{"QQQ":{"calls_reducing":{"call_reduc_delta":-0.15,"put_threshold":null,"results_matrix":{"3M":{"20D":{"metrics":{"avg_holding_days":15.2,"avg_roi_pct":6.8,"avg_trade_pnl":329.64,"losses":14,"max_drawdown_dollars":12933.04,"max_drawdown_pct":12.93,"profit_factor":1.3,"sharpe_ratio":0.43,"total_pnl_dollars":9230.03,"total_trades":28,"win_rate_pct":50.0,"wins":14},"sample_trades":[{"capital_allocated":4583.52,"contracts":11,"delta_entry":0.2,"entry_date":"2023-10-06","entry_premium":4.17,"exit_date":"2023-10-25","exit_premium":1.95,"exit_reason":"STOP_LOSS_50%","holding_days":13,"is_win":false,"iv_entry_pct":21.41,"iv_exit_pct":24.34,"option_type":"CALL","peak_roi_pct":10.71,"pnl_dollars":-2435.19,"ratio_entry":1.212,"ratio_exit":1.328,"roi_pct":-53.13,"spot_entry":364.7,"spot_exit":350.34,"strike":404.9,"symbol":"QQQ","target_delta":0.2,"tenor_months":3,"theta_entry":-0.068,"vega_entry":0.507},{"capital_allocated":4693.35,"contracts":11,"delta_entry":0.2,"entry_date":"2023-10-24","entry_premium":4.27,"exit_date":"2023-11-14","exit_premium":6.92,"exit_reason":"PROFIT_TARGET_50%","holding_days":15,"is_win":true,"iv_entry_pct":22.34,"iv_exit_pct":17.89,"option_type":"CALL","peak_roi_pct":62.14,"pnl_dollars":2916.44,"ratio_entry":1.399,"ratio_exit":0.828,"roi_pct":62.14,"spot_entry":359.13,"spot_exit":385.33,"strike":400.5,"symbol":"QQQ","target_delta":0.2,"tenor_months":3,"theta_entry":-0.069,"vega_entry":0.499},{"capital_allocated":4744.06,"contracts":13,"delta_entry":0.2,"entry_date":"2023-12-22","entry_premium":3.65,"exit_date":"2024-01-04","exit_premium":1.78,"exit_reason":"STOP_LOSS_50%","holding_days":7,"is_win":false,"iv_entry_pct":16.62,"iv_exit_pct":17.89,"option_type":"CALL","peak_roi_pct":16.73,"pnl_dollars":-2434.27,"ratio_entry":1.462,"ratio_exit":1.298,"roi_pct":-51.31,"spot_entry":408.38,"spot_exit":396.28,"strike":443.5,"symbol":"QQQ","target_delta":0.2,"tenor_months":3,"theta_entry":-0.061,"vega_entry":0.567},{"capital_allocated":4709.48,"contracts":10,"delta_entry":0.2,"entry_date":"2024-04-22","entry_premium":4.71,"exit_date":"2024-05-14","exit_premium":7.08,"exit_reason":"PROFIT_TARGET_50%","holding_days":16,"is_win":true,"iv_entry_pct":21.11,"iv_exit_pct":17.29,"option_type":"CALL","peak_roi_pct":50.37,"pnl_dollars":2372.37,"ratio_entry":1.336,"ratio_exit":0.986,"roi_pct":50.37,"spot_entry":418.82,"spot_exit":445.93,"strike":464.4,"symbol":"QQQ","target_delta":0.2,"tenor_months":3,"theta_entry":-0.077,"vega_entry":0.582},{"capital_allocated":4931.34,"contracts":12,"delta_entry":0.2,"entry_date":"2024-06-06","entry_premium":4.11,"exit_date":"2024-06-14","exit_premium":7.1,"exit_reason":"PROFIT_TARGET_50%","holding_days":6,"is_win":true,"iv_entry_pct":16.43,"iv_exit_pct":16.05,"option_type":"CALL","peak_roi_pct":72.89,"pnl_dollars":3594.24,"ratio_entry":1.465,"ratio_exit":1.471,"roi_pct":72.89,"spot_entry":463.37,"spot_exit":479.19,"strike":502.7,"symbol":"QQQ","target_delta":0.2,"tenor_months":3,"theta_entry":-0.068,"vega_entry":0.644}],"trade_count":28},"30D":{"metrics":{"avg_holding_days":16.9,"avg_roi_pct":12.0,"avg_trade_pnl":537.94,"losses":12,"max_drawdown_dollars":11414.41,"max_drawdown_pct":11.41,"profit_factor":1.52,"sharpe_ratio":0.73,"total_pnl_dollars":15062.25,"total_trades":28,"win_rate_pct":57.1,"wins":16},"sample_trades":[{"capital_allocated":4941.08,"contracts":7,"delta_entry":0.3,"entry_date":"2023-10-06","entry_premium":7.06,"exit_date":"2023-10-26","exit_premium":2.55,"exit_reason":"STOP_LOSS_50%","holding_days":14,"is_win":false,"iv_entry_pct":21.41,"iv_exit_pct":24.85,"option_type":"CALL","peak_roi_pct":11.12,"pnl_dollars":-3159.36,"ratio_entry":1.212,"ratio_exit":1.299,"roi_pct":-63.94,"spot_entry":364.7,"spot_exit":343.66,"strike":391.5,"symbol":"QQQ","target_delta":0.3,"tenor_months":3,"theta_entry":-0.086,"vega_entry":0.629},{"capital_allocated":4349.06,"contracts":6,"delta_entry":0.3,"entry_date":"2023-10-24","entry_premium":7.25,"exit_date":"2023-11-14","exit_premium":12.59,"exit_reason":"PROFIT_TARGET_50%","holding_days":15,"is_win":true,"iv_entry_pct":22.34,"iv_exit_pct":17.89,"option_type":"CALL","peak_roi_pct":73.69,"pnl_dollars":3204.7,"ratio_entry":1.399,"ratio_exit":0.828,"roi_pct":73.69,"spot_entry":359.13,"spot_exit":385.33,"strike":386.6,"symbol":"QQQ","target_delta":0.3,"tenor_months":3,"theta_entry":-0.088,"vega_entry":0.62},{"capital_allocated":4967.04,"contracts":8,"delta_entry":0.3,"entry_date":"2023-12-22","entry_premium":6.21,"exit_date":"2024-01-05","exit_premium":2.91,"exit_reason":"STOP_LOSS_50%","holding_days":8,"is_win":false,"iv_entry_pct":16.62,"iv_exit_pct":17.13,"option_type":"CALL","peak_roi_pct":13.62,"pnl_dollars":-2642.52,"ratio_entry":1.462,"ratio_exit":1.265,"roi_pct":-53.2,"spot_entry":408.38,"spot_exit":396.75,"strike":432.0,"symbol":"QQQ","target_delta":0.3,"tenor_months":3,"theta_entry":-0.077,"vega_entry":0.704},{"capital_allocated":4795.34,"contracts":6,"delta_entry":0.3,"entry_date":"2024-04-22","entry_premium":7.99,"exit_date":"2024-05-14","exit_premium":13.0,"exit_reason":"PROFIT_TARGET_50%","holding_days":16,"is_win":true,"iv_entry_pct":21.11,"iv_exit_pct":17.29,"option_type":"CALL","peak_roi_pct":62.63,"pnl_dollars":3003.33,"ratio_entry":1.336,"ratio_exit":0.986,"roi_pct":62.63,"spot_entry":418.82,"spot_exit":445.93,"strike":449.2,"symbol":"QQQ","target_delta":0.3,"tenor_months":3,"theta_entry":-0.097,"vega_entry":0.722},{"capital_allocated":4875.55,"contracts":7,"delta_entry":0.3,"entry_date":"2024-06-06","entry_premium":6.97,"exit_date":"2024-06-14","exit_premium":11.51,"exit_reason":"PROFIT_TARGET_50%","holding_days":6,"is_win":true,"iv_entry_pct":16.43,"iv_exit_pct":16.05,"option_type":"CALL","peak_roi_pct":65.27,"pnl_dollars":3182.42,"ratio_entry":1.465,"ratio_exit":1.471,"roi_pct":65.27,"spot_entry":463.37,"spot_exit":479.19,"strike":489.9,"symbol":"QQQ","target_delta":0.3,"tenor_months":3,"theta_entry":-0.087,"vega_entry":0.799}],"trade_count":28},"50D":{"metrics":{"avg_holding_days":19.7,"avg_roi_pct":20.1,"avg_trade_pnl":869.74,"losses":10,"max_drawdown_dollars":7204.66,"max_drawdown_pct":7.2,"profit_factor":2.39,"sharpe_ratio":1.29,"total_pnl_dollars":24352.63,"total_trades":28,"win_rate_pct":64.3,"wins":18},"sample_trades":[{"capital_allocated":4400.14,"contracts":3,"delta_entry":0.5,"entry_date":"2023-10-06","entry_premium":14.67,"exit_date":"2023-10-26","exit_premium":6.29,"exit_reason":"STOP_LOSS_50%","holding_days":14,"is_win":false,"iv_entry_pct":21.41,"iv_exit_pct":24.85,"option_type":"CALL","peak_roi_pct":12.63,"pnl_dollars":-2512.92,"ratio_entry":1.212,"ratio_exit":1.299,"roi_pct":-57.11,"spot_entry":364.7,"spot_exit":343.66,"strike":370.2,"symbol":"QQQ","target_delta":0.5,"tenor_months":3,"theta_entry":-0.104,"vega_entry":0.721},{"capital_allocated":4498.29,"contracts":3,"delta_entry":0.5,"entry_date":"2023-10-24","entry_premium":14.99,"exit_date":"2023-11-14","exit_premium":26.41,"exit_reason":"PROFIT_TARGET_50%","holding_days":15,"is_win":true,"iv_entry_pct":22.34,"iv_exit_pct":17.89,"option_type":"CALL","peak_roi_pct":76.15,"pnl_dollars":3425.28,"ratio_entry":1.399,"ratio_exit":0.828,"roi_pct":76.15,"spot_entry":359.13,"spot_exit":385.33,"strike":364.8,"symbol":"QQQ","target_delta":0.5,"tenor_months":3,"theta_entry":-0.106,"vega_entry":0.71},{"capital_allocated":3871.08,"contracts":3,"delta_entry":0.5,"entry_date":"2023-12-22","entry_premium":12.9,"exit_date":"2024-01-24","exit_premium":20.34,"exit_reason":"PROFIT_TARGET_50%","holding_days":20,"is_win":true,"iv_entry_pct":16.62,"iv_exit_pct":16.96,"option_type":"CALL","peak_roi_pct":57.66,"pnl_dollars":2231.96,"ratio_entry":1.462,"ratio_exit":1.186,"roi_pct":57.66,"spot_entry":408.38,"spot_exit":425.83,"strike":413.7,"symbol":"QQQ","target_delta":0.5,"tenor_months":3,"theta_entry":-0.095,"vega_entry":0.808},{"capital_allocated":4982.77,"contracts":3,"delta_entry":0.5,"entry_date":"2024-04-22","entry_premium":16.61,"exit_date":"2024-05-13","exit_premium":25.93,"exit_reason":"PROFIT_TARGET_50%","holding_days":15,"is_win":true,"iv_entry_pct":21.11,"iv_exit_pct":17.4,"option_type":"CALL","peak_roi_pct":56.14,"pnl_dollars":2797.29,"ratio_entry":1.336,"ratio_exit":0.997,"roi_pct":56.14,"spot_entry":418.82,"spot_exit":443.08,"strike":425.1,"symbol":"QQQ","target_delta":0.5,"tenor_months":3,"theta_entry":-0.118,"vega_entry":0.828},{"capital_allocated":4354.48,"contracts":3,"delta_entry":0.5,"entry_date":"2024-06-06","entry_premium":14.51,"exit_date":"2024-06-14","exit_premium":22.14,"exit_reason":"PROFIT_TARGET_50%","holding_days":6,"is_win":true,"iv_entry_pct":16.43,"iv_exit_pct":16.05,"option_type":"CALL","peak_roi_pct":52.51,"pnl_dollars":2286.66,"ratio_entry":1.465,"ratio_exit":1.471,"roi_pct":52.51,"spot_entry":463.37,"spot_exit":479.19,"strike":469.3,"symbol":"QQQ","target_delta":0.5,"tenor_months":3,"theta_entry":-0.107,"vega_entry":0.917}],"trade_count":28},"70D":{"metrics":{"avg_holding_days":26.0,"avg_roi_pct":18.4,"avg_trade_pnl":599.84,"losses":10,"max_drawdown_dollars":7440.7,"max_drawdown_pct":7.44,"profit_factor":1.84,"sharpe_ratio":1.32,"total_pnl_dollars":16795.62,"total_trades":28,"win_rate_pct":64.3,"wins":18},"sample_trades":[{"capital_allocated":2594.07,"contracts":1,"delta_entry":0.7,"entry_date":"2023-10-06","entry_premium":25.94,"exit_date":"2023-11-20","exit_premium":42.16,"exit_reason":"PROFIT_TARGET_50%","holding_days":31,"is_win":true,"iv_entry_pct":21.41,"iv_exit_pct":17.14,"option_type":"CALL","peak_roi_pct":62.51,"pnl_dollars":1621.53,"ratio_entry":1.212,"ratio_exit":0.884,"roi_pct":62.51,"spot_entry":364.7,"spot_exit":390.74,"strike":350.1,"symbol":"QQQ","target_delta":0.7,"tenor_months":3,"theta_entry":-0.099,"vega_entry":0.628},{"capital_allocated":2655.71,"contracts":1,"delta_entry":0.7,"entry_date":"2023-10-24","entry_premium":26.56,"exit_date":"2023-11-14","exit_premium":44.0,"exit_reason":"PROFIT_TARGET_50%","holding_days":15,"is_win":true,"iv_entry_pct":22.34,"iv_exit_pct":17.89,"option_type":"CALL","peak_roi_pct":65.68,"pnl_dollars":1744.3,"ratio_entry":1.399,"ratio_exit":0.828,"roi_pct":65.68,"spot_entry":359.13,"spot_exit":385.33,"strike":344.1,"symbol":"QQQ","target_delta":0.7,"tenor_months":3,"theta_entry":-0.1,"vega_entry":0.618},{"capital_allocated":4586.85,"contracts":2,"delta_entry":0.7,"entry_date":"2023-12-22","entry_premium":22.93,"exit_date":"2024-01-29","exit_premium":35.58,"exit_reason":"PROFIT_TARGET_50%","holding_days":23,"is_win":true,"iv_entry_pct":16.62,"iv_exit_pct":17.39,"option_type":"CALL","peak_roi_pct":55.13,"pnl_dollars":2528.72,"ratio_entry":1.462,"ratio_exit":1.176,"roi_pct":55.13,"spot_entry":408.38,"spot_exit":428.15,"strike":396.1,"symbol":"QQQ","target_delta":0.7,"tenor_months":3,"theta_entry":-0.093,"vega_entry":0.703},{"capital_allocated":2940.84,"contracts":1,"delta_entry":0.7,"entry_date":"2024-04-22","entry_premium":29.41,"exit_date":"2024-05-13","exit_premium":44.47,"exit_reason":"PROFIT_TARGET_50%","holding_days":15,"is_win":true,"iv_entry_pct":21.11,"iv_exit_pct":17.4,"option_type":"CALL","peak_roi_pct":51.22,"pnl_dollars":1506.21,"ratio_entry":1.336,"ratio_exit":0.997,"roi_pct":51.22,"spot_entry":418.82,"spot_exit":443.08,"strike":402.3,"symbol":"QQQ","target_delta":0.7,"tenor_months":3,"theta_entry":-0.112,"vega_entry":0.721},{"capital_allocated":2575.96,"contracts":1,"delta_entry":0.7,"entry_date":"2024-06-06","entry_premium":25.76,"exit_date":"2024-06-17","exit_premium":41.47,"exit_reason":"PROFIT_TARGET_50%","holding_days":7,"is_win":true,"iv_entry_pct":16.43,"iv_exit_pct":16.83,"option_type":"CALL","peak_roi_pct":60.98,"pnl_dollars":1570.85,"ratio_entry":1.465,"ratio_exit":1.489,"roi_pct":60.98,"spot_entry":463.37,"spot_exit":485.06,"strike":449.6,"symbol":"QQQ","target_delta":0.7,"tenor_months":3,"theta_entry":-0.104,"vega_entry":0.797}],"trade_count":28}},"6M":{"20D":{"metrics":{"avg_holding_days":21.3,"avg_roi_pct":11.6,"avg_trade_pnl":508.47,"losses":12,"max_drawdown_dollars":12908.08,"max_drawdown_pct":12.91,"profit_factor":1.47,"sharpe_ratio":0.69,"total_pnl_dollars":14237.06,"total_trades":28,"win_rate_pct":57.1,"wins":16},"sample_trades":[{"capital_allocated":4616.85,"contracts":8,"delta_entry":0.2,"entry_date":"2023-10-06","entry_premium":5.77,"exit_date":"2023-11-01","exit_premium":2.85,"exit_reason":"STOP_LOSS_50%","holding_days":18,"is_win":false,"iv_entry_pct":21.41,"iv_exit_pct":20.68,"option_type":"CALL","peak_roi_pct":10.39,"pnl_dollars":-2336.3,"ratio_entry":1.212,"ratio_exit":1.085,"roi_pct":-50.6,"spot_entry":364.7,"spot_exit":356.96,"strike":426.6,"symbol":"QQQ","target_delta":0.2,"tenor_months":6,"theta_entry":-0.05,"vega_entry":0.716},{"capital_allocated":4732.23,"contracts":8,"delta_entry":0.2,"entry_date":"2023-10-24","entry_premium":5.92,"exit_date":"2023-12-13","exit_premium":9.18,"exit_reason":"PROFIT_TARGET_50%","holding_days":35,"is_win":true,"iv_entry_pct":22.34,"iv_exit_pct":15.35,"option_type":"CALL","peak_roi_pct":55.25,"pnl_dollars":2614.4,"ratio_entry":1.399,"ratio_exit":1.54,"roi_pct":55.25,"spot_entry":359.13,"spot_exit":403.74,"strike":422.8,"symbol":"QQQ","target_delta":0.2,"tenor_months":6,"theta_entry":-0.051,"vega_entry":0.705},{"capital_allocated":4585.63,"contracts":9,"delta_entry":0.2,"entry_date":"2023-12-22","entry_premium":5.1,"exit_date":"2024-01-24","exit_premium":7.99,"exit_reason":"PROFIT_TARGET_50%","holding_days":20,"is_win":true,"iv_entry_pct":16.62,"iv_exit_pct":16.96,"option_type":"CALL","peak_roi_pct":56.72,"pnl_dollars":2601.1,"ratio_entry":1.462,"ratio_exit":1.186,"roi_pct":56.72,"spot_entry":408.38,"spot_exit":425.83,"strike":462.3,"symbol":"QQQ","target_delta":0.2,"tenor_months":6,"theta_entry":-0.045,"vega_entry":0.802},{"capital_allocated":4577.01,"contracts":7,"delta_entry":0.2,"entry_date":"2024-04-22","entry_premium":6.54,"exit_date":"2024-05-28","exit_premium":10.42,"exit_reason":"PROFIT_TARGET_50%","holding_days":25,"is_win":true,"iv_entry_pct":21.11,"iv_exit_pct":16.57,"option_type":"CALL","peak_roi_pct":59.3,"pnl_dollars":2714.0,"ratio_entry":1.336,"ratio_exit":1.222,"roi_pct":59.3,"spot_entry":418.82,"spot_exit":459.68,"strike":488.9,"symbol":"QQQ","target_delta":0.2,"tenor_months":6,"theta_entry":-0.056,"vega_entry":0.822},{"capital_allocated":4572.5,"contracts":8,"delta_entry":0.2,"entry_date":"2024-06-06","entry_premium":5.72,"exit_date":"2024-06-17","exit_premium":10.98,"exit_reason":"PROFIT_TARGET_50%","holding_days":7,"is_win":true,"iv_entry_pct":16.43,"iv_exit_pct":16.83,"option_type":"CALL","peak_roi_pct":92.07,"pnl_dollars":4209.99,"ratio_entry":1.465,"ratio_exit":1.489,"roi_pct":92.07,"spot_entry":463.37,"spot_exit":485.06,"strike":523.9,"symbol":"QQQ","target_delta":0.2,"tenor_months":6,"theta_entry":-0.051,"vega_entry":0.91}],"trade_count":28},"30D":{"metrics":{"avg_holding_days":27.8,"avg_roi_pct":20.9,"avg_trade_pnl":979.72,"losses":10,"max_drawdown_dollars":10199.48,"max_drawdown_pct":10.2,"profit_factor":2.36,"sharpe_ratio":1.35,"total_pnl_dollars":27432.24,"total_trades":28,"win_rate_pct":64.3,"wins":18},"sample_trades":[{"capital_allocated":4886.58,"contracts":5,"delta_entry":0.3,"entry_date":"2023-10-06","entry_premium":9.77,"exit_date":"2023-12-15","exit_premium":15.25,"exit_reason":"PROFIT_TARGET_50%","holding_days":49,"is_win":true,"iv_entry_pct":21.41,"iv_exit_pct":15.47,"option_type":"CALL","peak_roi_pct":56.07,"pnl_dollars":2739.68,"ratio_entry":1.212,"ratio_exit":1.541,"roi_pct":56.07,"spot_entry":364.7,"spot_exit":405.34,"strike":406.7,"symbol":"QQQ","target_delta":0.3,"