-11-16",\ 3586 "entry_stock_price": 188.23,\ 3587 "exit_stock_price": 189.76,\ 3588 "stock_change_pct": 0.82,\ 3589 "direction": "put",\ 3590 "strike": 187.5,\ 3591 "expire": "2023-11-17",\ 3592 "dte": 1.0,\ 3593 "entry_cost": 0.2,\ 3594 "exit_price": 0.21,\ 3595 "pnl_pct": 0.0,\ 3596 "pnl_dollar": 0.0,\ 3597 "win": "False",\ 3598 "ratio": 0.121\ 3599 },\ 3600 {\ 3601 "signal_date": "2023-11-27",\ 3602 "trade_date": "2023-11-28",\ 3603 "entry_stock_price": 189.64,\ 3604 "exit_stock_price": 189.98,\ 3605 "stock_change_pct": 0.18,\ 3606 "direction": "call",\ 3607 "strike": 192.5,\ 3608 "expire": "2023-12-01",\ 3609 "dte": 3.0,\ 3610 "entry_cost": 0.38,\ 3611 "exit_price": 0.33,\ 3612 "pnl_pct": -13.3,\ 3613 "pnl_dollar": -0.05,\ 3614 "win": "False",\ 3615 "ratio": 0.031\ 3616 },\ 3617 {\ 3618 "signal_date": "2023-12-06",\ 3619 "trade_date": "2023-12-07",\ 3620 "entry_stock_price": 192.41,\ 3621 "exit_stock_price": 194.1,\ 3622 "stock_change_pct": 0.88,\ 3623 "direction": "put",\ 3624 "strike": 192.5,\ 3625 "expire": "2023-12-08",\ 3626 "dte": 1.0,\ 3627 "entry_cost": 0.26,\ 3628 "exit_price": 0.26,\ 3629 "pnl_pct": 0.0,\ 3630 "pnl_dollar": 0.0,\ 3631 "win": "False",\ 3632 "ratio": 0.223\ 3633 }\ 3634 ], 3635 "stats": { 3636 "name": "last1h", 3637 "n": 28, 3638 "wins": 6, 3639 "losses": 22, 3640 "win_rate": 21.4, 3641 "avg_pnl": 14.1, 3642 "cum_pnl": 1.2, 3643 "profit_factor": 9.7, 3644 "best_trade": 316.3, 3645 "worst_trade": -100.0 3646 }, 3647 "compound_final": 23298.12, 3648 "max_drawdown": 55.7 3649 }, 3650 "vwap_4h": { 3651 "trades": [\ 3652 {\ 3653 "signal_date": "2023-01-19",\ 3654 "trade_date": "2023-01-20",\ 3655 "entry_stock_price": 136.15,\ 3656 "exit_stock_price": 137.5,\ 3657 "stock_change_pct": 0.99,\ 3658 "direction": "call",\ 3659 "strike": 137.0,\ 3660 "expire": "2023-01-20",\ 3661 "dte": 0.0,\ 3662 "entry_cost": 0.6,\ 3663 "exit_price": 0.5,\ 3664 "pnl_pct": -17.5,\ 3665 "pnl_dollar": -0.1,\ 3666 "win": "False",\ 3667 "ratio": 0.098\ 3668 },\ 3669 {\ 3670 "signal_date": "2023-01-25",\ 3671 "trade_date": "2023-01-26",\ 3672 "entry_stock_price": 143.28,\ 3673 "exit_stock_price": 143.5,\ 3674 "stock_change_pct": 0.16,\ 3675 "direction": "call",\ 3676 "strike": 145.0,\ 3677 "expire": "2023-01-27",\ 3678 "dte": 1.0,\ 3679 "entry_cost": 0.42,\ 3680 "exit_price": 0.41,\ 3681 "pnl_pct": 0.0,\ 3682 "pnl_dollar": 0.0,\ 3683 "win": "False",\ 3684 "ratio": 0.18\ 3685 },\ 3686 {\ 3687 "signal_date": "2023-01-31",\ 3688 "trade_date": "2023-02-01",\ 3689 "entry_stock_price": 144.24,\ 3690 "exit_stock_price": 146.14,\ 3691 "stock_change_pct": 1.31,\ 3692 "direction": "call",\ 3693 "strike": 145.0,\ 