tenor_months":6,"theta_entry":-0.063,"vega_entry":0.889},{"capital_allocated":4999.73,"contracts":5,"delta_entry":0.3,"entry_date":"2023-10-24","entry_premium":10.0,"exit_date":"2023-12-12","exit_premium":15.43,"exit_reason":"PROFIT_TARGET_50%","holding_days":34,"is_win":true,"iv_entry_pct":22.34,"iv_exit_pct":15.38,"option_type":"CALL","peak_roi_pct":54.27,"pnl_dollars":2713.1,"ratio_entry":1.399,"ratio_exit":1.336,"roi_pct":54.27,"spot_entry":359.13,"spot_exit":398.67,"strike":402.3,"symbol":"QQQ","target_delta":0.3,"tenor_months":6,"theta_entry":-0.065,"vega_entry":0.875},{"capital_allocated":4317.05,"contracts":5,"delta_entry":0.3,"entry_date":"2023-12-22","entry_premium":8.63,"exit_date":"2024-01-24","exit_premium":13.1,"exit_reason":"PROFIT_TARGET_50%","holding_days":20,"is_win":true,"iv_entry_pct":16.62,"iv_exit_pct":16.96,"option_type":"CALL","peak_roi_pct":51.7,"pnl_dollars":2231.91,"ratio_entry":1.462,"ratio_exit":1.186,"roi_pct":51.7,"spot_entry":408.38,"spot_exit":425.83,"strike":445.5,"symbol":"QQQ","target_delta":0.3,"tenor_months":6,"theta_entry":-0.058,"vega_entry":0.995},{"capital_allocated":4430.38,"contracts":4,"delta_entry":0.3,"entry_date":"2024-04-22","entry_premium":11.08,"exit_date":"2024-05-22","exit_premium":17.28,"exit_reason":"PROFIT_TARGET_50%","holding_days":22,"is_win":true,"iv_entry_pct":21.11,"iv_exit_pct":16.4,"option_type":"CALL","peak_roi_pct":55.99,"pnl_dollars":2480.54,"ratio_entry":1.336,"ratio_exit":1.163,"roi_pct":55.99,"spot_entry":418.82,"spot_exit":455.71,"strike":466.4,"symbol":"QQQ","target_delta":0.3,"tenor_months":6,"theta_entry":-0.072,"vega_entry":1.021},{"capital_allocated":4853.13,"contracts":5,"delta_entry":0.3,"entry_date":"2024-06-06","entry_premium":9.71,"exit_date":"2024-06-17","exit_premium":17.23,"exit_reason":"PROFIT_TARGET_50%","holding_days":7,"is_win":true,"iv_entry_pct":16.43,"iv_exit_pct":16.83,"option_type":"CALL","peak_roi_pct":77.51,"pnl_dollars":3761.76,"ratio_entry":1.465,"ratio_exit":1.489,"roi_pct":77.51,"spot_entry":463.37,"spot_exit":485.06,"strike":505.0,"symbol":"QQQ","target_delta":0.3,"tenor_months":6,"theta_entry":-0.065,"vega_entry":1.13}],"trade_count":28},"50D":{"metrics":{"avg_holding_days":41.9,"avg_roi_pct":17.8,"avg_trade_pnl":557.04,"losses":10,"max_drawdown_dollars":7794.14,"max_drawdown_pct":7.79,"profit_factor":1.75,"sharpe_ratio":1.19,"total_pnl_dollars":15597.25,"total_trades":28,"win_rate_pct":64.3,"wins":18},"sample_trades":[{"capital_allocated":4039.76,"contracts":2,"delta_entry":0.5,"entry_date":"2023-10-06","entry_premium":20.2,"exit_date":"2023-12-12","exit_premium":30.82,"exit_reason":"PROFIT_TARGET_50%","holding_days":46,"is_win":true,"iv_entry_pct":21.41,"iv_exit_pct":15.38,"option_type":"CALL","peak_roi_pct":52.6,"pnl_dollars":2124.95,"ratio_entry":1.212,"ratio_exit":1.336,"roi_pct":52.6,"spot_entry":364.7,"spot_exit":398.67,"strike":375.8,"symbol":"QQQ","target_delta":0.5,"tenor_months":6,"theta_entry":-0.078,"vega_entry":1.019},{"capital_allocated":4136.96,"contracts":2,"delta_entry":0.5,"entry_date":"2023-10-24","entry_premium":20.68,"exit_date":"2023-11-20","exit_premium":32.66,"exit_reason":"PROFIT_TARGET_50%","holding_days":19,"is_win":true,"iv_entry_pct":22.34,"iv_exit_pct":17.14,"option_type":"CALL","peak_roi_pct":57.91,"pnl_dollars":2395.54,"ratio_entry":1.399,"ratio_exit":0.884,"roi_pct":57.91,"spot_entry":359.13,"spot_exit":390.74,"strike":370.4,"symbol":"QQQ","target_delta":0.5,"tenor_months":6,"theta_entry":-0.079,"vega_entry":1.003},{"capital_allocated":3580.01,"contracts":2,"delta_entry":0.5,"entry_date":"2023-12-22","entry_premium":17.9,"exit_date":"2024-01-29","exit_premium":27.04,"exit_reason":"PROFIT_TARGET_50%","holding_days":23,"is_win":true,"iv_entry_pct":16.62,"iv_exit_pct":17.39,"option_type":"CALL","peak_roi_pct":51.07,"pnl_dollars":1828.42,"ratio_entry":1.462,"ratio_exit":1.176,"roi_pct":51.07,"spot_entry":408.38,"spot_exit":428.15,"strike":419.0,"symbol":"QQQ","target_delta":0.5,"tenor_months":6,"theta_entry":-0.072,"vega_entry":1.141},{"capital_allocated":4582.96,"contracts":2,"delta_entry":0.5,"entry_date":"2024-04-22","entry_premium":22.91,"exit_date":"2024-05-15","exit_premium":35.92,"exit_reason":"PROFIT_TARGET_50%","holding_days":17,"is_win":true,"iv_entry_pct":21.11,"iv_exit_pct":16.34,"option_type":"CALL","peak_roi_pct":56.77,"pnl_dollars":2601.65,"ratio_entry":1.336,"ratio_exit":0.941,"roi_pct":56.77,"spot_entry":418.82,"spot_exit":452.9,"strike":431.4,"symbol":"QQQ","target_delta":0.5,"tenor_months":6,"theta_entry":-0.088,"vega_entry":1.17},{"capital_allocated":4023.19,"contracts":2,"delta_entry":0.5,"entry_date":"2024-06-06","entry_premium":20.12,"exit_date":"2024-06-17","exit_premium":31.75,"exit_reason":"PROFIT_TARGET_50%","holding_days":7,"is_win":true,"iv_entry_pct":16.43,"iv_exit_pct":16.83,"option_type":"CALL","peak_roi_pct":57.85,"pnl_dollars":2327.41,"ratio_entry":1.465,"ratio_exit":1.489,"roi_pct":57.85,"spot_entry":463.37,"spot_exit":485.06,"strike":475.3,"symbol":"QQQ","target_delta":0.5,"tenor_months":6,"theta_entry":-0.081,"vega_entry":1.294}],"trade_count":28},"70D":{"metrics":{"avg_holding_days":49.4,"avg_roi_pct":19.7,"avg_trade_pnl":869.44,"losses":10,"max_drawdown_dollars":11367.96,"max_drawdown_pct":11.37,"profit_factor":1.91,"sharpe_ratio":1.42,"total_pnl_dollars":24344.43,"total_trades":28,"win_rate_pct":64.3,"wins":18},"sample_trades":[{"capital_allocated":3558.22,"contracts":1,"delta_entry":0.7,"entry_date":"2023-10-06","entry_premium":35.58,"exit_date":"2023-12-12","exit_premium":55.52,"exit_reason":"PROFIT_TARGET_50%","holding_days":46,"is_win":true,"iv_entry_pct":21.41,"iv_exit_pct":15.38,"option_type":"CALL","peak_roi_pct":56.04,"pnl_dollars":1993.91,"ratio_entry":1.212,"ratio_exit":1.336,"roi_pct":56.04,"spot_entry":364.7,"spot_exit":398.67,"strike":347.2,"symbol":"QQQ","target_delta":0.7,"tenor_months":6,"theta_entry":-0.076,"vega_entry":0.885},{"capital_allocated":3643.06,"contracts":1,"delta_entry":0.7,"entry_date":"2023-10-24","entry_premium":36.43,"exit_date":"2023-11-20","exit_premium":56.12,"exit_reason":"PROFIT_TARGET_50%","holding_days":19,"is_win":true,"iv_entry_pct":22.34,"iv_exit_pct":17.14,"option_type":"CALL","peak_roi_pct":54.04,"pnl_dollars":1968.61,"ratio_entry":1.399,"ratio_exit":0.884,"roi_pct":54.04,"spot_entry":359.13,"spot_exit":390.74,"strike":341.0,"symbol":"QQQ","target_delta":0.7,"tenor_months":6,"theta_entry":-0.076,"vega_entry":0.871},{"capital_allocated":3167.75,"contracts":1,"delta_entry":0.7,"entry_date":"2023-12-22","entry_premium":31.68,"exit_date":"2024-02-09","exit_premium":50.61,"exit_reason":"PROFIT_TARGET_50%","holding_days":32,"is_win":true,"iv_entry_pct":16.62,"iv_exit_pct":16.86,"option_type":"CALL","peak_roi_pct":59.77,"pnl_dollars":1893.37,"ratio_entry":1.462,"ratio_exit":1.138,"roi_pct":59.77,"spot_entry":408.38,"spot_exit":437.05,"strike":394.0,"symbol":"QQQ","target_delta":0.7,"tenor_months":6,"theta_entry":-0.072,"vega_entry":0.991},{"capital_allocated":4037.71,"contracts":1,"delta_entry":0.7,"entry_date":"2024-04-22","entry_premium":40.38,"exit_date":"2024-05-15","exit_premium":61.59,"exit_reason":"PROFIT_TARGET_50%","holding_days":17,"is_win":true,"iv_entry_pct":21.11,"iv_exit_pct":16.34,"option_type":"CALL","peak_roi_pct":52.52,"pnl_dollars":2120.8,"ratio_entry":1.336,"ratio_exit":0.941,"roi_pct":52.52,"spot_entry":418.82,"spot_exit":452.9,"strike":399.0,"symbol":"QQQ","target_delta":0.7,"tenor_months":6,"theta_entry":-0.086,"vega_entry":1.016},{"capital_allocated":3556.65,"contracts":1,"delta_entry":0.7,"entry_date":"2024-06-06","entry_premium":35.57,"exit_date":"2024-07-03","exit_premium":54.16,"exit_reason":"PROFIT_TARGET_50%","holding_days":18,"is_win":true,"iv_entry_pct":16.43,"iv_exit_pct":16.28,"option_type":"CALL","peak_roi_pct":52.28,"pnl_dollars":1859.28,"ratio_entry":1.465,"ratio_exit":1.317,"roi_pct":52.28,"spot_entry":463.37,"spot_exit":491.04,"strike":447.3,"symbol":"QQQ","target_delta":0.7,"tenor_months":6,"theta_entry":-0.082,"vega_entry":1.125}],"trade_count":28}}},"signal_triggers_count":28,"strategy_mode":"CALL_REDUCING_IVHV","symbol":"QQQ"},"calls_reducing_gentle":{"call_reduc_delta":-0.08,"put_threshold":null,"results_matrix":{"3M":{"20D":{"metrics":{"avg_holding_days":15.2,"avg_roi_pct":3.0,"avg_trade_pnl":141.52,"losses":24,"max_drawdown_dollars":23349.72,"max_drawdown_pct":23.35,"profit_factor":1.11,"sharpe_ratio":0.18,"total_pnl_dollars":6792.98,"total_trades":48,"win_rate_pct":50.0,"wins":24},"sample_trades":[{"capital_allocated":4776.27,"contracts":11,"delta_entry":0.2,"entry_date":"2023-10-04","entry_premium":4.34,"exit_date":"2023-10-25","exit_premium":2.08,"exit_reason":"STOP_LOSS_50%","holding_days":15,"is_win":false,"iv_entry_pct":22.68,"iv_exit_pct":24.34,"option_type":"CALL","peak_roi_pct":15.17,"pnl_dollars":-2487.25,"ratio_entry":1.372,"ratio_exit":1.328,"roi_pct":-52.08,"spot_entry":359.75,"spot_exit":350.34,"strike":401.8,"symbol":"QQQ","target_delta":0.2,"tenor_months":3,"theta_entry":-0.07,"vega_entry":0.5},{"capital_allocated":4693.35,"contracts":11,"delta_entry":0.2,"entry_date":"2023-10-24","entry_premium":4.27,"exit_date":"2023-11-14","exit_premium":6.92,"exit_reason":"PROFIT_TARGET_50%","holding_days":15,"is_win":true,"iv_entry_pct":22.34,"iv_exit_pct":17.89,"option_type":"CALL","peak_roi_pct":62.14,"pnl_dollars":2916.44,"ratio_entry":1.399,"ratio_exit":0.828,"roi_pct":62.14,"spot_entry":359.13,"spot_exit":385.33,"strike":400.5,"symbol":"QQQ","target_delta":0.2,"tenor_months":3,"theta_entry":-0.069,"vega_entry":0.499},{"capital_allocated":4610.75,"contracts":11,"delta_entry":0.2,"entry_date":"2023-10-31","entry_premium":4.19,"exit_date":"2023-11-07","exit_premium":6.97,"exit_reason":"PROFIT_TARGET_50%","holding_days":5,"is_win":true,"iv_entry_pct":22.46,"iv_exit_pct":18.45,"option_type":"CALL","peak_roi_pct":66.35,"pnl_dollars":3059.23,"ratio_entry":1.204,"ratio_exit":0.931,"roi_pct":66.35,"spot_entry":350.87,"spot_exit":372.7,"strike":391.5,"symbol":"QQQ","target_delta":0.2,"tenor_months":3,"theta_entry":-0.068,"vega_entry":0.488},{"capital_allocated":4730.57,"contracts":14,"delta_entry":0.2,"entry_date":"2023-12-08","entry_premium":3.38,"exit_date":"2023-12-13","exit_premium":5.55,"exit_reason":"PROFIT_TARGET_50%","holding_days":3,"is_win":true,"iv_entry_pct":15.94,"iv_exit_pct":15.35,"option_type":"CALL","peak_roi_pct":64.26,"pnl_dollars":3039.95,"ratio_entry":1.19,"ratio_exit":1.54,"roi_pct":64.26,"spot_entry":392.17,"spot_exit":403.74,"strike":424.5,"symbol":"QQQ","target_delta":0.2,"tenor_months":3,"theta_entry":-0.056,"vega_entry":0.545},{"capital_allocated":4908.5,"contracts":13,"delta_entry":0.2,"entry_date":"2023-12-21","entry_premium":3.78,"exit_date":"2024-01-04","exit_premium":1.69,"exit_reason":"STOP_LOSS_50%","holding_days":8,"is_win":false,"iv_entry_pct":17.18,"iv_exit_pct":17.89,"option_type":"CALL","peak_roi_pct":9.0,"pnl_dollars":-2705.78,"ratio_entry":1.502,"ratio_exit":1.298,"roi_pct":-55.12,"spot_entry":407.77,"spot_exit":396.28,"strike":443.9,"symbol":"QQQ","target_delta":0.2,"tenor_months":3,"theta_entry":-0.062,"vega_entry":0.567}],"trade_count":48},"30D":{"metrics":{"avg_holding_days":17.3,"avg_roi_pct":10.4,"avg_trade_pnl":462.06,"losses":21,"max_drawdown_dollars":18932.18,"max_drawdown_pct":18.93,"profit_factor":1.43,"sharpe_ratio":0.61,"total_pnl_dollars":22178.97,"total_trades":48,"win_rate_pct":56.2,"wins":27},"sample_trades":[{"capital_allocated":4416.31,"contracts":6,"delta_entry":0.3,"entry_date":"2023-10-04","entry_premium":7.36,"exit_date":"2023-10-26","exit_premium":2.81,"exit_reason":"STOP_LOSS_50%","holding_days":16,"is_win":false,"iv_entry_pct":22.68,"iv_exit_pct":24.85,"option_type":"CALL","peak_roi_pct":19.26,"pnl_dollars":-2730.01,"ratio_entry":1.372,"ratio_exit":1.299,"roi_pct":-61.82,"spot_entry":359.75,"spot_exit":343.66,"strike":387.7,"symbol":"QQQ","target_delta":0.3,"tenor_months":3,"theta_entry":-0.089,"vega_entry":0.621},{"capital_allocated":4349.06,"contracts":6,"delta_entry":0.3,"entry_date":"2023-10-24","entry_premium":7.25,"exit_date":"2023-11-14","exit_premium":12.59,"exit_reason":"PROFIT_TARGET_50%","holding_days":15,"is_win":true,"iv_entry_pct":22.34,"iv_exit_pct":17.89,"option_type":"CALL","peak_roi_pct":73.69,"pnl_dollars":3204.7,"ratio_entry":1.399,"ratio_exit":0.828,"roi_pct":73.69,"spot_entry":359.13,"spot_exit":385.33,"strike":386.6,"symbol":"QQQ","target_delta":0.3,"tenor_months":3,"theta_entry":-0.088,"vega_entry":0.62},{"capital_allocated":4973.29,"contracts":7,"delta_entry":0.3,"entry_date":"2023-10-31","entry_premium":7.1,"exit_date":"2023-11-06","exit_premium":10.75,"exit_reason":"PROFIT_TARGET_50%","holding_days":4,"is_win":true,"iv_entry_pct":22.46,"iv_exit_pct":18.65,"option_type":"CALL","peak_roi_pct":51.33,"pnl_dollars":2552.64,"ratio_entry":1.204,"ratio_exit":0.95,"roi_pct":51.33,"spot_entry":350.87,"spot_exit":369.21,"strike":377.9,"symbol":"QQQ","target_delta":0.3,"tenor_months":3,"theta_entry":-0.086,"vega_entry":0.605},{"capital_allocated":4584.07,"contracts":8,"delta_entry":0.3,"entry_date":"2023-12-08","entry_premium":5.73,"exit_date":"2023-12-13","exit_premium":9.03,"exit_reason":"PROFIT_TARGET_50%","holding_days":3,"is_win":true,"iv_entry_pct":15.94,"iv_exit_pct":15.35,"option_type":"CALL","peak_roi_pct":57.56,"pnl_dollars":2638.57,"ratio_entry":1.19,"ratio_exit":1.54,"roi_pct":57.56,"spot_entry":392.17,"spot_exit":403.74,"strike":414.0,"symbol":"QQQ","target_delta":0.3,"tenor_months":3,"theta_entry":-0.072,"vega_entry":0.676},{"capital_allocated":4476.5,"contracts":7,"delta_entry":0.3,"entry_date":"2023-12-21","entry_premium":6.4,"exit_date":"2024-01-04","exit_premium":3.17,"exit_reason":"STOP_LOSS_50%","holding_days":8,"is_win":false,"iv_entry_pct":17.18,"iv_exit_pct":17.89,"option_type":"CALL","peak_roi_pct":8.56,"pnl_dollars":-2256.65,"ratio_entry":1.502,"ratio_exit":1.298,"roi_pct":-50.41,"spot_entry":407.77,"spot_exit":396.28,"strike":432.1,"symbol":"QQQ","target_delta":0.3,"tenor_months":3,"theta_entry":-0.079,"vega_entry":0.703}],"trade_count":48},"50D":{"metrics":{"avg_holding_days":19.3,"avg_roi_pct":19.6,"avg_trade_pnl":833.84,"losses":17,"max_drawdown_dollars":12525.84,"max_drawdown_pct":12.53,"profit_factor":2.33,"sharpe_ratio":1.3,"total_pnl_dollars":40024.35,"total_trades":48,"win_rate_pct":64.6,"wins":31},"sample_trades":[{"capital_allocated":4569.78,"contracts":3,"delta_entry":0.5,"entry_date":"2023-10-04","entry_premium":15.23,"exit_date":"2023-10-26","exit_premium":7.22,"exit_reason":"STOP_LOSS_50%","holding_days":16,"is_win":false,"iv_entry_pct":22.68,"iv_exit_pct":24.85,"option_type":"CALL","peak_roi_pct":23.21,"pnl_dollars":-2404.24,"ratio_entry":1.372,"ratio_exit":1.299,"roi_pct":-52.61,"spot_entry":359.75,"spot_exit":343.66,"strike":365.5,"symbol":"QQQ","target_delta":0.5,"tenor_months":3,"theta_entry":-0.107,"vega_entry":0.712},{"capital_allocated":4498.29,"contracts":3,"delta_entry":0.5,"entry_date":"2023-10-24","entry_premium":14.99,"exit_date":"2023-11-14","exit_premium":26.41,"exit_reason":"PROFIT_TARGET_50%","holding_days":15,"is_win":true,"iv_entry_pct":22.34,"iv_exit_pct":17.89,"option_type":"CALL","peak_roi_pct":76.15,"pnl_dollars":3425.28,"ratio_entry":1.399,"ratio_exit":0.828,"roi_pct":76.15,"spot_entry":359.13,"spot_exit":385.33,"strike":364.8,"symbol":"QQQ","target_delta":0.5,"tenor_months":3,"theta_entry":-0.106,"vega_entry":0.71},{"capital_allocated":4421.38,"contracts":3,"delta_entry":0.5,"entry_date":"2023-10-31","entry_premium":14.74,"exit_date":"2023-11-06","exit_premium":22.27,"exit_reason":"PROFIT_TARGET_50%","holding_days":4,"is_win":true,"iv_entry_pct":22.46,"iv_exit_pct":18.65,"option_type":"CALL","peak_roi_pct":51.1,"pnl_dollars":2259.18,"ratio_entry":1.204,"ratio_exit":0.95,"roi_pct":51.1,"spot_entry":350.87,"spot_exit":369.21,"strike":356.4,"symbol":"QQQ","target_delta":0.5,"tenor_months":3,"theta_entry":-0.104,"vega_entry":0.694},{"capital_allocated":4776.93,"contracts":4,"delta_entry":0.501,"entry_date":"2023-12-08","entry_premium":11.94,"exit_date":"2023-12-15","exit_premium":18.34,"exit_reason":"PROFIT_TARGET_50%","holding_days":5,"is_win":true,"iv_entry_pct":15.94,"iv_exit_pct":15.47,"option_type":"CALL","peak_roi_pct":53.55,"pnl_dollars":2558.04,"ratio_entry":1.19,"ratio_exit":1.541,"roi_pct":53.55,"spot_entry":392.17,"spot_exit":405.34,"strike":397.1,"symbol":"QQQ","target_delta":0.5,"tenor_months":3,"theta_entry":-0.088,"vega_entry":0.776},{"capital_allocated":3999.64,"contracts":3,"delta_entry":0.501,"entry_date":"2023-12-21","entry_premium":13.33,"exit_date":"2024-01-24","exit_premium":20.53,"exit_reason":"PROFIT_TARGET_50%","holding_days":21,"is_win":true,"iv_entry_pct":17.18,"iv_exit_pct":16.96,"option_type":"CALL","peak_roi_pct":53.96,"pnl_dollars":2158.08,"ratio_entry":1.502,"ratio_exit":1.186,"roi_pct":53.96,"spot_entry":407.77,"spot_exit":425.83,"strike":413.1,"symbol":"QQQ","target_delta":0.5,"tenor_months":3,"theta_entry":-0.097,"vega_entry":0.807}],"trade_count":48},"70D":{"metrics":{"avg_holding_days":23.7,"avg_roi_pct":19.4,"avg_trade_pnl":727.02,"losses":16,"max_drawdown_dollars":14374.19,"max_drawdown_pct":14.37,"profit_factor":2.08,"sharpe_ratio":1.4,"total_pnl_dollars":34897.15,"total_trades":48,"win_rate_pct":66.7,"wins":32},"sample_trades":[{"capital_allocated":2694.37,"contracts":1,"delta_entry":0.7,"entry_date":"2023-10-04","entry_premium":26.94,"exit_date":"2023-11-14","exit_premium":42.46,"exit_reason":"PROFIT_TARGET_50%","holding_days":29,"is_win":true,"iv_entry_pct":22.68,"iv_exit_pct":17.89,"option_type":"CALL","peak_roi_pct":57.59,"pnl_dollars":1551.76,"ratio_entry":1.372,"ratio_exit":0.828,"roi_pct":57.59,"spot_entry":359.75,"spot_exit":385.33,"strike":344.5,"symbol":"QQQ","target_delta":0.7,"tenor_months":3,"theta_entry":-0.102,"vega_entry":0.62},{"capital_allocated":2655.71,"contracts":1,"delta_entry":0.7,"entry_date":"2023-10-24","entry_premium":26.56,"exit_date":"2023-11-14","exit_premium":44.0,"exit_reason":"PROFIT_TARGET_50%","holding_days":15,"is_win":true,"iv_entry_pct":22.34,"iv_exit_pct":17.89,"option_type":"CALL","peak_roi_pct":65.68,"pnl_dollars":1744.3,"ratio_entry":1.399,"ratio_exit":0.828,"roi_pct":65.68,"spot_entry":359.13,"spot_exit":385.33,"strike":344.1,"symbol":"QQQ","target_delta":0.7,"tenor_months":3,"theta_entry":-0.1,"vega_entry":0.618},{"capital_allocated":2607.61,"contracts":1,"delta_entry":0.7,"entry_date":"2023-10-31","entry_premium":26.08,"exit_date":"2023-11-07","exit_premium":40.59,"exit_reason":"PROFIT_TARGET_50%","holding_days":5,"is_win":true,"iv_entry_pct":22.46,"iv_exit_pct":18.45,"option_type":"CALL","peak_roi_pct":55.65,"pnl_dollars":1451.06,"ratio_entry":1.204,"ratio_exit":0.931,"roi_pct":55.65,"spot_entry":350.87,"spot_exit":372.7,"strike":336.1,"symbol":"QQQ","target_delta":0.7,"tenor_months":3,"theta_entry":-0.098,"vega_entry":0.604},{"capital_allocated":4228.43,"contracts":2,"delta_entry":0.7,"entry_date":"2023-12-08","entry_premium":21.14,"exit_date":"2023-12-19","exit_premium":33.1,"exit_reason":"PROFIT_TARGET_50%","holding_days":7,"is_win":true,"iv_entry_pct":15.94,"iv_exit_pct":15.8,"option_type":"CALL","peak_roi_pct":56.56,"pnl_dollars":2391.79,"ratio_entry":1.19,"ratio_exit":1.673,"roi_pct":56.56,"spot_entry":392.17,"spot_exit":409.16,"strike":381.0,"symbol":"QQQ","target_delta":0.7,"tenor_months":3,"theta_entry":-0.087,"vega_entry":0.675},{"capital_allocated":4727.56,"contracts":2,"delta_entry":0.7,"entry_date":"2023-12-21","entry_premium":23.64,"exit_date":"2024-01-29","exit_premium":36.46,"exit_reason":"PROFIT_TARGET_50%","holding_days":24,"is_win":true,"iv_entry_pct":17.18,"iv_exit_pct":17.39,"option_type":"CALL","peak_roi_pct":54.23,"pnl_dollars":2563.61,"ratio_entry":1.502,"ratio_exit":1.176,"roi_pct":54.23,"spot_entry":407.77,"spot_exit":428.15,"strike":395.0,"symbol":"QQQ","target_delta":0.7,"tenor_months":3,"theta_entry":-0.095,"vega_entry":0.702}],"trade_count":48}},"6M":{"20D":{"metrics":{"avg_holding_days":24.6,"avg_roi_pct":7.4,"avg_trade_pnl":336.18,"losses":22,"max_drawdown_dollars":20396.28,"max_drawdown_pct":20.4,"profit_factor":1.29,"sharpe_ratio":0.43,"total_pnl_dollars":16136.55,"total_trades":48,"win_rate_pct":54.2,"wins":26},"sample_trades":[{"capital_allocated":4799.82,"contracts":8,"delta_entry":0.2,"entry_date":"2023-10-04","entry_premium":6.0,"exit_date":"2023-11-01","exit_premium":2.98,"exit_reason":"STOP_LOSS_50%","holding_days":20,"is_win":false,"iv_entry_pct":22.68,"iv_exit_pct":20.68,"option_type":"CALL","peak_roi_pct":9.01,"pnl_dollars":-2417.02,"ratio_entry":1.372,"ratio_exit":1.085,"roi_pct":-50.36,"spot_entry":359.75,"spot_exit":356.96,"strike":424.6,"symbol":"QQQ","target_delta":0.2,"tenor_months":6,"theta_entry":-0.051,"vega_entry":0.706},{"capital_allocated":4732.23,"contracts":8,"delta_entry":0.2,"entry_date":"2023-10-24","entry_premium":5.92,"exit_date":"2023-12-13","exit_premium":9.18,"exit_reason":"PROFIT_TARGET_50%","holding_days":35,"is_win":true,"iv_entry_pct":22.34,"iv_exit_pct":15.35,"option_type":"CALL","peak_roi_pct":55.25,"pnl_dollars":2614.4,"ratio_entry":1.399,"ratio_exit":1.54,"roi_pct":55.25,"spot_entry":359.13,"spot_exit":403.74,"strike":422.8,"symbol":"QQQ","target_delta":0.2,"tenor_months":6,"theta_entry":-0.051,"vega_entry":0.705},{"capital_allocated":4649.32,"contracts":8,"delta_entry":0.2,"entry_date":"2023-10-31","entry_premium":5.81,"exit_date":"2023-11-14","exit_premium":10.28,"exit_reason":"PROFIT_TARGET_50%","holding_days":10,"is_win":true,"iv_entry_pct":22.46,"iv_exit_pct":17.89,"option_type":"CALL","peak_roi_pct":76.87,"pnl_dollars":3574.0,"ratio_entry":1.204,"ratio_exit":0.828,"roi_pct":76.87,"spot_entry":350.87,"spot_exit":385.33,"strike":413.4,"symbol":"QQQ","target_delta":0.2,"tenor_months":6,"theta_entry":-0.05,"vega_entry":0.689},{"capital_allocated":4708.4,"contracts":10,"delta_entry":0.2,"entry_date":"2023-12-08","entry_premium":4.71,"exit_date":"2023-12-18","exit_premium":7.81,"exit_reason":"PROFIT_TARGET_50%","holding_days":6,"is_win":true,"iv_entry_pct":15.94,"iv_exit_pct":15.87,"option_type":"CALL","peak_roi_pct":65.85,"pnl_dollars":3100.68,"ratio_entry":1.19,"ratio_exit":1.583,"roi_pct":65.85,"spot_entry":392.17,"spot_exit":407.08,"strike":441.9,"symbol":"QQQ","target_delta":0.2,"tenor_months":6,"theta_entry":-0.042,"vega_entry":0.771},{"capital_allocated":4717.4,"contracts":9,"delta_entry":0.2,"entry_date":"2023-12-21","entry_premium":5.24,"exit_date":"2024-01-25","exit_premium":7.95,"exit_reason":"PROFIT_TARGET_50%","holding_days":22,"is_win":true,"iv_entry_pct":17.18,"iv_exit_pct":17.26,"option_type":"CALL","peak_roi_pct":51.6,"pnl_dollars":2434.41,"ratio_entry":1.502,"ratio_exit":1.213,"roi_pct":51.6,"spot_entry":407.77,"spot_exit":426.35,"strike":463.4,"symbol":"QQQ","target_delta":0.2,"tenor_months":6,"theta_entry":-0.046,"vega_entry":0.8}],"trade_count":48},"30D":{"metrics":{"avg_holding_days":27.8,"avg_roi_pct":16.8,"avg_trade_pnl":746.54,"losses":18,"max_drawdown_dollars":14669.63,"max_drawdown_pct":14.67,"profit_factor":1.91,"sharpe_ratio":1.07,"total_pnl_dollars":35834.14,"total_trades":48,"win_rate_pct":62.5,"wins":30},"sample_trades":[{"capital_allocated":4067.75,"contracts":4,"delta_entry":0.3,"entry_date":"2023-10-04","entry_premium":10.17,"exit_date":"2023-12-13","exit_premium":15.86,"exit_reason":"PROFIT_TARGET_50%","holding_days":49,"is_win":true,"iv_entry_pct":22.68,"iv_exit_pct":15.35,"option_type":"CALL","peak_roi_pct":56.0,"pnl_dollars":2278.1,"ratio_entry":1.372,"ratio_exit":1.54,"roi_pct":56.0,"spot_entry":359.75,"spot_exit":403.74,"strike":403.6,"symbol":"QQQ","target_delta":0.3,"tenor_months":6,"theta_entry":-0.066,"vega_entry":0.877},{"capital_allocated":4999.73,"contracts":5,"delta_entry":0.3,"entry_date":"2023-10-24","entry_premium":10.0,"exit_date":"2023-12-12","exit_premium":15.43,"exit_reason":"PROFIT_TARGET_50%","holding_days":34,"is_win":true,"iv_entry_pct":22.34,"iv_exit_pct":15.38,"option_type":"CALL","peak_roi_pct":54.27,"pnl_dollars":2713.1,"ratio_entry":1.399,"ratio_exit":1.336,"roi_pct":54.27,"spot_entry":359.13,"spot_exit":398.67,"strike":402.3,"symbol":"QQQ","target_delta":0.3,"tenor_months":6,"theta_entry":-0.065,"vega_entry":0.875},{"capital_allocated":4917.8,"contracts":5,"delta_entry":0.3,"entry_date":"2023-10-31","entry_premium":9.84,"exit_date":"2023-11-10","exit_premium":14.8,"exit_reason":"PROFIT_TARGET_50%","holding_days":8,"is_win":true,"iv_entry_pct":22.46,"iv_exit_pct":17.95,"option_type":"CALL","peak_roi_pct":50.42,"pnl_dollars":2479.71,"ratio_entry":1.204,"ratio_exit":0.866,"roi_pct":50.42,"spot_entry":350.87,"spot_exit":378.39,"strike":393.2,"symbol":"QQQ","target_delta":0.3,"tenor_months":6,"theta_entry":-0.063,"vega_entry":0.856},{"capital_allocated":4785.58,"contracts":6,"delta_entry":0.3,"entry_date":"2023-12-08","entry_premium":7.98,"exit_date":"2023-12-18","exit_premium":12.55,"exit_reason":"PROFIT_TARGET_50%","holding_days":6,"is_win":true,"iv_entry_pct":15.94,"iv_exit_pct":15.87,"option_type":"CALL","peak_roi_pct":57.29,"pnl_dollars":2741.65,"ratio_entry":1.19,"ratio_exit":1.583,"roi_pct":57.29,"spot_entry":392.17,"spot_exit":407.08,"strike":426.5,"symbol":"QQQ","target_delta":0.3,"tenor_months":6,"theta_entry":-0.054,"vega_entry":0.956},{"capital_allocated":4454.41,"contracts":5,"delta_entry":0.3,"entry_date":"2023-12-21","entry_premium":8.91,"exit_date":"2024-01-29","exit_premium":13.91,"exit_reason":"PROFIT_TARGET_50%","holding_days":24,"is_win":true,"iv_entry_pct":17.18,"iv_exit_pct":17.39,"option_type":"CALL","peak_roi_pct":56.09,"pnl_dollars":2498.44,"ratio_entry":1.502,"ratio_exit":1.176,"roi_pct":56.09,"spot_entry":407.77,"spot_exit":428.15,"strike":445.9,"symbol":"QQQ","target_delta":0.3,"tenor_months":6,"theta_entry":-0.059,"vega_entry":0.994}],"trade_count":48},"50D":{"metrics":{"avg_holding_days":36.8,"avg_roi_pct":23.0,"avg_trade_pnl":780.23,"losses":15,"max_drawdown_dollars":11236.12,"max_drawdown_pct":11.24,"profit_factor":2.3,"sharpe_ratio":1.63,"total_pnl_dollars":37451.18,"total_trades":48,"win_rate_pct":68.8,"wins":33},"sample_trades":[{"capital_allocated":4199.21,"contracts":2,"delta_entry":0.5,"entry_date":"2023-10-04","entry_premium":21.0,"exit_date":"2023-12-11","exit_premium":32.21,"exit_reason":"PROFIT_TARGET_50%","holding_days":47,"is_win":true,"iv_entry_pct":22.68,"iv_exit_pct":16.27,"option_type":"CALL","peak_roi_pct":53.42,"pnl_dollars":2243.33,"ratio_entry":1.372,"ratio_exit":1.412,"roi_pct":53.42,"spot_entry":359.75,"spot_exit":395.52,"strike":371.2,"symbol":"QQQ","target_delta":0.5,"tenor_months":6,"theta_entry":-0.08,"vega_entry":1.005},{"capital_allocated":4136.96,"contracts":2,"delta_entry":0.5,"entry_date":"2023-10-24","entry_premium":20.68,"exit_date":"2023-11-20","exit_premium":32.66,"exit_reason":"PROFIT_TARGET_50%","holding_days":19,"is_win":true,"iv_entry_pct":22.34,"iv_exit_pct":17.14,"option_type":"CALL","peak_roi_pct":57.91,"pnl_dollars":2395.54,"ratio_entry":1.399,"ratio_exit":0.884,"roi_pct":57.91,"spot_entry":359.13,"spot_exit":390.74,"strike":370.4,"symbol":"QQQ","target_delta":0.5,"tenor_months":6,"theta_entry":-0.079,"vega_entry":1.003},{"capital_allocated":4063.9,"contracts":2,"delta_entry":0.5,"entry_date":"2023-10-31","entry_premium":20.32,"exit_date":"2023-11-10","exit_premium":31.24,"exit_reason":"PROFIT_TARGET_50%","holding_days":8,"is_win":true,"iv_entry_pct":22.46,"iv_exit_pct":17.95,"option_type":"CALL","peak_roi_pct":53.75,"pnl_dollars":2184.29,"ratio_entry":1.204,"ratio_exit":0.866,"roi_pct":53.75,"spot_entry":350.87,"spot_exit":378.39,"strike":361.9,"symbol":"QQQ","target_delta":0.5,"tenor_months":6,"theta_entry":-0.077,"vega_entry":0.98},{"capital_allocated":4967.43,"contracts":3,"delta_entry":0.5,"entry_date":"2023-12-08","entry_premium":16.56,"exit_date":"2023-12-19","exit_premium":25.04,"exit_reason":"PROFIT_TARGET_50%","holding_days":7,"is_win":true,"iv_entry_pct":15.94,"iv_exit_pct":15.8,"option_type":"CALL","peak_roi_pct":51.23,"pnl_dollars":2544.98,"ratio_entry":1.19,"ratio_exit":1.673,"roi_pct":51.23,"spot_entry":392.17,"spot_exit":409.16,"strike":402.1,"symbol":"QQQ","target_delta":0.5,"tenor_months":6,"theta_entry":-0.067,"vega_entry":1.095},{"capital_allocated":3692.21,"contracts":2,"delta_entry":0.5,"entry_date":"2023-12-21","entry_premium":18.46,"exit_date":"2024-02-07","exit_premium":28.53,"exit_reason":"PROFIT_TARGET_50%","holding_days":31,"is_win":true,"iv_entry_pct":17.18,"iv_exit_pct":16.94,"option_type":"CALL","peak_roi_pct":54.56,"pnl_dollars":2014.32,"ratio_entry":1.502,"ratio_exit":1.154,"roi_pct":54.56,"spot_entry":407.77,"spot_exit":431.99,"strike":418.5,"symbol":"QQQ","target_delta":0.5,"tenor_months":6,"theta_entry":-0.074,"vega_entry":1.139}],"trade_count":48},"70D":{"metrics":{"avg_holding_days":50.7,"avg_roi_pct":24.2,"avg_trade_pnl":1042.39,"losses":14,"max_drawdown_dollars":17291.84,"max_drawdown_pct":17.29,"profit_factor":2.31,"sharpe_ratio":1.86,"total_pnl_dollars":50034.69,"total_trades":48,"win_rate_pct":70.8,"wins":34},"sample_trades":[{"capital_allocated":3697.73,"contracts":1,"delta_entry":0.7,"entry_date":"2023-10-04","entry_premium":36.98,"exit_date":"2023-12-11","exit_premium":58.09,"exit_reason":"PROFIT_TARGET_50%","holding_days":47,"is_win":true,"iv_entry_pct":22.68,"iv_exit_pct":16.27,"option_type":"CALL","peak_roi_pct":57.1,"pnl_dollars":2111.56,"ratio_entry":1.372,"ratio_exit":1.412,"roi_pct":57.1,"spot_entry":359.75,"spot_exit":395.52,"strike":341.3,"symbol":"QQQ","target_delta":0.7,"tenor_months":6,"theta_entry":-0.077,"vega_entry":0.873},{"capital_allocated":3643.06,"contracts":1,"delta_entry":0.7,"entry_date":"2023-10-24","entry_premium":36.43,"exit_date":"2023-11-20","exit_premium":56.12,"exit_reason":"PROFIT_TARGET_50%","holding_days":19,"is_win":true,"iv_entry_pct":22.34,"iv_exit_pct":17.14,"option_type":"CALL","peak_roi_pct":54.04,"pnl_dollars":1968.61,"ratio_entry":1.399,"ratio_exit":0.884,"roi_pct":54.04,"spot_entry":359.13,"spot_exit":390.74,"strike":341.0,"symbol":"QQQ","target_delta":0.7,"tenor_months":6,"theta_entry":-0.076,"vega_entry":0.871},{"capital_allocated":3573.22,"contracts":1,"delta_entry":0.7,"entry_date":"2023-10-31","entry_premium":35.73,"exit_date":"2023-11-14","exit_premium":59.06,"exit_reason":"PROFIT_TARGET_50%","holding_days":10,"is_win":true,"iv_entry_pct":22.46,"iv_exit_pct":17.89,"option_type":"CALL","peak_roi_pct":65.29,"pnl_dollars":2332.79,"ratio_entry":1.204,"ratio_exit":0.828,"roi_pct":65.29,"spot_entry":350.87,"spot_exit":385.33,"strike":333.1,"symbol":"QQQ","target_delta":0.7,"tenor_months":6,"theta_entry":-0.075,"vega_entry":0.852},{"capital_allocated":2928.36,"contracts":1,"delta_entry":0.7,"entry_date":"2023-12-08","entry_premium":29.28,"exit_date":"2024-01-19","exit_premium":49.99,"exit_reason":"PROFIT_TARGET_50%","holding_days":27,"is_win":true,"iv_entry_pct":15.94,"iv_exit_pct":17.4,"option_type":"CALL","peak_roi_pct":70.72,"pnl_dollars":2071.04,"ratio_entry":1.19,"ratio_exit":1.097,"roi_pct":70.72,"spot_entry":392.17,"spot_exit":