3694 "expire": "2023-02-03",\ 3695 "dte": 2.0,\ 3696 "entry_cost": 3.18,\ 3697 "exit_price": 3.17,\ 3698 "pnl_pct": 0.0,\ 3699 "pnl_dollar": 0.0,\ 3700 "win": "False",\ 3701 "ratio": 0.059\ 3702 },\ 3703 {\ 3704 "signal_date": "2023-02-22",\ 3705 "trade_date": "2023-02-23",\ 3706 "entry_stock_price": 149.75,\ 3707 "exit_stock_price": 149.71,\ 3708 "stock_change_pct": -0.02,\ 3709 "direction": "call",\ 3710 "strike": 150.0,\ 3711 "expire": "2023-02-24",\ 3712 "dte": 1.0,\ 3713 "entry_cost": 0.7,\ 3714 "exit_price": 0.26,\ 3715 "pnl_pct": -61.9,\ 3716 "pnl_dollar": -0.43,\ 3717 "win": "False",\ 3718 "ratio": 0.08\ 3719 },\ 3720 {\ 3721 "signal_date": "2023-03-14",\ 3722 "trade_date": "2023-03-15",\ 3723 "entry_stock_price": 150.71,\ 3724 "exit_stock_price": 152.24,\ 3725 "stock_change_pct": 1.01,\ 3726 "direction": "put",\ 3727 "strike": 150.0,\ 3728 "expire": "2023-03-17",\ 3729 "dte": 2.0,\ 3730 "entry_cost": 0.7,\ 3731 "exit_price": 0.7,\ 3732 "pnl_pct": 0.0,\ 3733 "pnl_dollar": 0.0,\ 3734 "win": "False",\ 3735 "ratio": 0.083\ 3736 },\ 3737 {\ 3738 "signal_date": "2023-03-22",\ 3739 "trade_date": "2023-03-23",\ 3740 "entry_stock_price": 159.24,\ 3741 "exit_stock_price": 158.74,\ 3742 "stock_change_pct": -0.31,\ 3743 "direction": "put",\ 3744 "strike": 157.5,\ 3745 "expire": "2023-03-24",\ 3746 "dte": 1.0,\ 3747 "entry_cost": 0.46,\ 3748 "exit_price": 0.23,\ 3749 "pnl_pct": -50.5,\ 3750 "pnl_dollar": -0.23,\ 3751 "win": "False",\ 3752 "ratio": 0.133\ 3753 },\ 3754 {\ 3755 "signal_date": "2023-05-08",\ 3756 "trade_date": "2023-05-09",\ 3757 "entry_stock_price": 172.62,\ 3758 "exit_stock_price": 171.87,\ 3759 "stock_change_pct": -0.44,\ 3760 "direction": "put",\ 3761 "strike": 170.0,\ 3762 "expire": "2023-05-12",\ 3763 "dte": 3.0,\ 3764 "entry_cost": 0.82,\ 3765 "exit_price": 0.81,\ 3766 "pnl_pct": 0.0,\ 3767 "pnl_dollar": 0.0,\ 3768 "win": "False",\ 3769 "ratio": 0.101\ 3770 },\ 3771 {\ 3772 "signal_date": "2023-05-17",\ 3773 "trade_date": "2023-05-18",\ 3774 "entry_stock_price": 172.84,\ 3775 "exit_stock_price": 174.92,\ 3776 "stock_change_pct": 1.21,\ 3777 "direction": "call",\ 3778 "strike": 175.0,\ 3779 "expire": "2023-05-19",\ 3780 "dte": 1.0,\ 3781 "entry_cost": 0.72,\ 3782 "exit_price": 0.72,\ 3783 "pnl_pct": 0.0,\ 3784 "pnl_dollar": 0.0,\ 3785 "win": "False",\ 3786 "ratio": 0.041\ 3787 },\ 3788 {\ 3789 "signal_date": "2023-05-24",\ 3790 "trade_date": "2023-05-25",\ 3791 "entry_stock_price": 171.18,\ 3792 "exit_stock_price": 173.76,\ 3793 "stock_change_pct": 1.51,\ 3794 "direction": "call",\ 3795 "strike": 175.0,\ 3796 "expire": "2023-05-26",\ 3797 "dte": 1.0,\ 3798 "entry_cost": 0.18,\ 