421.18,"strike":379.1,"symbol":"QQQ","target_delta":0.7,"tenor_months":6,"theta_entry":-0.068,"vega_entry":0.952},{"capital_allocated":3258.85,"contracts":1,"delta_entry":0.7,"entry_date":"2023-12-21","entry_premium":32.59,"exit_date":"2024-02-09","exit_premium":51.56,"exit_reason":"PROFIT_TARGET_50%","holding_days":33,"is_win":true,"iv_entry_pct":17.18,"iv_exit_pct":16.86,"option_type":"CALL","peak_roi_pct":58.22,"pnl_dollars":1897.22,"ratio_entry":1.502,"ratio_exit":1.138,"roi_pct":58.22,"spot_entry":407.77,"spot_exit":437.05,"strike":392.8,"symbol":"QQQ","target_delta":0.7,"tenor_months":6,"theta_entry":-0.074,"vega_entry":0.99}],"trade_count":48}}},"signal_triggers_count":48,"strategy_mode":"CALL_REDUCING_IVHV","symbol":"QQQ"},"puts_ratio_1_6":{"call_reduc_delta":null,"put_threshold":1.6,"results_matrix":{"3M":{"20D":{"metrics":{"avg_holding_days":6.1,"avg_roi_pct":-8.2,"avg_trade_pnl":-368.32,"losses":21,"max_drawdown_dollars":20322.95,"max_drawdown_pct":20.32,"profit_factor":0.79,"sharpe_ratio":-0.37,"total_pnl_dollars":-11417.93,"total_trades":31,"win_rate_pct":32.3,"wins":10},"sample_trades":[{"capital_allocated":4877.09,"contracts":13,"delta_entry":-0.2,"entry_date":"2023-12-19","entry_premium":3.75,"exit_date":"2023-12-20","exit_premium":5.76,"exit_reason":"PROFIT_TARGET_50%","holding_days":1,"is_win":true,"iv_entry_pct":15.8,"iv_exit_pct":16.98,"option_type":"PUT","peak_roi_pct":53.56,"pnl_dollars":2612.32,"ratio_entry":1.673,"ratio_exit":1.554,"roi_pct":53.56,"spot_entry":409.16,"spot_exit":403.08,"strike":387.9,"symbol":"QQQ","target_delta":0.2,"tenor_months":3,"theta_entry":-0.041,"vega_entry":0.568},{"capital_allocated":4918.2,"contracts":11,"delta_entry":-0.2,"entry_date":"2024-06-03","entry_premium":4.47,"exit_date":"2024-06-07","exit_premium":2.1,"exit_reason":"STOP_LOSS_50%","holding_days":4,"is_win":false,"iv_entry_pct":16.89,"iv_exit_pct":15.88,"option_type":"PUT","peak_roi_pct":0.0,"pnl_dollars":-2608.45,"ratio_entry":1.734,"ratio_exit":1.408,"roi_pct":-53.04,"spot_entry":453.13,"spot_exit":462.96,"strike":427.9,"symbol":"QQQ","target_delta":0.2,"tenor_months":3,"theta_entry":-0.049,"vega_entry":0.63},{"capital_allocated":4885.88,"contracts":7,"delta_entry":-0.2,"entry_date":"2024-10-07","entry_premium":6.98,"exit_date":"2024-10-14","exit_premium":3.36,"exit_reason":"STOP_LOSS_50%","holding_days":5,"is_win":false,"iv_entry_pct":24.34,"iv_exit_pct":23.32,"option_type":"PUT","peak_roi_pct":0.0,"pnl_dollars":-2530.75,"ratio_entry":1.608,"ratio_exit":1.681,"roi_pct":-51.8,"spot_entry":482.1,"spot_exit":497.5,"strike":443.0,"symbol":"QQQ","target_delta":0.2,"tenor_months":3,"theta_entry":-0.079,"vega_entry":0.67},{"capital_allocated":4814.49,"contracts":7,"delta_entry":-0.2,"entry_date":"2024-10-14","entry_premium":6.88,"exit_date":"2024-11-06","exit_premium":1.74,"exit_reason":"STOP_LOSS_50%","holding_days":17,"is_win":false,"iv_entry_pct":23.32,"iv_exit_pct":18.86,"option_type":"PUT","peak_roi_pct":35.84,"pnl_dollars":-3598.42,"ratio_entry":1.681,"ratio_exit":1.067,"roi_pct":-74.74,"spot_entry":497.5,"spot_exit":505.58,"strike":458.8,"symbol":"QQQ","target_delta":0.2,"tenor_months":3,"theta_entry":-0.078,"vega_entry":0.691},{"capital_allocated":4494.31,"contracts":7,"delta_entry":-0.2,"entry_date":"2024-10-21","entry_premium":6.42,"exit_date":"2024-10-31","exit_premium":10.17,"exit_reason":"PROFIT_TARGET_50%","holding_days":8,"is_win":true,"iv_entry_pct":21.96,"iv_exit_pct":24.86,"option_type":"PUT","peak_roi_pct":58.35,"pnl_dollars":2622.38,"ratio_entry":1.798,"ratio_exit":1.533,"roi_pct":58.35,"spot_entry":495.42,"spot_exit":483.85,"strike":459.1,"symbol":"QQQ","target_delta":0.2,"tenor_months":3,"theta_entry":-0.073,"vega_entry":0.688}],"trade_count":31},"30D":{"metrics":{"avg_holding_days":8.3,"avg_roi_pct":-5.6,"avg_trade_pnl":-303.94,"losses":20,"max_drawdown_dollars":26155.27,"max_drawdown_pct":26.16,"profit_factor":0.81,"sharpe_ratio":-0.28,"total_pnl_dollars":-9422.06,"total_trades":31,"win_rate_pct":35.5,"wins":11},"sample_trades":[{"capital_allocated":4502.52,"contracts":7,"delta_entry":-0.3,"entry_date":"2023-12-19","entry_premium":6.43,"exit_date":"2024-01-03","exit_premium":11.11,"exit_reason":"PROFIT_TARGET_50%","holding_days":9,"is_win":true,"iv_entry_pct":15.8,"iv_exit_pct":18.02,"option_type":"PUT","peak_roi_pct":72.66,"pnl_dollars":3271.39,"ratio_entry":1.673,"ratio_exit":1.326,"roi_pct":72.66,"spot_entry":409.16,"spot_exit":398.33,"strike":397.7,"symbol":"QQQ","target_delta":0.3,"tenor_months":3,"theta_entry":-0.048,"vega_entry":0.706},{"capital_allocated":4585.44,"contracts":6,"delta_entry":-0.3,"entry_date":"2024-06-03","entry_premium":7.64,"exit_date":"2024-06-10","exit_premium":3.71,"exit_reason":"STOP_LOSS_50%","holding_days":5,"is_win":false,"iv_entry_pct":16.89,"iv_exit_pct":16.0,"option_type":"PUT","peak_roi_pct":0.0,"pnl_dollars":-2361.55,"ratio_entry":1.734,"ratio_exit":1.417,"roi_pct":-51.5,"spot_entry":453.13,"spot_exit":464.83,"strike":439.4,"symbol":"QQQ","target_delta":0.3,"tenor_months":3,"theta_entry":-0.058,"vega_entry":0.782},{"capital_allocated":4787.6,"contracts":4,"delta_entry":-0.3,"entry_date":"2024-10-07","entry_premium":11.97,"exit_date":"2024-10-18","exit_premium":5.65,"exit_reason":"STOP_LOSS_50%","holding_days":9,"is_win":false,"iv_entry_pct":24.34,"iv_exit_pct":21.76,"option_type":"PUT","peak_roi_pct":0.0,"pnl_dollars":-2526.93,"ratio_entry":1.608,"ratio_exit":1.782,"roi_pct":-52.78,"spot_entry":482.1,"spot_exit":494.47,"strike":460.3,"symbol":"QQQ","target_delta":0.3,"tenor_months":3,"theta_entry":-0.096,"vega_entry":0.832},{"capital_allocated":4723.32,"contracts":4,"delta_entry":-0.3,"entry_date":"2024-10-14","entry_premium":11.81,"exit_date":"2024-11-06","exit_premium":4.34,"exit_reason":"STOP_LOSS_50%","holding_days":17,"is_win":false,"iv_entry_pct":23.32,"iv_exit_pct":18.86,"option_type":"PUT","peak_roi_pct":32.28,"pnl_dollars":-2986.81,"ratio_entry":1.681,"ratio_exit":1.067,"roi_pct":-63.24,"spot_entry":497.5,"spot_exit":505.58,"strike":476.0,"symbol":"QQQ","target_delta":0.3,"tenor_months":3,"theta_entry":-0.094,"vega_entry":0.859},{"capital_allocated":4409.55,"contracts":4,"delta_entry":-0.3,"entry_date":"2024-10-21","entry_premium":11.02,"exit_date":"2024-11-06","exit_premium":4.68,"exit_reason":"STOP_LOSS_50%","holding_days":12,"is_win":false,"iv_entry_pct":21.96,"iv_exit_pct":18.86,"option_type":"PUT","peak_roi_pct":46.33,"pnl_dollars":-2536.25,"ratio_entry":1.798,"ratio_exit":1.067,"roi_pct":-57.52,"spot_entry":495.42,"spot_exit":505.58,"strike":475.3,"symbol":"QQQ","target_delta":0.3,"tenor_months":3,"theta_entry":-0.087,"vega_entry":0.855}],"trade_count":31},"50D":{"metrics":{"avg_holding_days":12.7,"avg_roi_pct":-27.1,"avg_trade_pnl":-1120.76,"losses":23,"max_drawdown_dollars":36790.38,"max_drawdown_pct":36.79,"profit_factor":0.32,"sharpe_ratio":-1.82,"total_pnl_dollars":-34743.57,"total_trades":31,"win_rate_pct":25.8,"wins":8},"sample_trades":[{"capital_allocated":4075.49,"contracts":3,"delta_entry":-0.499,"entry_date":"2023-12-19","entry_premium":13.58,"exit_date":"2024-01-03","exit_premium":20.41,"exit_reason":"PROFIT_TARGET_50%","holding_days":9,"is_win":true,"iv_entry_pct":15.8,"iv_exit_pct":18.02,"option_type":"PUT","peak_roi_pct":50.22,"pnl_dollars":2046.81,"ratio_entry":1.673,"ratio_exit":1.326,"roi_pct":50.22,"spot_entry":409.16,"spot_exit":398.33,"strike":414.4,"symbol":"QQQ","target_delta":0.5,"tenor_months":3,"theta_entry":-0.048,"vega_entry":0.809},{"capital_allocated":4852.1,"contracts":3,"delta_entry":-0.5,"entry_date":"2024-06-03","entry_premium":16.17,"exit_date":"2024-06-12","exit_premium":4.63,"exit_reason":"STOP_LOSS_50%","holding_days":7,"is_win":false,"iv_entry_pct":16.89,"iv_exit_pct":13.59,"option_type":"PUT","peak_roi_pct":0.0,"pnl_dollars":-3462.61,"ratio_entry":1.734,"ratio_exit":1.141,"roi_pct":-71.36,"spot_entry":453.13,"spot_exit":474.15,"strike":459.2,"symbol":"QQQ","target_delta":0.5,"tenor_months":3,"theta_entry":-0.058,"vega_entry":0.896},{"capital_allocated":2538.02,"contracts":1,"delta_entry":-0.5,"entry_date":"2024-10-07","entry_premium":25.38,"exit_date":"2024-11-06","exit_premium":7.53,"exit_reason":"STOP_LOSS_50%","holding_days":22,"is_win":false,"iv_entry_pct":24.34,"iv_exit_pct":18.86,"option_type":"PUT","peak_roi_pct":0.0,"pnl_dollars":-1784.82,"ratio_entry":1.608,"ratio_exit":1.067,"roi_pct":-70.32,"spot_entry":482.1,"spot_exit":505.58,"strike":490.4,"symbol":"QQQ","target_delta":0.5,"tenor_months":3,"theta_entry":-0.1,"vega_entry":0.954},{"capital_allocated":2503.2,"contracts":1,"delta_entry":-0.5,"entry_date":"2024-10-14","entry_premium":25.03,"exit_date":"2024-11-07","exit_premium":10.49,"exit_reason":"STOP_LOSS_50%","holding_days":18,"is_win":false,"iv_entry_pct":23.32,"iv_exit_pct":18.35,"option_type":"PUT","peak_roi_pct":26.1,"pnl_dollars":-1454.1,"ratio_entry":1.681,"ratio_exit":0.999,"roi_pct":-58.09,"spot_entry":497.5,"spot_exit":513.54,"strike":505.8,"symbol":"QQQ","target_delta":0.5,"tenor_months":3,"theta_entry":-0.098,"vega_entry":0.984},{"capital_allocated":4674.26,"contracts":2,"delta_entry":-0.5,"entry_date":"2024-10-21","entry_premium":23.37,"exit_date":"2024-11-07","exit_premium":10.25,"exit_reason":"STOP_LOSS_50%","holding_days":13,"is_win":false,"iv_entry_pct":21.96,"iv_exit_pct":18.35,"option_type":"PUT","peak_roi_pct":31.48,"pnl_dollars":-2624.4,"ratio_entry":1.798,"ratio_exit":0.999,"roi_pct":-56.15,"spot_entry":495.42,"spot_exit":513.54,"strike":503.3,"symbol":"QQQ","target_delta":0.5,"tenor_months":3,"theta_entry":-0.09,"vega_entry":0.98}],"trade_count":31},"70D":{"metrics":{"avg_holding_days":25.0,"avg_roi_pct":-34.6,"avg_trade_pnl":-1811.12,"losses":26,"max_drawdown_dollars":53588.33,"max_drawdown_pct":53.59,"profit_factor":0.19,"sharpe_ratio":-3.07,"total_pnl_dollars":-56144.74,"total_trades":31,"win_rate_pct":16.1,"wins":5},"sample_trades":[{"capital_allocated":4930.65,"contracts":2,"delta_entry":-0.7,"entry_date":"2023-12-19","entry_premium":24.65,"exit_date":"2024-01-29","exit_premium":11.87,"exit_reason":"STOP_LOSS_50%","holding_days":26,"is_win":false,"iv_entry_pct":15.8,"iv_exit_pct":17.39,"option_type":"PUT","peak_roi_pct":41.08,"pnl_dollars":-2556.41,"ratio_entry":1.673,"ratio_exit":1.176,"roi_pct":-51.85,"spot_entry":409.16,"spot_exit":428.15,"strike":431.9,"symbol":"QQQ","target_delta":0.7,"tenor_months":3,"theta_entry":-0.028,"vega_entry":0.704},{"capital_allocated":2931.57,"contracts":1,"delta_entry":-0.7,"entry_date":"2024-06-03","entry_premium":29.32,"exit_date":"2024-06-12","exit_premium":12.76,"exit_reason":"STOP_LOSS_50%","holding_days":7,"is_win":false,"iv_entry_pct":16.89,"iv_exit_pct":13.59,"option_type":"PUT","peak_roi_pct":0.0,"pnl_dollars":-1655.65,"ratio_entry":1.734,"ratio_exit":1.141,"roi_pct":-56.48,"spot_entry":453.13,"spot_exit":474.15,"strike":479.9,"symbol":"QQQ","target_delta":0.7,"tenor_months":3,"theta_entry":-0.036,"vega_entry":0.78},{"capital_allocated":4626.52,"contracts":1,"delta_entry":-0.7,"entry_date":"2024-10-07","entry_premium":46.27,"exit_date":"2024-11-06","exit_premium":23.07,"exit_reason":"STOP_LOSS_50%","holding_days":22,"is_win":false,"iv_entry_pct":24.34,"iv_exit_pct":18.86,"option_type":"PUT","peak_roi_pct":0.0,"pnl_dollars":-2319.69,"ratio_entry":1.608,"ratio_exit":1.067,"roi_pct":-50.14,"spot_entry":482.1,"spot_exit":505.58,"strike":522.6,"symbol":"QQQ","target_delta":0.7,"tenor_months":3,"theta_entry":-0.071,"vega_entry":0.83},{"capital_allocated":4553.37,"contracts":1,"delta_entry":-0.7,"entry_date":"2024-10-14","entry_premium":45.53,"exit_date":"2024-12-03","exit_premium":22.23,"exit_reason":"STOP_LOSS_50%","holding_days":35,"is_win":false,"iv_entry_pct":23.32,"iv_exit_pct":15.76,"option_type":"PUT","peak_roi_pct":20.18,"pnl_dollars":-2330.03,"ratio_entry":1.681,"ratio_exit":0.973,"roi_pct":-51.17,"spot_entry":497.5,"spot_exit":516.87,"strike":537.5,"symbol":"QQQ","target_delta":0.7,"tenor_months":3,"theta_entry":-0.068,"vega_entry":0.857},{"capital_allocated":4250.94,"contracts":1,"delta_entry":-0.7,"entry_date":"2024-10-21","entry_premium":42.51,"exit_date":"2024-12-02","exit_premium":20.89,"exit_reason":"STOP_LOSS_50%","holding_days":29,"is_win":false,"iv_entry_pct":21.96,"iv_exit_pct":16.12,"option_type":"PUT","peak_roi_pct":21.31,"pnl_dollars":-2161.92,"ratio_entry":1.798,"ratio_exit":0.987,"roi_pct":-50.86,"spot_entry":495.42,"spot_exit":515.29,"strike":533.0,"symbol":"QQQ","target_delta":0.7,"tenor_months":3,"theta_entry":-0.062,"vega_entry":0.853}],"trade_count":31}},"6M":{"20D":{"metrics":{"avg_holding_days":8.4,"avg_roi_pct":3.8,"avg_trade_pnl":190.09,"losses":18,"max_drawdown_dollars":13811.61,"max_drawdown_pct":13.81,"profit_factor":1.14,"sharpe_ratio":0.18,"total_pnl_dollars":5892.9,"total_trades":31,"win_rate_pct":41.9,"wins":13},"sample_trades":[{"capital_allocated":4875.31,"contracts":9,"delta_entry":-0.2,"entry_date":"2023-12-19","entry_premium":5.42,"exit_date":"2024-01-03","exit_premium":9.47,"exit_reason":"PROFIT_TARGET_50%","holding_days":9,"is_win":true,"iv_entry_pct":15.8,"iv_exit_pct":18.02,"option_type":"PUT","peak_roi_pct":74.84,"pnl_dollars":3648.48,"ratio_entry":1.673,"ratio_exit":1.326,"roi_pct":74.84,"spot_entry":409.16,"spot_exit":398.33,"strike":382.4,"symbol":"QQQ","target_delta":0.2,"tenor_months":6,"theta_entry":-0.026,"vega_entry":0.804},{"capital_allocated":4497.23,"contracts":7,"delta_entry":-0.2,"entry_date":"2024-06-03","entry_premium":6.42,"exit_date":"2024-06-11","exit_premium":2.98,"exit_reason":"STOP_LOSS_50%","holding_days":6,"is_win":false,"iv_entry_pct":16.89,"iv_exit_pct":15.83,"option_type":"PUT","peak_roi_pct":0.0,"pnl_dollars":-2411.53,"ratio_entry":1.734,"ratio_exit":1.389,"roi_pct":-53.62,"spot_entry":453.13,"spot_exit":468.02,"strike":421.1,"symbol":"QQQ","target_delta":0.2,"tenor_months":6,"theta_entry":-0.031,"vega_entry":0.89},{"capital_allocated":4041.96,"contracts":4,"delta_entry":-0.2,"entry_date":"2024-10-07","entry_premium":10.1,"exit_date":"2024-10-29","exit_premium":4.5,"exit_reason":"STOP_LOSS_50%","holding_days":16,"is_win":false,"iv_entry_pct":24.34,"iv_exit_pct":22.44,"option_type":"PUT","peak_roi_pct":0.0,"pnl_dollars":-2240.53,"ratio_entry":1.608,"ratio_exit":1.779,"roi_pct":-55.43,"spot_entry":482.1,"spot_exit":500.16,"strike":432.0,"symbol":"QQQ","target_delta":0.2,"tenor_months":6,"theta_entry":-0.052,"vega_entry":0.946},{"capital_allocated":4983.13,"contracts":5,"delta_entry":-0.2,"entry_date":"2024-10-14","entry_premium":9.97,"exit_date":"2024-11-06","exit_premium":3.82,"exit_reason":"STOP_LOSS_50%","holding_days":17,"is_win":false,"iv_entry_pct":23.32,"iv_exit_pct":18.86,"option_type":"PUT","peak_roi_pct":33.99,"pnl_dollars":-3074.92,"ratio_entry":1.681,"ratio_exit":1.067,"roi_pct":-61.71,"spot_entry":497.5,"spot_exit":505.58,"strike":448.0,"symbol":"QQQ","target_delta":0.2,"tenor_months":6,"theta_entry":-0.051,"vega_entry":0.977},{"capital_allocated":4646.18,"contracts":5,"delta_entry":-0.2,"entry_date":"2024-10-21","entry_premium":9.29,"exit_date":"2024-10-31","exit_premium":14.11,"exit_reason":"PROFIT_TARGET_50%","holding_days":8,"is_win":true,"iv_entry_pct":21.96,"iv_exit_pct":24.86,"option_type":"PUT","peak_roi_pct":51.8,"pnl_dollars":2406.67,"ratio_entry":1.798,"ratio_exit":1.533,"roi_pct":51.8,"spot_entry":495.42,"spot_exit":483.85,"strike":449.0,"symbol":"QQQ","target_delta":0.2,"tenor_months":6,"theta_entry":-0.048,"vega_entry":0.973}],"trade_count":31},"30D":{"metrics":{"avg_holding_days":12.0,"avg_roi_pct":-18.5,"avg_trade_pnl":-741.63,"losses":22,"max_drawdown_dollars":26292.97,"max_drawdown_pct":26.29,"profit_factor":0.53,"sharpe_ratio":-1.06,"total_pnl_dollars":-22990.52,"total_trades":31,"win_rate_pct":29.0,"wins":9},"sample_trades":[{"capital_allocated":4642.76,"contracts":5,"delta_entry":-0.3,"entry_date":"2023-12-19","entry_premium":9.29,"exit_date":"2024-01-03","exit_premium":14.68,"exit_reason":"PROFIT_TARGET_50%","holding_days":9,"is_win":true,"iv_entry_pct":15.8,"iv_exit_pct":18.02,"option_type":"PUT","peak_roi_pct":58.09,"pnl_dollars":2696.88,"ratio_entry":1.673,"ratio_exit":1.326,"roi_pct":58.09,"spot_entry":409.16,"spot_exit":398.33,"strike":396.1,"symbol":"QQQ","target_delta":0.3,"tenor_months":6,"theta_entry":-0.03,"vega_entry":0.998},{"capital_allocated":4415.15,"contracts":4,"delta_entry":-0.3,"entry_date":"2024-06-03","entry_premium":11.04,"exit_date":"2024-06-12","exit_premium":3.02,"exit_reason":"STOP_LOSS_50%","holding_days":7,"is_win":false,"iv_entry_pct":16.89,"iv_exit_pct":13.59,"option_type":"PUT","peak_roi_pct":0.0,"pnl_dollars":-3208.73,"ratio_entry":1.734,"ratio_exit":1.141,"roi_pct":-72.68,"spot_entry":453.13,"spot_exit":474.15,"strike":437.3,"symbol":"QQQ","target_delta":0.3,"tenor_months":6,"theta_entry":-0.036,"vega_entry":1.105},{"capital_allocated":3478.93,"contracts":2,"delta_entry":-0.3,"entry_date":"2024-10-07","entry_premium":17.39,"exit_date":"2024-11-06","exit_premium":4.84,"exit_reason":"STOP_LOSS_50%","holding_days":22,"is_win":false,"iv_entry_pct":24.34,"iv_exit_pct":18.86,"option_type":"PUT","peak_roi_pct":0.0,"pnl_dollars":-2511.45,"ratio_entry":1.608,"ratio_exit":1.067,"roi_pct":-72.19,"spot_entry":482.1,"spot_exit":505.58,"strike":456.1,"symbol":"QQQ","target_delta":0.3,"tenor_months":6,"theta_entry":-0.062,"vega_entry":1.175},{"capital_allocated":3428.07,"contracts":2,"delta_entry":-0.3,"entry_date":"2024-10-14","entry_premium":17.14,"exit_date":"2024-11-06","exit_premium":8.5,"exit_reason":"STOP_LOSS_50%","holding_days":17,"is_win":false,"iv_entry_pct":23.32,"iv_exit_pct":18.86,"option_type":"PUT","peak_roi_pct":28.23,"pnl_dollars":-1728.3,"ratio_entry":1.681,"ratio_exit":1.067,"roi_pct":-50.42,"spot_entry":497.5,"spot_exit":505.58,"strike":471.9,"symbol":"QQQ","target_delta":0.3,"tenor_months":6,"theta_entry":-0.061,"vega_entry":1.213},{"capital_allocated":4800.6,"contracts":3,"delta_entry":-0.3,"entry_date":"2024-10-21","entry_premium":16.0,"exit_date":"2024-11-07","exit_premium":6.6,"exit_reason":"STOP_LOSS_50%","holding_days":13,"is_win":false,"iv_entry_pct":21.96,"iv_exit_pct":18.35,"option_type":"PUT","peak_roi_pct":39.61,"pnl_dollars":-2819.46,"ratio_entry":1.798,"ratio_exit":0.999,"roi_pct":-58.73,"spot_entry":495.42,"spot_exit":513.54,"strike":471.6,"symbol":"QQQ","target_delta":0.3,"tenor_months":6,"theta_entry":-0.056,"vega_entry":1.208}],"trade_count":31},"50D":{"metrics":{"avg_holding_days":24.6,"avg_roi_pct":-28.7,"avg_trade_pnl":-1274.0,"losses":24,"max_drawdown_dollars":38248.53,"max_drawdown_pct":38.25,"profit_factor":0.28,"sharpe_ratio":-2.13,"total_pnl_dollars":-39493.91,"total_trades":31,"win_rate_pct":22.6,"wins":7},"sample_trades":[{"capital_allocated":3940.69,"contracts":2,"delta_entry":-0.5,"entry_date":"2023-12-19","entry_premium":19.7,"exit_date":"2024-02-01","exit_premium":7.77,"exit_reason":"STOP_LOSS_50%","holding_days":29,"is_win":false,"iv_entry_pct":15.8,"iv_exit_pct":11.2,"option_type":"PUT","peak_roi_pct":43.5,"pnl_dollars":-2386.3,"ratio_entry":1.673,"ratio_exit":0.743,"roi_pct":-60.56,"spot_entry":409.16,"spot_exit":421.88,"strike":419.9,"symbol":"QQQ","target_delta":0.5,"tenor_months":6,"theta_entry":-0.026,"vega_entry":1.143},{"capital_allocated":4683.5,"contracts":2,"delta_entry":-0.5,"entry_date":"2024-06-03","entry_premium":23.42,"exit_date":"2024-06-12","exit_premium":9.87,"exit_reason":"STOP_LOSS_50%","holding_days":7,"is_win":false,"iv_entry_pct":16.89,"iv_exit_pct":13.59,"option_type":"PUT","peak_roi_pct":0.0,"pnl_dollars":-2710.34,"ratio_entry":1.734,"ratio_exit":1.141,"roi_pct":-57.87,"spot_entry":453.13,"spot_exit":474.15,"strike":465.4,"symbol":"QQQ","target_delta":0.5,"tenor_months":6,"theta_entry":-0.032,"vega_entry":1.266},{"capital_allocated":3717.32,"contracts":1,"delta_entry":-0.5,"entry_date":"2024-10-07","entry_premium":37.17,"exit_date":"2024-11-06","exit_premium":17.19,"exit_reason":"STOP_LOSS_50%","holding_days":22,"is_win":false,"iv_entry_pct":24.34,"iv_exit_pct":18.86,"option_type":"PUT","peak_roi_pct":0.0,"pnl_dollars":-1998.75,"ratio_entry":1.608,"ratio_exit":1.067,"roi_pct":-53.77,"spot_entry":482.1,"spot_exit":505.58,"strike":499.0,"symbol":"QQQ","target_delta":0.5,"tenor_months":6,"theta_entry":-0.061,"vega_entry":1.347},{"capital_allocated":3657.02,"contracts":1,"delta_entry":-0.5,"entry_date":"2024-10-14","entry_premium":36.57,"exit_date":"2024-11-29","exit_premium":18.12,"exit_reason":"STOP_LOSS_50%","holding_days":33,"is_win":false,"iv_entry_pct":23.32,"iv_exit_pct":16.07,"option_type":"PUT","peak_roi_pct":20.38,"pnl_dollars":-1844.56,"ratio_entry":1.681,"ratio_exit":0.995,"roi_pct":-50.44,"spot_entry":497.5,"spot_exit":509.74,"strike":514.3,"symbol":"QQQ","target_delta":0.5,"tenor_months":6,"theta_entry":-0.059,"vega_entry":1.39},{"capital_allocated":3409.82,"contracts":1,"delta_entry":-0.5,"entry_date":"2024-10-21","entry_premium":34.1,"exit_date":"2024-12-02","exit_premium":14.78,"exit_reason":"STOP_LOSS_50%","holding_days":29,"is_win":false,"iv_entry_pct":21.96,"iv_exit_pct":16.12,"option_type":"PUT","peak_roi_pct":25.18,"pnl_dollars":-1931.8,"ratio_entry":1.798,"ratio_exit":0.987,"roi_pct":-56.65,"spot_entry":495.42,"spot_exit":515.29,"strike":511.4,"symbol":"QQQ","target_delta":0.5,"tenor_months":6,"theta_entry":-0.054,"vega_entry":1.384}],"trade_count":31},"70D":{"metrics":{"avg_holding_days":49.9,"avg_roi_pct":-28.5,"avg_trade_pnl":-2088.64,"losses":24,"max_drawdown_dollars":64856.87,"max_drawdown_pct":64.86,"profit_factor":0.21,"sharpe_ratio":-2.64,"total_pnl_dollars":-64747.92,"total_trades":31,"win_rate_pct":22.6,"wins":7},"sample_trades":[{"capital_allocated":3580.29,"contracts":1,"delta_entry":-0.7,"entry_date":"2023-12-19","entry_premium":35.8,"exit_date":"2024-02-29","exit_premium":16.86,"exit_reason":"STOP_LOSS_50%","holding_days":48,"is_win":false,"iv_entry_pct":15.8,"iv_exit_pct":17.21,"option_type":"PUT","peak_roi_pct":29.22,"pnl_dollars":-1894.34,"ratio_entry":1.673,"ratio_exit":1.06,"roi_pct":-52.91,"spot_entry":409.16,"spot_exit":439.0,"strike":445.1,"symbol":"QQQ","target_delta":0.7,"tenor_months":6,"theta_entry":-0.009,"vega_entry":0.993},{"capital_allocated":4266.64,"contracts":1,"delta_entry":-0.7,"entry_date":"2024-06-03","entry_premium":42.67,"exit_date":"2024-07-02","exit_premium":20.11,"exit_reason":"STOP_LOSS_50%","holding_days":20,"is_win":false,"iv_entry_pct":16.89,"iv_exit_pct":16.07,"option_type":"PUT","peak_roi_pct":0.0,"pnl_dollars":-2255.29,"ratio_entry":1.734,"ratio_exit":1.312,"roi_pct":-52.86,"spot_entry":453.13,"spot_exit":486.98,"strike":495.4,"symbol":"QQQ","target_delta":0.7,"tenor_months":6,"theta_entry":-0.012,"vega_entry":1.1},{"capital_allocated":6822.67,"contracts":1,"delta_entry":-0.7,"entry_date":"2024-10-07","entry_premium":68.23,"exit_date":"2024-12-02","exit_premium":33.29,"exit_reason":"STOP_LOSS_50%","holding_days":39,"is_win":false,"iv_entry_pct":24.34,"iv_exit_pct":16.12,"option_type":"PUT","peak_roi_pct":0.0,"pnl_dollars":-3493.56,"ratio_entry":1.608,"ratio_exit":0.987,"roi_pct":-51.21,"spot_entry":482.1,"spot_exit":515.29,"strike":546.0,"symbol":"QQQ","target_delta":0.7,"tenor_months":6,"theta_entry":-0.035,"vega_entry":1.17},{"capital_allocated":6703.69,"contracts":1,"delta_entry":-0.7,"entry_date":"2024-10-14","entry_premium":67.04,"exit_date":"2024-12-11","exit_premium":33.26,"exit_reason":"STOP_LOSS_50%","holding_days":41,"is_win":false,"iv_entry_pct":23.32,"iv_exit_pct":15.88,"option_type":"PUT","peak_roi_pct":14.4,"pnl_dollars":-3377.22,"ratio_entry":1.681,"ratio_exit":1.086,"roi_pct":-50.38,"spot_entry":497.5,"spot_exit":529.92,"strike":560.6,"symbol":"QQQ","target_delta":0.7,"tenor_months":6,"theta_entry":-0.033,"vega_entry":1.208},{"capital_allocated":6237.95,"contracts":1,"delta_entry":-0.7,"entry_date":"2024-10-21","entry_premium":62.38,"exit_date":"2024-12-06","exit_premium":30.99,"exit_reason":"STOP_LOSS_50%","holding_days":33,"is_win":false,"iv_entry_pct":21.96,"iv_exit_pct":15.15,"option_type":"PUT","peak_roi_pct":15.86,"pnl_dollars":-3139.34,"ratio_entry":1.798,"ratio_exit":1.176,"roi_pct":-50.33,"spot_entry":495.42,"spot_exit":526.48,"strike":554.6,"symbol":"QQQ","target_delta":0.7,"tenor_months":6,"theta_entry":-0.029,"vega_entry":1.203}],"trade_count":31}}},"signal_triggers_count":31,"strategy_mode":"PUT_HIGH_IVHV","symbol":"QQQ"},"puts_ratio_1_8":{"call_reduc_delta":null,"put_threshold":1.8,"results_matrix":{"3M":{"20D":{"metrics":{"avg_holding_days":6.0,"avg_roi_pct":10.7,"avg_trade_pnl":493.7,"losses":7,"max_drawdown_dollars":6240.05,"max_drawdown_pct":6.24,"profit_factor":1.32,"sharpe_ratio":0.44,"total_pnl_dollars":5924.4,"total_trades":12,"win_rate_pct":41.7,"wins":5},"sample_trades":[{"capital_allocated":4917.78,"contracts":11,"delta_entry":-0.2,"entry_date":"2024-06-04","entry_premium":4.47,"exit_date":"2024-06-10","exit_premium":2.09,"exit_reason":"STOP_LOSS_50%","holding_days":4,"is_win":false,"iv_entry_pct":16.86,"iv_exit_pct":16.0,"option_type":"PUT","peak_roi_pct":0.0,"pnl_dollars":-2616.91,"ratio_entry":1.84,"ratio_exit":1.417,"roi_pct":-53.21,"spot_entry":454.37,"spot_exit":464.83,"strike":429.1,"symbol":"QQQ","target_delta":0.2,"tenor_months":3,"theta_entry":-0.049,"vega_entry":0.631},{"capital_allocated":4652.14,"contracts":7,"delta_entry":-0.2,"entry_date":"2024-10-17","entry_premium":6.65,"exit_date":"2024-11-06","exit_premium":1.43,"exit_reason":"STOP_LOSS_50%","holding_days":14,"is_win":false,"iv_entry_pct":22.85,"iv_exit_pct":18.86,"option_type":"PUT","peak_roi_pct":24.97,"pnl_dollars":-3649.65,"ratio_entry":1.89,"ratio_exit":1.067,"roi_pct":-78.45,"spot_entry":491.25,"spot_exit":505.58,"strike":453.8,"symbol":"QQQ","target_delta":0.2,"tenor_months":3,"theta_entry":-0.075,"vega_entry":0.683},{"capital_allocated":4482.41,"contracts":7,"delta_entry":-0.2,"entry_date":"2025-07-16","entry_premium":6.4,"exit_date":"2025-07-25","exit_premium":2.7,"exit_reason":"STOP_LOSS_50%","holding_days":7,"is_win":false,"iv_entry_pct":19.54,"iv_exit_pct":17.16,"option_type":"PUT","peak_roi_pct":0.0,"pnl_dollars":-2590.4,"ratio_entry":1.864,"ratio_exit":2.143,"roi_pct":-57.79,"spot_entry":557.29,"spot_exit":566.37,"strike":521.1,"symbol":"QQQ","target_delta":0.2,"tenor_months":3,"theta_entry":-0.071,"vega_entry":0.775},{"capital_allocated":4733.79,"contracts":8,"delta_entry":-0.2,"entry_date":"2025-07-23","entry_premium":5.92,"exit_date":"2025-08-01","exit_premium":10.37,"exit_reason":"PROFIT_TARGET_50%","holding_days":7,"is_win":true,"iv_entry_pct":17.94,"iv_exit_pct":21.54,"option_type":"PUT","peak_roi_pct":75.24,"pnl_dollars":3561.77,"ratio_entry":2.126,"ratio_exit":2.209,"roi_pct":75.24,"spot_entry":563.81,"spot_exit":553.88,"strike":530.3,"symbol":"QQQ","target_delta":0.2,"tenor_months":3,"theta_entry":-0.065,"vega_entry":0.783},{"capital_allocated":4597.48,"contracts":8,"delta_entry":-0.2,"entry_date":"2025-07-30","entry_premium":5.75,"exit_date":"2025-08-01","exit_premium":12.9,"exit_reason":"PROFIT_TARGET_50%","holding_days":2,"is_win":true,"iv_entry_pct":17.32,"iv_exit_pct":21.54,"option_type":"PUT","peak_roi_pct":124.41,"pnl_dollars":5719.56,"ratio_entry":2.483,"ratio_exit":2.209,"roi_pct":124.41,"spot_entry":568.02,"spot_exit":553.88,"strike":535.5,"symbol":"QQQ","target_delta":0.2,"tenor_months":3,"theta_entry":-0.063,"vega_entry":0.789}],"trade_count":12},"30D":{"metrics":{"avg_holding_days":7.9,"avg_roi_pct":9.6,"avg_trade_pnl":442.91,"losses":6,"max_drawdown_dollars":5465.52,"max_drawdown_pct":5.47,"profit_factor":1.34,"sharpe_ratio":0.48,"total_pnl_dollars":5314.9,"total_trades":12,"win_rate_pct":50.0,"wins":6},"sample_trades":[{"capital_allocated":4583.26,"contracts":6,"delta_entry":-0.3,"entry_date":"2024-06-04","entry_premium":7.64,"exit_date":"2024-06-11","exit_premium":3.28,"exit_reason":"STOP_LOSS_50%","holding_days":5,"is_win":false,"iv_entry_pct":16.86,"iv_exit_pct":15.83,"option_type":"PUT","peak_roi_pct":0.0,"pnl_dollars":-2614.55,"ratio_entry":1.84,"ratio_exit":1.389,"roi_pct":-57.05,"spot_entry":454.37,"spot_exit":468.02,"strike":440.6,"symbol":"QQQ","target_delta":0.3,"tenor_months":3,"theta_entry":-0.058,"vega_entry":0.783},{"capital_allocated":4554.89,"contracts":4,"delta_entry":-0.3,"entry_date":"2024-10-17","entry_premium":11.39,"exit_date":"2024-11-06","exit_premium":3.54,"exit_reason":"STOP_LOSS_50%","holding_days":14,"is_win":false,"iv_entry_pct":22.85,"iv_exit_pct":18.86,"option_type":"PUT","peak_roi_pct":21.2,"pnl_dollars":-3139.49,"ratio_entry":1.89,"ratio_exit":1.067,"roi_pct":-68.93,"spot_entry":491.25,"spot_exit":505.58,"strike":470.4,"symbol":"QQQ","target_delta":0.3,"tenor_months":3,"theta_entry":-0.09,"vega_entry":0.847},{"capital_allocated":4389.76,"contracts":4,"delta_entry":-0.3,"entry_date":"2025-07-16","entry_premium":10.97,"exit_date":"2025-07-28","exit_premium":5.28,"exit_reason":"STOP_LOSS_50%","holding_days":8,"is_win":false,"iv_entry_pct":19.54,"iv_exit_pct":17.27,"option_type":"PUT","peak_roi_pct":0.0,"pnl_dollars":-2279.4,"ratio_entry":1.864,"ratio_exit":2.159,"roi_pct":-51.93,"spot_entry":557.29,"spot_exit":568.14,"strike":537.4,"symbol":"QQQ","target_delta":0.3,"tenor_months":3,"theta_entry":-0.085,"vega_entry":0.962},{"capital_allocated":4053.96,"contracts":4,"delta_entry":-0.3,"entry_date":"2025-07-23","entry_premium":10.13,"exit_date":"2025-08-01","exit_premium":15.93,"exit_reason":"PROFIT_TARGET_50%","holding_days":7,"is_win":true,"iv_entry_pct":17.94,"iv_exit_pct":21.54,"option_type":"PUT","peak_roi_pct":57.15,"pnl_dollars":2316.95,"ratio_entry":2.126,"ratio_exit":2.209,"roi_pct":57.15,"spot_entry":563.81,"spot_exit":553.88,"strike":545.5,"symbol":"QQQ","target_delta":0.3,"tenor_months":3,"theta_entry":-0.078,"vega_entry":0.973},{"capital_allocated":4918.82,"contracts":5,"delta_entry":-0.3,"entry_date":"2025-07-30","entry_premium":9.84,"exit_date":"2025-08-01","exit_premium":18.85,"exit_reason":"PROFIT_TARGET_50%","holding_days":2,"is_win":true,"iv_entry_pct":17.32,"iv_exit_pct":21.54,"option_type":"PUT","peak_roi_pct":91.64,"pnl_dollars":4507.73,"ratio_entry":2.483,"ratio_exit":2.209,"roi_pct":91.64,"spot_entry":568.02,"spot_exit":553.88,"strike":550.3,"symbol":"QQQ","target_delta":0.3,"tenor_months":3,"theta_entry":-0.075,"vega_entry":0.98}],"trade_count":12},"50D":{"metrics":{"avg_holding_days":14.8,"avg_roi_pct":-16.6,"avg_trade_pnl":-839.46,"losses":8,"max_drawdown_dollars":10686.14,"max_drawdown_pct":10.69,"profit_factor":0.45,"sharpe_ratio":-1.01,"total_pnl_dollars":-10073.47,"total_trades":12,"win_rate_pct":33.3,"wins":4},"sample_trades":[{"capital_allocated":4848.15,"contracts":3,"delta_entry":-0.5,"entry_date":"2024-06-04","entry_premium":16.16,"exit_date":"2024-06-12","exit_premium":5.05,"exit_reason":"STOP_LOSS_50%","holding_days":6,"is_win":false,"iv_entry_pct":16.86,"iv_exit_pct":13.59,"option_type":"PUT","peak_roi_pct":0.0,"pnl_dollars":-3332.08,"ratio_entry":1.84,"ratio_exit":1.141,"roi_pct":-68.73,"spot_entry":454.37,"spot_exit":474.15,"strike":460.4,"symbol":"QQQ","target_delta":0.5,"tenor_months":3,"theta_entry":-0.058,"vega