3799 "exit_price": 0.24,\ 3800 "pnl_pct": 34.3,\ 3801 "pnl_dollar": 0.06,\ 3802 "win": "True",\ 3803 "ratio": 0.115\ 3804 },\ 3805 {\ 3806 "signal_date": "2023-06-06",\ 3807 "trade_date": "2023-06-07",\ 3808 "entry_stock_price": 179.04,\ 3809 "exit_stock_price": 177.83,\ 3810 "stock_change_pct": -0.67,\ 3811 "direction": "call",\ 3812 "strike": 180.0,\ 3813 "expire": "2023-06-09",\ 3814 "dte": 2.0,\ 3815 "entry_cost": 0.6,\ 3816 "exit_price": 0.6,\ 3817 "pnl_pct": 0.0,\ 3818 "pnl_dollar": 0.0,\ 3819 "win": "False",\ 3820 "ratio": 0.191\ 3821 },\ 3822 {\ 3823 "signal_date": "2023-09-01",\ 3824 "trade_date": "2023-09-05",\ 3825 "entry_stock_price": 187.78,\ 3826 "exit_stock_price": 189.94,\ 3827 "stock_change_pct": 1.14,\ 3828 "direction": "call",\ 3829 "strike": 190.0,\ 3830 "expire": "2023-09-08",\ 3831 "dte": 3.0,\ 3832 "entry_cost": 1.18,\ 3833 "exit_price": 1.18,\ 3834 "pnl_pct": 0.0,\ 3835 "pnl_dollar": 0.0,\ 3836 "win": "False",\ 3837 "ratio": 0.033\ 3838 },\ 3839 {\ 3840 "signal_date": "2023-10-10",\ 3841 "trade_date": "2023-10-11",\ 3842 "entry_stock_price": 178.38,\ 3843 "exit_stock_price": 179.42,\ 3844 "stock_change_pct": 0.59,\ 3845 "direction": "put",\ 3846 "strike": 177.5,\ 3847 "expire": "2023-10-13",\ 3848 "dte": 2.0,\ 3849 "entry_cost": 0.42,\ 3850 "exit_price": 0.73,\ 3851 "pnl_pct": 72.9,\ 3852 "pnl_dollar": 0.31,\ 3853 "win": "True",\ 3854 "ratio": 0.15\ 3855 },\ 3856 {\ 3857 "signal_date": "2023-10-16",\ 3858 "trade_date": "2023-10-17",\ 3859 "entry_stock_price": 178.17,\ 3860 "exit_stock_price": 176.54,\ 3861 "stock_change_pct": -0.91,\ 3862 "direction": "call",\ 3863 "strike": 177.5,\ 3864 "expire": "2023-10-20",\ 3865 "dte": 3.0,\ 3866 "entry_cost": 1.38,\ 3867 "exit_price": 2.03,\ 3868 "pnl_pct": 47.1,\ 3869 "pnl_dollar": 0.65,\ 3870 "win": "True",\ 3871 "ratio": 0.013\ 3872 },\ 3873 {\ 3874 "signal_date": "2023-11-27",\ 3875 "trade_date": "2023-11-28",\ 3876 "entry_stock_price": 189.64,\ 3877 "exit_stock_price": 189.98,\ 3878 "stock_change_pct": 0.18,\ 3879 "direction": "put",\ 3880 "strike": 190.0,\ 3881 "expire": "2023-12-01",\ 3882 "dte": 3.0,\ 3883 "entry_cost": 0.9,\ 3884 "exit_price": 1.08,\ 3885 "pnl_pct": 19.9,\ 3886 "pnl_dollar": 0.18,\ 3887 "win": "True",\ 3888 "ratio": 0.031\ 3889 }\ 3890 ], 3891 "stats": { 3892 "name": "vwap_4h", 3893 "n": 14, 3894 "wins": 4, 3895 "losses": 10, 3896 "win_rate": 28.6, 3897 "avg_pnl": 3.2, 3898 "cum_pnl": 0.44, 3899 "profit_factor": 3.4, 3900 "best_trade": 72.9, 3901 "worst_trade": -61.9 3902 }, 3903 "compound_final": 10227.31, 3904 "max_drawdown": 52.9 3905 } 3906 } 3907}

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