_entry":0.899},{"capital_allocated":4835.35,"contracts":2,"delta_entry":-0.5,"entry_date":"2024-10-17","entry_premium":24.18,"exit_date":"2024-11-06","exit_premium":11.84,"exit_reason":"STOP_LOSS_50%","holding_days":14,"is_win":false,"iv_entry_pct":22.85,"iv_exit_pct":18.86,"option_type":"PUT","peak_roi_pct":15.8,"pnl_dollars":-2468.24,"ratio_entry":1.89,"ratio_exit":1.067,"roi_pct":-51.05,"spot_entry":491.25,"spot_exit":505.58,"strike":499.3,"symbol":"QQQ","target_delta":0.5,"tenor_months":3,"theta_entry":-0.094,"vega_entry":0.972},{"capital_allocated":4637.52,"contracts":2,"delta_entry":-0.5,"entry_date":"2025-07-16","entry_premium":23.19,"exit_date":"2025-08-08","exit_premium":10.79,"exit_reason":"STOP_LOSS_50%","holding_days":17,"is_win":false,"iv_entry_pct":19.54,"iv_exit_pct":17.29,"option_type":"PUT","peak_roi_pct":7.32,"pnl_dollars":-2479.71,"ratio_entry":1.864,"ratio_exit":1.386,"roi_pct":-53.47,"spot_entry":557.29,"spot_exit":574.55,"strike":565.4,"symbol":"QQQ","target_delta":0.5,"tenor_months":3,"theta_entry":-0.087,"vega_entry":1.102},{"capital_allocated":4286.76,"contracts":2,"delta_entry":-0.5,"entry_date":"2025-07-23","entry_premium":21.43,"exit_date":"2025-09-08","exit_premium":10.04,"exit_reason":"STOP_LOSS_50%","holding_days":32,"is_win":false,"iv_entry_pct":17.94,"iv_exit_pct":18.35,"option_type":"PUT","peak_roi_pct":36.26,"pnl_dollars":-2279.42,"ratio_entry":2.126,"ratio_exit":1.519,"roi_pct":-53.17,"spot_entry":563.81,"spot_exit":578.87,"strike":571.6,"symbol":"QQQ","target_delta":0.5,"tenor_months":3,"theta_entry":-0.078,"vega_entry":1.115},{"capital_allocated":4160.07,"contracts":2,"delta_entry":-0.5,"entry_date":"2025-07-30","entry_premium":20.8,"exit_date":"2025-08-01","exit_premium":32.45,"exit_reason":"PROFIT_TARGET_50%","holding_days":2,"is_win":true,"iv_entry_pct":17.32,"iv_exit_pct":21.54,"option_type":"PUT","peak_roi_pct":55.99,"pnl_dollars":2329.14,"ratio_entry":2.483,"ratio_exit":2.209,"roi_pct":55.99,"spot_entry":568.02,"spot_exit":553.88,"strike":575.7,"symbol":"QQQ","target_delta":0.5,"tenor_months":3,"theta_entry":-0.075,"vega_entry":1.124}],"trade_count":12},"70D":{"metrics":{"avg_holding_days":31.2,"avg_roi_pct":-32.8,"avg_trade_pnl":-1468.76,"losses":10,"max_drawdown_dollars":16043.15,"max_drawdown_pct":16.04,"profit_factor":0.21,"sharpe_ratio":-3.06,"total_pnl_dollars":-17625.12,"total_trades":12,"win_rate_pct":16.7,"wins":2},"sample_trades":[{"capital_allocated":2936.25,"contracts":1,"delta_entry":-0.7,"entry_date":"2024-06-04","entry_premium":29.36,"exit_date":"2024-06-12","exit_premium":13.54,"exit_reason":"STOP_LOSS_50%","holding_days":6,"is_win":false,"iv_entry_pct":16.86,"iv_exit_pct":13.59,"option_type":"PUT","peak_roi_pct":0.0,"pnl_dollars":-1581.97,"ratio_entry":1.84,"ratio_exit":1.141,"roi_pct":-53.88,"spot_entry":454.37,"spot_exit":474.15,"strike":481.2,"symbol":"QQQ","target_delta":0.7,"tenor_months":3,"theta_entry":-0.036,"vega_entry":0.782},{"capital_allocated":4400.81,"contracts":1,"delta_entry":-0.7,"entry_date":"2024-10-17","entry_premium":44.01,"exit_date":"2024-12-02","exit_premium":18.72,"exit_reason":"STOP_LOSS_50%","holding_days":31,"is_win":false,"iv_entry_pct":22.85,"iv_exit_pct":16.12,"option_type":"PUT","peak_roi_pct":11.45,"pnl_dollars":-2528.79,"ratio_entry":1.89,"ratio_exit":0.987,"roi_pct":-57.46,"spot_entry":491.25,"spot_exit":515.29,"strike":530.0,"symbol":"QQQ","target_delta":0.7,"tenor_months":3,"theta_entry":-0.065,"vega_entry":0.845},{"capital_allocated":4211.99,"contracts":1,"delta_entry":-0.7,"entry_date":"2025-07-16","entry_premium":42.12,"exit_date":"2025-09-09","exit_premium":20.02,"exit_reason":"STOP_LOSS_50%","holding_days":38,"is_win":false,"iv_entry_pct":19.54,"iv_exit_pct":18.22,"option_type":"PUT","peak_roi_pct":5.35,"pnl_dollars":-2209.99,"ratio_entry":1.864,"ratio_exit":1.513,"roi_pct":-52.47,"spot_entry":557.29,"spot_exit":580.51,"strike":595.0,"symbol":"QQQ","target_delta":0.7,"tenor_months":3,"theta_entry":-0.057,"vega_entry":0.959},{"capital_allocated":3887.78,"contracts":1,"delta_entry":-0.7,"entry_date":"2025-07-23","entry_premium":38.88,"exit_date":"2025-09-12","exit_premium":19.15,"exit_reason":"STOP_LOSS_50%","holding_days":36,"is_win":false,"iv_entry_pct":17.94,"iv_exit_pct":18.18,"option_type":"PUT","peak_roi_pct":23.07,"pnl_dollars":-1972.33,"ratio_entry":2.126,"ratio_exit":1.585,"roi_pct":-50.73,"spot_entry":563.81,"spot_exit":586.66,"strike":599.0,"symbol":"QQQ","target_delta":0.7,"tenor_months":3,"theta_entry":-0.05,"vega_entry":0.971},{"capital_allocated":3769.99,"contracts":1,"delta_entry":-0.7,"entry_date":"2025-07-30","entry_premium":37.7,"exit_date":"2025-09-18","exit_premium":17.01,"exit_reason":"STOP_LOSS_50%","holding_days":35,"is_win":false,"iv_entry_pct":17.32,"iv_exit_pct":18.86,"option_type":"PUT","peak_roi_pct":34.81,"pnl_dollars":-2069.29,"ratio_entry":2.483,"ratio_exit":1.846,"roi_pct":-54.89,"spot_entry":568.02,"spot_exit":595.32,"strike":602.3,"symbol":"QQQ","target_delta":0.7,"tenor_months":3,"theta_entry":-0.047,"vega_entry":0.978}],"trade_count":12}},"6M":{"20D":{"metrics":{"avg_holding_days":7.4,"avg_roi_pct":35.2,"avg_trade_pnl":1500.33,"losses":4,"max_drawdown_dollars":5463.4,"max_drawdown_pct":5.46,"profit_factor":2.72,"sharpe_ratio":1.83,"total_pnl_dollars":18003.93,"total_trades":12,"win_rate_pct":66.7,"wins":8},"sample_trades":[{"capital_allocated":4498.37,"contracts":7,"delta_entry":-0.2,"entry_date":"2024-06-04","entry_premium":6.43,"exit_date":"2024-06-11","exit_premium":3.17,"exit_reason":"STOP_LOSS_50%","holding_days":5,"is_win":false,"iv_entry_pct":16.86,"iv_exit_pct":15.83,"option_type":"PUT","peak_roi_pct":0.0,"pnl_dollars":-2281.41,"ratio_entry":1.84,"ratio_exit":1.389,"roi_pct":-50.72,"spot_entry":454.37,"spot_exit":468.02,"strike":422.3,"symbol":"QQQ","target_delta":0.2,"tenor_months":6,"theta_entry":-0.031,"vega_entry":0.892},{"capital_allocated":4805.75,"contracts":5,"delta_entry":-0.2,"entry_date":"2024-10-17","entry_premium":9.61,"exit_date":"2024-11-06","exit_premium":3.31,"exit_reason":"STOP_LOSS_50%","holding_days":14,"is_win":false,"iv_entry_pct":22.85,"iv_exit_pct":18.86,"option_type":"PUT","peak_roi_pct":27.15,"pnl_dollars":-3149.87,"ratio_entry":1.89,"ratio_exit":1.067,"roi_pct":-65.54,"spot_entry":491.25,"spot_exit":505.58,"strike":443.3,"symbol":"QQQ","target_delta":0.2,"tenor_months":6,"theta_entry":-0.05,"vega_entry":0.964},{"capital_allocated":4615.06,"contracts":5,"delta_entry":-0.2,"entry_date":"2025-07-16","entry_premium":9.23,"exit_date":"2025-07-30","exit_premium":4.6,"exit_reason":"STOP_LOSS_50%","holding_days":10,"is_win":false,"iv_entry_pct":19.54,"iv_exit_pct":17.32,"option_type":"PUT","peak_roi_pct":0.0,"pnl_dollars":-2313.53,"ratio_entry":1.864,"ratio_exit":2.483,"roi_pct":-50.13,"spot_entry":557.29,"spot_exit":568.02,"strike":511.1,"symbol":"QQQ","target_delta":0.2,"tenor_months":6,"theta_entry":-0.046,"vega_entry":1.095},{"capital_allocated":4261.86,"contracts":5,"delta_entry":-0.2,"entry_date":"2025-07-23","entry_premium":8.52,"exit_date":"2025-08-01","exit_premium":14.39,"exit_reason":"PROFIT_TARGET_50%","holding_days":7,"is_win":true,"iv_entry_pct":17.94,"iv_exit_pct":21.54,"option_type":"PUT","peak_roi_pct":68.87,"pnl_dollars":2935.09,"ratio_entry":2.126,"ratio_exit":2.209,"roi_pct":68.87,"spot_entry":563.81,"spot_exit":553.88,"strike":521.2,"symbol":"QQQ","target_delta":0.2,"tenor_months":6,"theta_entry":-0.042,"vega_entry":1.107},{"capital_allocated":4959.32,"contracts":6,"delta_entry":-0.2,"entry_date":"2025-07-30","entry_premium":8.27,"exit_date":"2025-08-01","exit_premium":16.67,"exit_reason":"PROFIT_TARGET_50%","holding_days":2,"is_win":true,"iv_entry_pct":17.32,"iv_exit_pct":21.54,"option_type":"PUT","peak_roi_pct":101.66,"pnl_dollars":5041.42,"ratio_entry":2.483,"ratio_exit":2.209,"roi_pct":101.66,"spot_entry":568.02,"spot_exit":553.88,"strike":526.7,"symbol":"QQQ","target_delta":0.2,"tenor_months":6,"theta_entry":-0.041,"vega_entry":1.115}],"trade_count":12},"30D":{"metrics":{"avg_holding_days":10.8,"avg_roi_pct":3.1,"avg_trade_pnl":-31.39,"losses":6,"max_drawdown_dollars":5291.43,"max_drawdown_pct":5.29,"profit_factor":0.97,"sharpe_ratio":0.17,"total_pnl_dollars":-376.68,"total_trades":12,"win_rate_pct":50.0,"wins":6},"sample_trades":[{"capital_allocated":4414.26,"contracts":4,"delta_entry":-0.3,"entry_date":"2024-06-04","entry_premium":11.04,"exit_date":"2024-06-12","exit_premium":3.24,"exit_reason":"STOP_LOSS_50%","holding_days":6,"is_win":false,"iv_entry_pct":16.86,"iv_exit_pct":13.59,"option_type":"PUT","peak_roi_pct":0.0,"pnl_dollars":-3118.09,"ratio_entry":1.84,"ratio_exit":1.141,"roi_pct":-70.64,"spot_entry":454.37,"spot_exit":474.15,"strike":438.5,"symbol":"QQQ","target_delta":0.3,"tenor_months":6,"theta_entry":-0.036,"vega_entry":1.108},{"capital_allocated":4963.28,"contracts":3,"delta_entry":-0.3,"entry_date":"2024-10-17","entry_premium":16.54,"exit_date":"2024-11-06","exit_premium":7.37,"exit_reason":"STOP_LOSS_50%","holding_days":14,"is_win":false,"iv_entry_pct":22.85,"iv_exit_pct":18.86,"option_type":"PUT","peak_roi_pct":21.29,"pnl_dollars":-2752.87,"ratio_entry":1.89,"ratio_exit":1.067,"roi_pct":-55.46,"spot_entry":491.25,"spot_exit":505.58,"strike":466.5,"symbol":"QQQ","target_delta":0.3,"tenor_months":6,"theta_entry":-0.058,"vega_entry":1.197},{"capital_allocated":4760.46,"contracts":3,"delta_entry":-0.3,"entry_date":"2025-07-16","entry_premium":15.87,"exit_date":"2025-08-08","exit_premium":7.41,"exit_reason":"STOP_LOSS_50%","holding_days":17,"is_win":false,"iv_entry_pct":19.54,"iv_exit_pct":17.29,"option_type":"PUT","peak_roi_pct":15.13,"pnl_dollars":-2538.56,"ratio_entry":1.864,"ratio_exit":1.386,"roi_pct":-53.33,"spot_entry":557.29,"spot_exit":574.55,"strike":533.9,"symbol":"QQQ","target_delta":0.3,"tenor_months":6,"theta_entry":-0.054,"vega_entry":1.359},{"capital_allocated":4392.65,"contracts":3,"delta_entry":-0.3,"entry_date":"2025-07-23","entry_premium":14.64,"exit_date":"2025-08-01","exit_premium":22.08,"exit_reason":"PROFIT_TARGET_50%","holding_days":7,"is_win":true,"iv_entry_pct":17.94,"iv_exit_pct":21.54,"option_type":"PUT","peak_roi_pct":50.82,"pnl_dollars":2232.26,"ratio_entry":2.126,"ratio_exit":2.209,"roi_pct":50.82,"spot_entry":563.81,"spot_exit":553.88,"strike":542.5,"symbol":"QQQ","target_delta":0.3,"tenor_months":6,"theta_entry":-0.049,"vega_entry":1.375},{"capital_allocated":4262.44,"contracts":3,"delta_entry":-0.3,"entry_date":"2025-07-30","entry_premium":14.21,"exit_date":"2025-08-01","exit_premium":24.71,"exit_reason":"PROFIT_TARGET_50%","holding_days":2,"is_win":true,"iv_entry_pct":17.32,"iv_exit_pct":21.54,"option_type":"PUT","peak_roi_pct":73.91,"pnl_dollars":3150.42,"ratio_entry":2.483,"ratio_exit":2.209,"roi_pct":73.91,"spot_entry":568.02,"spot_exit":553.88,"strike":547.5,"symbol":"QQQ","target_delta":0.3,"tenor_months":6,"theta_entry":-0.047,"vega_entry":1.385}],"trade_count":12},"50D":{"metrics":{"avg_holding_days":28.7,"avg_roi_pct":-24.8,"avg_trade_pnl":-1055.04,"losses":9,"max_drawdown_dollars":10280.42,"max_drawdown_pct":10.28,"profit_factor":0.35,"sharpe_ratio":-1.77,"total_pnl_dollars":-12660.42,"total_trades":12,"win_rate_pct":25.0,"wins":3},"sample_trades":[{"capital_allocated":4691.49,"contracts":2,"delta_entry":-0.5,"entry_date":"2024-06-04","entry_premium":23.46,"exit_date":"2024-06-12","exit_premium":10.39,"exit_reason":"STOP_LOSS_50%","holding_days":6,"is_win":false,"iv_entry_pct":16.86,"iv_exit_pct":13.59,"option_type":"PUT","peak_roi_pct":0.0,"pnl_dollars":-2614.05,"ratio_entry":1.84,"ratio_exit":1.141,"roi_pct":-55.72,"spot_entry":454.37,"spot_exit":474.15,"strike":466.7,"symbol":"QQQ","target_delta":0.5,"tenor_months":6,"theta_entry":-0.032,"vega_entry":1.269},{"capital_allocated":3532.58,"contracts":1,"delta_entry":-0.5,"entry_date":"2024-10-17","entry_premium":35.33,"exit_date":"2024-11-07","exit_premium":17.66,"exit_reason":"STOP_LOSS_50%","holding_days":15,"is_win":false,"iv_entry_pct":22.85,"iv_exit_pct":18.35,"option_type":"PUT","peak_roi_pct":13.92,"pnl_dollars":-1766.99,"ratio_entry":1.89,"ratio_exit":0.999,"roi_pct":-50.02,"spot_entry":491.25,"spot_exit":513.54,"strike":507.6,"symbol":"QQQ","target_delta":0.5,"tenor_months":6,"theta_entry":-0.057,"vega_entry":1.372},{"capital_allocated":3374.16,"contracts":1,"delta_entry":-0.5,"entry_date":"2025-07-16","entry_premium":33.74,"exit_date":"2025-09-11","exit_premium":16.22,"exit_reason":"STOP_LOSS_50%","holding_days":40,"is_win":false,"iv_entry_pct":19.54,"iv_exit_pct":18.23,"option_type":"PUT","peak_roi_pct":9.21,"pnl_dollars":-1752.56,"ratio_entry":1.864,"ratio_exit":1.6,"roi_pct":-51.94,"spot_entry":557.29,"spot_exit":584.08,"strike":573.8,"symbol":"QQQ","target_delta":0.5,"tenor_months":6,"theta_entry":-0.051,"vega_entry":1.557},{"capital_allocated":3109.17,"contracts":1,"delta_entry":-0.5,"entry_date":"2025-07-23","entry_premium":31.09,"exit_date":"2025-09-18","exit_premium":15.32,"exit_reason":"STOP_LOSS_50%","holding_days":40,"is_win":false,"iv_entry_pct":17.94,"iv_exit_pct":18.86,"option_type":"PUT","peak_roi_pct":30.52,"pnl_dollars":-1576.88,"ratio_entry":2.126,"ratio_exit":1.846,"roi_pct":-50.72,"spot_entry":563.81,"spot_exit":595.32,"strike":579.6,"symbol":"QQQ","target_delta":0.5,"tenor_months":6,"theta_entry":-0.045,"vega_entry":1.575},{"capital_allocated":3015.2,"contracts":1,"delta_entry":-0.5,"entry_date":"2025-07-30","entry_premium":30.15,"exit_date":"2025-10-01","exit_premium":14.97,"exit_reason":"STOP_LOSS_50%","holding_days":44,"is_win":false,"iv_entry_pct":17.32,"iv_exit_pct":19.87,"option_type":"PUT","peak_roi_pct":43.88,"pnl_dollars":-1518.31,"ratio_entry":2.483,"ratio_exit":2.806,"roi_pct":-50.36,"spot_entry":568.02,"spot_exit":603.25,"strike":583.6,"symbol":"QQQ","target_delta":0.5,"tenor_months":6,"theta_entry":-0.042,"vega_entry":1.587}],"trade_count":12},"70D":{"metrics":{"avg_holding_days":61.2,"avg_roi_pct":-32.5,"avg_trade_pnl":-2223.01,"losses":10,"max_drawdown_dollars":24487.11,"max_drawdown_pct":24.49,"profit_factor":0.12,"sharpe_ratio":-3.54,"total_pnl_dollars":-26676.07,"total_trades":12,"win_rate_pct":16.7,"wins":2},"sample_trades":[{"capital_allocated":4270.9,"contracts":1,"delta_entry":-0.7,"entry_date":"2024-06-04","entry_premium":42.71,"exit_date":"2024-07-02","exit_premium":20.82,"exit_reason":"STOP_LOSS_50%","holding_days":19,"is_win":false,"iv_entry_pct":16.86,"iv_exit_pct":16.07,"option_type":"PUT","peak_roi_pct":0.0,"pnl_dollars":-2188.96,"ratio_entry":1.84,"ratio_exit":1.312,"roi_pct":-51.25,"spot_entry":454.37,"spot_exit":486.98,"strike":496.7,"symbol":"QQQ","target_delta":0.7,"tenor_months":6,"theta_entry":-0.012,"vega_entry":1.102},{"capital_allocated":6469.03,"contracts":1,"delta_entry":-0.7,"entry_date":"2024-10-17","entry_premium":64.69,"exit_date":"2024-12-04","exit_premium":32.15,"exit_reason":"STOP_LOSS_50%","holding_days":33,"is_win":false,"iv_entry_pct":22.85,"iv_exit_pct":15.69,"option_type":"PUT","peak_roi_pct":8.87,"pnl_dollars":-3254.45,"ratio_entry":1.89,"ratio_exit":0.971,"roi_pct":-50.31,"spot_entry":491.25,"spot_exit":523.26,"strike":552.3,"symbol":"QQQ","target_delta":0.7,"tenor_months":6,"theta_entry":-0.031,"vega_entry":1.192},{"capital_allocated":6162.95,"contracts":1,"delta_entry":-0.7,"entry_date":"2025-07-16","entry_premium":61.63,"exit_date":"2025-09-19","exit_premium":30.18,"exit_reason":"STOP_LOSS_50%","holding_days":46,"is_win":false,"iv_entry_pct":19.54,"iv_exit_pct":18.74,"option_type":"PUT","peak_roi_pct":5.29,"pnl_dollars":-3144.85,"ratio_entry":1.864,"ratio_exit":1.883,"roi_pct":-51.03,"spot_entry":557.29,"spot_exit":599.35,"strike":616.8,"symbol":"QQQ","target_delta":0.7,"tenor_months":6,"theta_entry":-0.024,"vega_entry":1.352},{"capital_allocated":5673.75,"contracts":1,"delta_entry":-0.7,"entry_date":"2025-07-23","entry_premium":56.74,"exit_date":"2025-10-08","exit_premium":26.15,"exit_reason":"STOP_LOSS_50%","holding_days":54,"is_win":false,"iv_entry_pct":17.94,"iv_exit_pct":20.02,"option_type":"PUT","peak_roi_pct":18.14,"pnl_dollars":-3058.83,"ratio_entry":2.126,"ratio_exit":2.369,"roi_pct":-53.91,"spot_entry":563.81,"spot_exit":611.44,"strike":619.4,"symbol":"QQQ","target_delta":0.7,"tenor_months":6,"theta_entry":-0.019,"vega_entry":1.368},{"capital_allocated":5495.75,"contracts":1,"delta_entry":-0.7,"entry_date":"2025-07-30","entry_premium":54.96,"exit_date":"2025-10-24","exit_premium":24.66,"exit_reason":"STOP_LOSS_50%","holding_days":61,"is_win":false,"iv_entry_pct":17.32,"iv_exit_pct":20.61,"option_type":"PUT","peak_roi_pct":26.16,"pnl_dollars":-3029.25,"ratio_entry":2.483,"ratio_exit":1.129,"roi_pct":-55.12,"spot_entry":568.02,"spot_exit":617.1,"strike":622.2,"symbol":"QQQ","target_delta":0.7,"tenor_months":6,"theta_entry":-0.017,"vega_entry":1.379}],"trade_count":12}}},"signal_triggers_count":12,"strategy_mode":"PUT_HIGH_IVHV","symbol":"QQQ"},"puts_ratio_2_0":{"call_reduc_delta":null,"put_threshold":2.0,"results_matrix":{"3M":{"20D":{"metrics":{"avg_holding_days":7.2,"avg_roi_pct":96.2,"avg_trade_pnl":4474.05,"losses":0,"max_drawdown_dollars":0.0,"max_drawdown_pct":0.0,"profit_factor":99.0,"sharpe_ratio":16.11,"total_pnl_dollars":22370.24,"total_trades":5,"win_rate_pct":100.0,"wins":5},"sample_trades":[{"capital_allocated":4733.79,"contracts":8,"delta_entry":-0.2,"entry_date":"2025-07-23","entry_premium":5.92,"exit_date":"2025-08-01","exit_premium":10.37,"exit_reason":"PROFIT_TARGET_50%","holding_days":7,"is_win":true,"iv_entry_pct":17.94,"iv_exit_pct":21.54,"option_type":"PUT","peak_roi_pct":75.24,"pnl_dollars":3561.77,"ratio_entry":2.126,"ratio_exit":2.209,"roi_pct":75.24,"spot_entry":563.81,"spot_exit":553.88,"strike":530.3,"symbol":"QQQ","target_delta":0.2,"tenor_months":3,"theta_entry":-0.065,"vega_entry":0.783},{"capital_allocated":4597.48,"contracts":8,"delta_entry":-0.2,"entry_date":"2025-07-30","entry_premium":5.75,"exit_date":"2025-08-01","exit_premium":12.9,"exit_reason":"PROFIT_TARGET_50%","holding_days":2,"is_win":true,"iv_entry_pct":17.32,"iv_exit_pct":21.54,"option_type":"PUT","peak_roi_pct":124.41,"pnl_dollars":5719.56,"ratio_entry":2.483,"ratio_exit":2.209,"roi_pct":124.41,"spot_entry":568.02,"spot_exit":553.88,"strike":535.5,"symbol":"QQQ","target_delta":0.2,"tenor_months":3,"theta_entry":-0.063,"vega_entry":0.789},{"capital_allocated":4805.62,"contracts":7,"delta_entry":-0.2,"entry_date":"2025-09-22","entry_premium":6.87,"exit_date":"2025-10-10","exit_premium":12.81,"exit_reason":"PROFIT_TARGET_50%","holding_days":14,"is_win":true,"iv_entry_pct":19.42,"iv_exit_pct":25.23,"option_type":"PUT","peak_roi_pct":86.52,"pnl_dollars":4158.0,"ratio_entry":2.186,"ratio_exit":1.603,"roi_pct":86.52,"spot_entry":602.2,"spot_exit":589.5,"strike":563.3,"symbol":"QQQ","target_delta":0.2,"tenor_months":3,"theta_entry":-0.077,"vega_entry":0.837},{"capital_allocated":4889.98,"contracts":7,"delta_entry":-0.2,"entry_date":"2025-09-29","entry_premium":6.99,"exit_date":"2025-10-10","exit_premium":12.39,"exit_reason":"PROFIT_TARGET_50%","holding_days":9,"is_win":true,"iv_entry_pct":19.87,"iv_exit_pct":25.23,"option_type":"PUT","peak_roi_pct":77.39,"pnl_dollars":3784.26,"ratio_entry":2.387,"ratio_exit":1.603,"roi_pct":77.39,"spot_entry":598.73,"spot_exit":589.5,"strike":559.1,"symbol":"QQQ","target_delta":0.2,"tenor_months":3,"theta_entry":-0.078,"vega_entry":0.832},{"capital_allocated":4376.16,"contracts":6,"delta_entry":-0.2,"entry_date":"2025-10-06","entry_premium":7.29,"exit_date":"2025-10-10","exit_premium":15.87,"exit_reason":"PROFIT_TARGET_50%","holding_days":4,"is_win":true,"iv_entry_pct":20.4,"iv_exit_pct":25.23,"option_type":"PUT","peak_roi_pct":117.61,"pnl_dollars":5146.65,"ratio_entry":2.788,"ratio_exit":1.603,"roi_pct":117.61,"spot_entry":607.71,"spot_exit":589.5,"strike":566.4,"symbol":"QQQ","target_delta":0.2,"tenor_months":3,"theta_entry":-0.082,"vega_entry":0.844}],"trade_count":5},"30D":{"metrics":{"avg_holding_days":7.2,"avg_roi_pct":71.8,"avg_trade_pnl":3186.71,"losses":0,"max_drawdown_dollars":0.0,"max_drawdown_pct":0.0,"profit_factor":99.0,"sharpe_ratio":16.75,"total_pnl_dollars":15933.54,"total_trades":5,"win_rate_pct":100.0,"wins":5},"sample_trades":[{"capital_allocated":4053.96,"contracts":4,"delta_entry":-0.3,"entry_date":"2025-07-23","entry_premium":10.13,"exit_date":"2025-08-01","exit_premium":15.93,"exit_reason":"PROFIT_TARGET_50%","holding_days":7,"is_win":true,"iv_entry_pct":17.94,"iv_exit_pct":21.54,"option_type":"PUT","peak_roi_pct":57.15,"pnl_dollars":2316.95,"ratio_entry":2.126,"ratio_exit":2.209,"roi_pct":57.15,"spot_entry":563.81,"spot_exit":553.88,"strike":545.5,"symbol":"QQQ","target_delta":0.3,"tenor_months":3,"theta_entry":-0.078,"vega_entry":0.973},{"capital_allocated":4918.82,"contracts":5,"delta_entry":-0.3,"entry_date":"2025-07-30","entry_premium":9.84,"exit_date":"2025-08-01","exit_premium":18.85,"exit_reason":"PROFIT_TARGET_50%","holding_days":2,"is_win":true,"iv_entry_pct":17.32,"iv_exit_pct":21.54,"option_type":"PUT","peak_roi_pct":91.64,"pnl_dollars":4507.73,"ratio_entry":2.483,"ratio_exit":2.209,"roi_pct":91.64,"spot_entry":568.02,"spot_exit":553.88,"strike":550.3,"symbol":"QQQ","target_delta":0.3,"tenor_months":3,"theta_entry":-0.075,"vega_entry":0.98},{"capital_allocated":4705.57,"contracts":4,"delta_entry":-0.3,"entry_date":"2025-09-22","entry_premium":11.76,"exit_date":"2025-10-10","exit_premium":19.47,"exit_reason":"PROFIT_TARGET_50%","holding_days":14,"is_win":true,"iv_entry_pct":19.42,"iv_exit_pct":25.23,"option_type":"PUT","peak_roi_pct":65.54,"pnl_dollars":3084.03,"ratio_entry":2.186,"ratio_exit":1.603,"roi_pct":65.54,"spot_entry":602.2,"spot_exit":589.5,"strike":580.8,"symbol":"QQQ","target_delta":0.3,"tenor_months":3,"theta_entry":-0.091,"vega_entry":1.039},{"capital_allocated":4792.13,"contracts":4,"delta_entry":-0.3,"entry_date":"2025-09-29","entry_premium":11.98,"exit_date":"2025-10-10","exit_premium":18.84,"exit_reason":"PROFIT_TARGET_50%","holding_days":9,"is_win":true,"iv_entry_pct":19.87,"iv_exit_pct":25.23,"option_type":"PUT","peak_roi_pct":57.28,"pnl_dollars":2744.96,"ratio_entry":2.387,"ratio_exit":1.603,"roi_pct":57.28,"spot_entry":598.73,"spot_exit":589.5,"strike":576.9,"symbol":"QQQ","target_delta":0.3,"tenor_months":3,"theta_entry":-0.093,"vega_entry":1.033},{"capital_allocated":3750.63,"contracts":3,"delta_entry":-0.3,"entry_date":"2025-10-06","entry_premium":12.5,"exit_date":"2025-10-10","exit_premium":23.44,"exit_reason":"PROFIT_TARGET_50%","holding_days":4,"is_win":true,"iv_entry_pct":20.4,"iv_exit_pct":25.23,"option_type":"PUT","peak_roi_pct":87.45,"pnl_dollars":3279.87,"ratio_entry":2.788,"ratio_exit":1.603,"roi_pct":87.45,"spot_entry":607.71,"spot_exit":589.5,"strike":584.9,"symbol":"QQQ","target_delta":0.3,"tenor_months":3,"theta_entry":-0.098,"vega_entry":1.048}],"trade_count":5},"50D":{"metrics":{"avg_holding_days":16.6,"avg_roi_pct":-11.6,"avg_trade_pnl":-566.39,"losses":3,"max_drawdown_dollars":4317.38,"max_drawdown_pct":4.32,"profit_factor":0.57,"sharpe_ratio":-0.74,"total_pnl_dollars":-2831.93,"total_trades":5,"win_rate_pct":40.0,"wins":2},"sample_trades":[{"capital_allocated":4286.76,"contracts":2,"delta_entry":-0.5,"entry_date":"2025-07-23","entry_premium":21.43,"exit_date":"2025-09-08","exit_premium":10.04,"exit_reason":"STOP_LOSS_50%","holding_days":32,"is_win":false,"iv_entry_pct":17.94,"iv_exit_pct":18.35,"option_type":"PUT","peak_roi_pct":36.26,"pnl_dollars":-2279.42,"ratio_entry":2.126,"ratio_exit":1.519,"roi_pct":-53.17,"spot_entry":563.81,"spot_exit":578.87,"strike":571.6,"symbol":"QQQ","target_delta":0.5,"tenor_months":3,"theta_entry":-0.078,"vega_entry":1.115},{"capital_allocated":4160.07,"contracts":2,"delta_entry":-0.5,"entry_date":"2025-07-30","entry_premium":20.8,"exit_date":"2025-08-01","exit_premium":32.45,"exit_reason":"PROFIT_TARGET_50%","holding_days":2,"is_win":true,"iv_entry_pct":17.32,"iv_exit_pct":21.54,"option_type":"PUT","peak_roi_pct":55.99,"pnl_dollars":2329.14,"ratio_entry":2.483,"ratio_exit":2.209,"roi_pct":55.99,"spot_entry":568.02,"spot_exit":553.88,"strike":575.7,"symbol":"QQQ","target_delta":0.5,"tenor_months":3,"theta_entry":-0.075,"vega_entry":1.124},{"capital_allocated":4986.29,"contracts":2,"delta_entry":-0.5,"entry_date":"2025-09-22","entry_premium":24.93,"exit_date":"2025-10-27","exit_premium":10.72,"exit_reason":"STOP_LOSS_50%","holding_days":25,"is_win":false,"iv_entry_pct":19.42,"iv_exit_pct":20.5,"option_type":"PUT","peak_roi_pct":41.52,"pnl_dollars":-2842.3,"ratio_entry":2.186,"ratio_exit":1.073,"roi_pct":-57.0,"spot_entry":602.2,"spot_exit":628.09,"strike":611.0,"symbol":"QQQ","target_delta":0.5,"tenor_months":3,"theta_entry":-0.093,"vega_entry":1.191},{"capital_allocated":2539.12,"contracts":1,"delta_entry":-0.5,"entry_date":"2025-09-29","entry_premium":25.39,"exit_date":"2025-10-27","exit_premium":10.64,"exit_reason":"STOP_LOSS_50%","holding_days":20,"is_win":false,"iv_entry_pct":19.87,"iv_exit_pct":20.5,"option_type":"PUT","peak_roi_pct":34.72,"pnl_dollars":-1475.08,"ratio_entry":2.387,"ratio_exit":1.073,"roi_pct":-58.09,"spot_entry":598.73,"spot_exit":628.09,"strike":607.6,"symbol":"QQQ","target_delta":0.5,"tenor_months":3,"theta_entry":-0.096,"vega_entry":1.184},{"capital_allocated":2651.65,"contracts":1,"delta_entry":-0.5,"entry_date":"2025-10-06","entry_premium":26.52,"exit_date":"2025-10-10","exit_premium":40.87,"exit_reason":"PROFIT_TARGET_50%","holding_days":4,"is_win":true,"iv_entry_pct":20.4,"iv_exit_pct":25.23,"option_type":"PUT","peak_roi_pct":54.14,"pnl_dollars":1435.73,"ratio_entry":2.788,"ratio_exit":1.603,"roi_pct":54.14,"spot_entry":607.71,"spot_exit":589.5,"strike":616.9,"symbol":"QQQ","target_delta":0.5,"tenor_months":3,"theta_entry":-0.101,"vega_entry":1.202}],"trade_count":5},"70D":{"metrics":{"avg_holding_days":32.4,"avg_roi_pct":-49.1,"avg_trade_pnl":-2101.73,"losses":5,"max_drawdown_dollars":8536.31,"max_drawdown_pct":8.54,"profit_factor":0.0,"sharpe_ratio":-26.39,"total_pnl_dollars":-10508.64,"total_trades":5,"win_rate_pct":0.0,"wins":0},"sample_trades":[{"capital_allocated":3887.78,"contracts":1,"delta_entry":-0.7,"entry_date":"2025-07-23","entry_premium":38.88,"exit_date":"2025-09-12","exit_premium":19.15,"exit_reason":"STOP_LOSS_50%","holding_days":36,"is_win":false,"iv_entry_pct":17.94,"iv_exit_pct":18.18,"option_type":"PUT","peak_roi_pct":23.07,"pnl_dollars":-1972.33,"ratio_entry":2.126,"ratio_exit":1.585,"roi_pct":-50.73,"spot_entry":563.81,"spot_exit":586.66,"strike":599.0,"symbol":"QQQ","target_delta":0.7,"tenor_months":3,"theta_entry":-0.05,"vega_entry":0.971},{"capital_allocated":3769.99,"contracts":1,"delta_entry":-0.7,"entry_date":"2025-07-30","entry_premium":37.7,"exit_date":"2025-09-18","exit_premium":17.01,"exit_reason":"STOP_LOSS_50%","holding_days":35,"is_win":false,"iv_entry_pct":17.32,"iv_exit_pct":18.86,"option_type":"PUT","peak_roi_pct":34.81,"pnl_dollars":-2069.29,"ratio_entry":2.483,"ratio_exit":1.846,"roi_pct":-54.89,"spot_entry":568.02,"spot_exit":595.32,"strike":602.3,"symbol":"QQQ","target_delta":0.7,"tenor_months":3,"theta_entry":-0.047,"vega_entry":0.978},{"capital_allocated":4520.61,"contracts":1,"delta_entry":-0.7,"entry_date":"2025-09-22","entry_premium":45.21,"exit_date":"2025-10-29","exit_premium":22.2,"exit_reason":"STOP_LOSS_50%","holding_days":27,"is_win":false,"iv_entry_pct":19.42,"iv_exit_pct":21.76,"option_type":"PUT","peak_roi_pct":26.55,"pnl_dollars":-2300.47,"ratio_entry":2.186,"ratio_exit":1.134,"roi_pct":-50.89,"spot_entry":602.2,"spot_exit":635.77,"strike":642.7,"symbol":"QQQ","target_delta":0.7,"tenor_months":3,"theta_entry":-0.061,"vega_entry":1.037},{"capital_allocated":4607.63,"contracts":1,"delta_entry":-0.7,"entry_date":"2025-09-29","entry_premium":46.08,"exit_date":"2025-10-29","exit_premium":22.0,"exit_reason":"STOP_LOSS_50%","holding_days":22,"is_win":false,"iv_entry_pct":19.87,"iv_exit_pct":21.76,"option_type":"PUT","peak_roi_pct":21.03,"pnl_dollars":-2408.13,"ratio_entry":2.387,"ratio_exit":1.134,"roi_pct":-52.26,"spot_entry":598.73,"spot_exit":635.77,"strike":639.9,"symbol":"QQQ","target_delta":0.7,"tenor_months":3,"theta_entry":-0.063,"vega_entry":1.031},{"capital_allocated":4813.65,"contracts":1,"delta_entry":-0.7,"entry_date":"2025-10-06","entry_premium":48.14,"exit_date":"2025-12-04","exit_premium":30.55,"exit_reason":"TIME_STOP_30DTE","holding_days":42,"is_win":false,"iv_entry_pct":20.4,"iv_exit_pct":20.19,"option_type":"PUT","peak_roi_pct":41.7,"pnl_dollars":-1758.42,"ratio_entry":2.788,"ratio_exit":1.002,"roi_pct":-36.53,"spot_entry":607.71,"spot_exit":622.94,"strike":650.6,"symbol":"QQQ","target_delta":0.7,"tenor_months":3,"theta_entry":-0.067,"vega_entry":1.046}],"trade_count":5}},"6M":{"20D":{"metrics":{"avg_holding_days":7.2,"avg_roi_pct":86.8,"avg_trade_pnl":3919.51,"losses":0,"max_drawdown_dollars":0.0,"max_drawdown_pct":0.0,"profit_factor":99.0,"sharpe_ratio":24.6,"total_pnl_dollars":19597.57,"total_trades":5,"win_rate_pct":100.0,"wins":5},"sample_trades":[{"capital_allocated":4261.86,"contracts":5,"delta_entry":-0.2,"entry_date":"2025-07-23","entry_premium":8.52,"exit_date":"2025-08-01","exit_premium":14.39,"exit_reason":"PROFIT_TARGET_50%","holding_days":7,"is_win":true,"iv_entry_pct":17.94,"iv_exit_pct":21.54,"option_type":"PUT","peak_roi_pct":68.87,"pnl_dollars":2935.09,"ratio_entry":2.126,"ratio_exit":2.209,"roi_pct":68.87,"spot_entry":563.81,"spot_exit":553.88,"strike":521.2,"symbol":"QQQ","target_delta":0.2,"tenor_months":6,"theta_entry":-0.042,"vega_entry":1.107},{"capital_allocated":4959.32,"contracts":6,"delta_entry":-0.2,"entry_date":"2025-07-30","entry_premium":8.27,"exit_date":"2025-08-01","exit_premium":16.67,"exit_reason":"PROFIT_TARGET_50%","holding_days":2,"is_win":true,"iv_entry_pct":17.32,"iv_exit_pct":21.54,"option_type":"PUT","peak_roi_pct":101.66,"pnl_dollars":5041.42,"ratio_entry":2.483,"ratio_exit":2.209,"roi_pct":101.66,"spot_entry":568.02,"spot_exit":553.88,"strike":526.7,"symbol":"QQQ","target_delta":0.2,"tenor_months":6,"theta_entry":-0.041,"vega_entry":1.115},{"capital_allocated":4952.5,"contracts":5,"delta_entry":-0.2,"entry_date":"2025-09-22","entry_premium":9.9,"exit_date":"2025-10-10","exit_premium":18.74,"exit_reason":"PROFIT_TARGET_50%","holding_days":14,"is_win":true,"iv_entry_pct":19.42,"iv_exit_pct":25.23,"option_type":"PUT","peak_roi_pct":89.18,"pnl_dollars":4416.78,"ratio_entry":2.186,"ratio_exit":1.603,"roi_pct":89.18,"spot_entry":602.2,"spot_exit":589.5,"strike":552.6,"symbol":"QQQ","target_delta":0.2,"tenor_months":6,"theta_entry":-0.05,"vega_entry":1.183},{"capital_allocated":4036.91,"contracts":4,"delta_entry":-0.2,"entry_date":"2025-09-29","entry_premium":10.09,"exit_date":"2025-10-10","exit_premium":17.87,"exit_reason":"PROFIT_TARGET_50%","holding_days":9,"is_win":true,"iv_entry_pct":19.87,"iv_exit_pct":25.23,"option_type":"PUT","peak_roi_pct":77.11,"pnl_dollars":3112.98,"ratio_entry":2.387,"ratio_exit":1.603,"roi_pct":77.11,"spot_entry":598.73,"spot_exit":589.5,"strike":548.2,"symbol":"QQQ","target_delta":0.2,"tenor_months":6,"theta_entry":-0.051,"vega_entry":1.176},{"capital_allocated":4216.69,"contracts":4,"delta_entry":-0.2,"entry_date":"2025-10-06","entry_premium":10.54,"exit_date":"2025-10-10","exit_premium":20.77,"exit_reason":"PROFIT_TARGET_50%","holding_days":4,"is_win":true,"iv_entry_pct":20.4,"iv_exit_pct":25.23,"option_type":"PUT","peak_roi_pct":97.03,"pnl_dollars":4091.3,"ratio_entry":2.788,"ratio_exit":1.603,"roi_pct":97.03,"spot_entry":607.71,"spot_exit":589.5,"strike":555.0,"symbol":"QQQ","target_delta":0.2,"tenor_months":6,"theta_entry":-0.053,"vega_entry":1.194}],"trade_count":5},"30D":{"metrics":{"avg_holding_days":7.2,"avg_roi_pct":63.2,"avg_trade_pnl":2416.79,"losses":0,"max_drawdown_dollars":0.0,"max_drawdown_pct":0.0,"profit_factor":99.0,"sharpe_ratio":24.75,"total_pnl_dollars":12083.93,"total_trades":5,"win_rate_pct":100.0,"wins":5},"sample_trades":[{"capital_allocated":4392.65,"contracts":3,"delta_entry":-0.3,"entry_date":"2025-07-23","entry_premium":14.64,"exit_date":"2025-08-01","exit_premium":22.08,"exit_reason":"PROFIT_TARGET_50%","holding_days":7,"is_win":true,"iv_entry_pct":17.94,"iv_exit_pct":21.54,"option_type":"PUT","peak_roi_pct":50.82,"pnl_dollars":2232.26,"ratio_entry":2.126,"ratio_exit":2.209,"roi_pct":50.82,"spot_entry":563.81,"spot_exit":553.88,"strike":542.5,"symbol":"QQQ","target_delta":0.3,"tenor_months":6,"theta_entry":-0.049,"vega_entry":1.375},{"capital_allocated":4262.44,"contracts":3,"delta_entry":-0.3,"entry_date":"2025-07-30","entry_premium":14.21,"exit_date":"2025-08-01","exit_premium":24.71,"exit_reason":"PROFIT_TARGET_50%","holding_days":2,"is_win":true,"iv_entry_pct":17.32,"iv_exit_pct":21.54,"option_type":"PUT","peak_roi_pct":73.91,"pnl_dollars":3150.42,"ratio_entry":2.483,"ratio_exit":2.209,"roi_pct":73.91,"spot_entry":568.02,"spot_exit":553.88,"strike":547.5,"symbol":"QQQ","target_delta":0.3,"tenor_months":6,"theta_entry":-0.047,"vega_entry":1.385},{"capital_allocated":3405.9,"contracts":2,"delta_entry":-0.3,"entry_date":"2025-09-22","entry_premium":17.03,"exit_date":"2025-10-10","exit_premium":28.06,"exit_reason":"PROFIT_TARGET_50%","holding_days":14,"is_win":true,"iv_entry_pct":19.42,"iv_exit_pct":25.23,"option_type":"PUT","peak_roi_pct":64.77,"pnl_dollars":2206.04,"ratio_entry":2.186,"ratio_exit":1.603,"roi_pct":64.77,"spot_entry":602.2,"spot_exit":589.5,"strike":577.1,"symbol":"QQQ","target_delta":0.3,"tenor_months":6,"theta_entry":-0.058,"vega_entry":1.468},{"capital_allocated":3465.3,"contracts":2,"delta_entry":-0.3,"entry_date":"2025-09-29","entry_premium":17.33,"exit_date":"2025-10-10","exit_premium":26.94,"exit_reason":"PROFIT_TARGET_50%","holding_days":9,"is_win":true,"iv_entry_pct":19.87,"iv_exit_pct":25.23,"option_type":"PUT","peak_roi_pct":55.5,"pnl_dollars":1923.13,"ratio_entry":2.387,"ratio_exit":1.603,"roi_pct":55.5,"spot_entry":598.73,"spot_exit":589.5,"strike":573.0,"symbol":"QQQ","target_delta":0.3,"tenor_months":6,"theta_entry":-0.059,"vega_entry":1.459},{"capital_allocated":3620.67,"contracts":2,"delta_entry":-0.3,"entry_date":"2025-10-06","entry_premium":18.1,"exit_date":"2025-10-10","exit_premium":30.96,"exit_reason":"PROFIT_TARGET_50%","holding_days":4,"is_win":true,"iv_entry_pct":20.4,"iv_exit_pct":25.23,"option_type":"PUT","peak_roi_pct":71.04,"pnl_dollars":2572.08,"ratio_entry":2.788,"ratio_exit":1.603,"roi_pct":71.04,"spot_entry":607.71,"spot_exit":589.5,"strike":580.8,"symbol":"QQQ","target_delta":0.3,"tenor_months":6,"theta_entry":-0.062,"vega_entry":1.481}],"trade_count":5},"50D":{"metrics":{"avg_holding_days":39.6,"avg_roi_pct":16.1,"avg_trade_pnl":735.41,"losses":2,"max_drawdown_dollars":1518.31,"max_drawdown_pct":1.52,"profit_factor":2.19,"sharpe_ratio":1.03,"total_pnl_dollars":3677.06,"total_trades":5,"win_rate_pct":60.0,"wins":3},"sample_trades":[{"capital_allocated":3109.17,"contracts":1,"delta_entry":-0.5,"entry_date":"2025-07-23","entry_premium":31.09,"exit_date":"2025-09-18","exit_premium":15.32,"exit_reason":"STOP_LOSS_50%","holding_days":40,"is_win":false,"iv_entry_pct":17.94,"iv_exit_pct":18.86,"option_type":"PUT","peak_roi_pct":30.52,"pnl_dollars":-1576.88,"ratio_entry":2.126,"ratio_exit":1.846,"roi_pct":-50.72,"spot_entry":563.81,"spot_exit":595.32,"strike":579.6,"symbol":"QQQ","target_delta":0.5,"tenor_months":6,"theta_entry":-0.045,"vega_entry":1.575},{"capital_allocated":3015.2,"contracts":1,"delta_entry":-0.5,"entry_date":"2025-07-30","entry_premium":30.15,"exit_date":"2025-10-01","exit_premium":14.97,"exit_reason":"STOP_LOSS_50%","holding_days":44,"is_win":false,"iv_entry_pct":17.32,"iv_exit_pct":19.87,"option_type":"PUT","peak_roi_pct":43.88,"pnl_dollars":-1518.31,"ratio_entry":2.483,"ratio_exit":2.806,"roi_pct":-50.36,"spot_entry":568.02,"spot_exit":603.25,"strike":583.6,"symbol":"QQQ","target_delta":0.5,"tenor_months":6,"theta_entry":-0.042,"vega_entry":1.587},{"capital_allocated":3617.97,"contracts":1,"delta_entry":-0.5,"entry_date":"2025-09-22","entry_premium":36.18,"exit_date":"2025-11-20","exit_premium":58.16,"exit_reason":"PROFIT_TARGET_50%","holding_days":43,"is_win":true,"iv_entry_pct":19.42,"iv_exit_pct":32.72,"option_type":"PUT","peak_roi_pct":60.75,"pnl_dollars":2197.92,"ratio_entry":2.186,"ratio_exit":1.571,"roi_pct":60.75,"spot_entry":602.2,"spot_exit":585.67,"strike":619.9,"symbol":"QQQ","target_delta":0.5,"tenor_months":6,"theta_entry":-0.054,"vega_entry":1.682},{"capital_allocated":3688.08,"contracts":1,"delta_entry":-0.5,"entry_date":"2025-09-29","entry_premium":36.88,"exit_date":"2025-11-20","exit_premium":57.11,"exit_reason":"PROFIT_TARGET_50%","holding_days":38,"is_win":true,"iv_entry_pct":19.87,"iv_exit_pct":32.72,"option_type":"PUT","peak_roi_pct":54.86,"pnl_dollars":2023.25,"ratio_entry":2.387,"ratio_exit":1.571,"roi_pct":54.86,"spot_entry":598.73,"spot_exit":585.67,"strike":616.6,"symbol":"QQQ","target_delta":0.5,"tenor_months":6,"theta_entry":-0.056,"vega_entry":1.672},{"capital_allocated":3853.64,"contracts":1,"delta_entry":-0.5,"entry_date":"2025-10-06","entry_premium":38.54,"exit_date":"2025-11-20","exit_premium":64.05,"exit_reason":"PROFIT_TARGET_50%","holding_days":33,"is_win":true,"iv_entry_pct":20.4,"iv_exit_pct":32.72,"option_type":"PUT","peak_roi_pct":66.2,"pnl_dollars":2551.08,"ratio_entry":2.788,"ratio_exit":1.571,"roi_pct":66.2,"spot_entry":607.71,"spot_exit":585.67,"strike":626.2,"symbol":"QQQ","target_delta":0.5,"tenor_months":6,"theta_entry":-0.059,"vega_entry":1.697}],"trade_count":5},"70D":{"metrics":{"avg_holding_days":85.4,"avg_roi_pct":-26.6,"avg_trade_pnl":-1534.82,"losses":4,"max_drawdown_dollars":5097.73,"max_drawdown_pct":5.1,"profit_factor":0.06,"sharpe_ratio":-3.81,"total_pnl_dollars":-7674.11,"total_trades":5,"win_rate_pct":20.0,"wins":1},"sample_trades":[{"capital_allocated":5673.75,"contracts":1,"delta_entry":-0.7,"entry_date":"2025-07-23","entry_premium":56.74,"exit_date":"2025-10-08","exit_premium":26.15,"exit_reason":"STOP_LOSS_50%","holding_days":54,"is_win":false,"iv_entry_pct":17.94,"iv_exit_pct":20.02,"option_type":"PUT","peak_roi_pct":18.14,"pnl_dollars":-3058.83,"ratio_entry":2.126,"ratio_exit":2.369,"roi_pct":-53.91,"spot_entry":563.81,"spot_exit":611.44,"strike":619.4,"symbol":"QQQ","target_delta":0.7,"tenor_months":6,"theta_entry":-0.019,"vega_entry":1.368},{"capital_allocated":5495.75,"contracts":1,"delta_entry":-0.7,"entry_date":"2025-07-30","entry_premium":54.96,"exit_date":"2025-10-24","exit_premium":24.66,"exit_reason":"STOP_LOSS_50%","holding_days":61,"is_win":false,"iv_entry_pct":17.32,"iv_exit_pct":20.61,"option_type":"PUT","peak_roi_pct":26.16,"pnl_dollars":-3029.25,"ratio_entry":2.483,"ratio_exit":1.129,"roi_pct":-55.12,"spot_entry":568.02,"spot_exit":617.1,"strike":622.2,"symbol":"QQQ","target_delta":0.7,"tenor_months":6,"theta_entry":-0.017,"vega_entry":1.379},{"capital_allocated":6611.92,"contracts":1,"delta_entry":-0.7,"entry_date":"2025-09-22","entry_premium":66.12,"exit_date":"2026-02-20","exit_premium":56.8,"exit_reason":"TIME_STOP_30DTE","holding_days":104,"is_win":false,"iv_entry_pct":19.42,"iv_exit_pct":24.23,"option_type":"PUT","peak_roi_pct":35.65,"pnl_dollars":-932.28,"ratio_entry":2.186,"ratio_exit":1.421,"roi_pct":-14.1,"spot_entry":602.2,"spot_exit":608.81,"strike":666.1,"symbol":"QQQ","target_delta":0.7,"tenor_months":6,"theta_entry":-0.026,"vega_entry":1.461},{"capital_allocated":6746.14,"contracts":1,"delta_entry":-0.7,"entry_date":"2025-09-29","entry_premium":67.46,"exit_date":"2026-02-27","exit_premium":56.1,"exit_reason":"TIME_STOP_30DTE","holding_days":104,"is_win":false,"iv_entry_pct":19.87,"iv_exit_pct":24.52,"option_type":"PUT","peak_roi_pct":31.39,"pnl_dollars":-1136.2,"ratio_entry":2.387,"ratio_exit":1.316,"roi_pct":-16.84,"spot_entry":598.73,"spot_exit":607.29,"strike":663.7,"symbol":"QQQ","target_delta":0.7,"tenor_months":6,"theta_entry":-0.027,"vega_entry":1.453},{"capital_allocated":7048.04,"contracts":1,"delta_entry":-0.7,"entry_date":"2025-10-06","entry_premium":70.48,"exit_date":"2026-03-06","exit_premium":75.3,"exit_reason":"TIME_STOP_30DTE","holding_days":104,"is_win":true,"iv_entry_pct":20.4,"iv_exit_pct":31.44,"option_type":"PUT","peak_roi_pct":39.1,"pnl_dollars":482.45,"ratio_entry":2.788,"ratio_exit":1.795,"roi_pct":6.85,"spot_entry":607.71,"spot_exit":599.75,"strike":675.3,"symbol":"QQQ","target_delta":0.7,"tenor_months":6,"theta_entry":-0.03,"vega_entry":1.475}],"trade_count":5}}},"signal_triggers_count":5,"strategy_mode":"PUT_HIGH_IVHV","symbol":"QQQ"}},"SPY":{"calls_reducing":{"call_reduc_delta":-0.15,"put_threshold":null,"results_matrix":{"3M":{"20D":{"metrics":{"avg_holding_days":16.1,"avg_roi_pct":14.1,"avg_trade_pnl":690.86,"losses":20,"max_drawdown_dollars":14654.56,"max_drawdown_pct":14.65,"profit_factor":1.6,"sharpe_ratio":0.7,"total_pnl_dollars":29706.77,"total_trades":43,"win_rate_pct":53.5,"wins":23},"sample_trades":[{"capital_allocated":4830.59,"contracts":12,"delta_entry":0.2,"entry_date":"2023-10-06","entry_premium":4.03,"exit_date":"2023-10-26","exit_premium":1.74,"exit_reason":"STOP_LOSS_50%","holding_days":14,"is_win":false,"iv_entry_pct":17.45,"iv_exit_pct":20.68,"option_type":"CALL","peak_roi_pct":23.92,"pnl_dollars":-2740.74,"ratio_entry":1.305,"ratio_exit":1.524,"roi_pct":-56.74,"spot_entry":429.54,"spot_exit":412.55,"strike":467.4,"symbol":"SPY","target_delta":0.2,"tenor_months":3,"theta_entry":-0.065,"vega_entry":0.596},{"capital_allocated":4734.78,"contracts":11,"delta_entry":0.2,"entry_date":"2023-10-24","entry_premium":4.3,"exit_date":"2023-11-20","exit_premium":6.82,"exit_reason":"PROFIT_TARGET_50%","holding_days":19,"is_win":true,"iv_entry_pct":18.97,"iv_exit_pct":13.41,"option_type":"CALL","peak_roi_pct":58.54,"pnl_dollars":2771.86,"ratio_entry":1.544,"ratio_exit":0.915,"roi_pct":58.54,"spot_entry":423.63,"spot_exit":454.26,"strike":464.2,"symbol":"SPY","target_delta":0.2,"tenor_months":3,"theta_entry":-0.069,"vega_entry":0.588},{"capital_allocated":4883.64,"contracts":12,"delta_entry":0.2,"entry_date":"2023-10-31","entry_premium":4.07,"exit_date":"2023-11-10","exit_premium":6.38,"exit_reason":"PROFIT_TARGET_50%","holding_days":8,"is_win":true,"iv_entry_pct":18.14,"iv_exit_pct":14.17,"option_type":"CALL","peak_roi_pct":56.82,"pnl_dollars":2775.04,"ratio_entry":1.299,"ratio_exit":0.874,"roi_pct":56.82,"spot_entry":418.2,"spot_exit":440.61,"strike":456.5,"symbol":"SPY","target_delta":0.2,"tenor_months":3,"theta_entry":-0.065,"vega_entry":0.58},{"capital_allocated":4862.63,"contracts":14,"delta_entry":0.2,"entry_date":"2023-12-20","entry_premium":3.47,"exit_date":"2024-01-25","exit_premium":6.04,"exit_reason":"PROFIT_TARGET_50%","holding_days":23,"is_win":true,"iv_entry_pct":13.67,"iv_exit_pct":13.45,"option_type":"CALL","peak_roi_pct":73.86,"pnl_dollars":3591.44,"ratio_entry":1.454,"ratio_exit":1.454,"roi_pct":73.86,"spot_entry":468.26,"spot_exit":488.03,"strike":500.8,"symbol":"SPY","target_delta":0.2,"tenor_months":3,"theta_entry":-0.057,"vega_entry":0.65},{"capital_allocated":4877.34,"contracts":14,"delta_entry":0.2,"entry_date":"2024-01-19","entry_premium":3.48,"exit_date":"2024-02-02","exit_premium":5.78,"exit_reason":"PROFIT_TARGET_50%","holding_days":10,"is_win":true,"iv_entry_pct":13.3,"iv_exit_pct":13.85,"option_type":"CALL","peak_roi_pct":65.9,"pnl_dollars":3214.14,"ratio_entry":1.199,"ratio_exit":1.195,"roi_pct":65.9,"spot_entry":482.43,"spot_exit":494.35,"strike":515.1,"symbol":"SPY","target_delta":0.2,"tenor_months":3,"theta_entry":-0.058,"vega_entry":0.67}],"trade_count":43},"30D":{"metrics":{"avg_holding_days":19.7,"avg_roi_pct":6.7,"avg_trade_pnl":299.49,"losses":21,"max_drawdown_dollars":16629.42,"max_drawdown_pct":16.63,"profit_factor":1.26,"sharpe_ratio":0.39,"total_pnl_dollars":12877.96,"total_trades":43,"win_rate_pct":51.2,"wins":22},"sample_trades":[{"capital_allocated":4788.63,"contracts":7,"delta_entry":0.3,"entry_date":"2023-10-06","entry_premium":6.84,"exit_date":"2023-10-26","exit_premium":3.18,"exit_reason":"STOP_LOSS_50%","holding_days":14,"is_win":false,"iv_entry_pct":17.45,"iv_exit_pct":20.68,"option_type":"CALL","peak_roi_pct":20.28,"pnl_dollars":-2565.27,"ratio_entry":1.305,"ratio_exit":1.524,"roi_pct":-53.57,"spot_entry":429.54,"spot_exit":412.55,"strike":454.7,"symbol":"SPY","target_delta":0.3,"tenor_months":3,"theta_entry":-0.082,"vega_entry":0.74},{"capital_allocated":4387.61,"contracts":6,"delta_entry":0.3,"entry_date":"2023-10-24","entry_premium":7.31,"exit_date":"2023-11-14","exit_premium":11.35,"exit_reason":"PROFIT_TARGET_50%","holding_days":15,"is_win":true,"iv_entry_pct":18.97,"iv_exit_pct":14.16,"option_type":"CALL","peak_roi_pct":55.14,"pnl_dollars":2419.51,"ratio_entry":1.544,"ratio_exit":0.824,"roi_pct":55.14,"spot_entry":423.63,"spot_exit":448.73,"strike":450.5,"symbol":"SPY","target_delta":0.3,"tenor_months":3,"theta_entry":-0.087,"vega_entry":0.73},{"capital_allocated":4842.54,"contracts":7,"delta_entry":0.3,"entry_date":"2023-10-31","entry_premium":6.92,"exit_date":"2023-11-07","exit_premium":10.57,"exit_reason":"PROFIT_TARGET_50%","holding_days":5,"is_win":true,"iv_entry_pct":18.14,"iv_exit_pct":14.81,"option_type":"CALL","peak_roi_pct":52.76,"pnl_dollars":2554.96,"ratio_entry":1.299,"ratio_exit":0.964,"roi_pct":52.76,"spot_entry":418.2,"spot_exit":436.93,"strike":443.6,"symbol":"SPY","target_delta":0.3,"tenor_months":3,"theta_entry":-0.083,"vega_entry":0.721},{"capital_allocated":4727.26,"contracts":8,"delta_entry":0.3,"entry_date":"2023-12-20","entry_premium":5.91,"exit_date":"2024-01-24","exit_premium":9.09,"exit_reason":"PROFIT_TARGET_50%","holding_days":22,"is_win":true,"iv_entry_pct":13.67,"iv_exit_pct":13.14,"option_type":"CALL","peak_roi_pct":53.78,"pnl_dollars":2542.25,"ratio_entry":1.454,"ratio_exit":1.43,"roi_pct":53.78,"spot_entry":468.26,"spot_exit":485.39,"strike":490.1,"symbol":"SPY","target_delta":0.3,"tenor_months":3,"theta_entry":-0.073,"vega_entry":0.807},{"capital_allocated":4739.7,"contracts":8,"delta_entry":0.3,"entry_date":"2024-01-19","entry_premium":5.92,"exit_date":"2024-02-02","exit_premium":9.36,"exit_reason":"PROFIT_TARGET_50%","holding_days":10,"is_win":true,"iv_entry_pct":13.3,"iv_exit_pct":13.85,"option_type":"CALL","peak_roi_pct":57.98,"pnl_dollars":2747.87,"ratio_entry":1.199,"ratio_exit":1.195,"roi_pct":57.98,"spot_entry":482.43,"spot_exit":494.35,"strike":504.4,"symbol":"SPY","target_delta":0.3,"tenor_months":3,"theta_entry":-0.073,"vega_entry":0.831}],"trade_count":43},"50D":{"metrics":{"avg_holding_days":25.4,"avg_roi_pct":3.1,"avg_trade_pnl":155.54,"losses":22,"max_drawdown_dollars":13660.37,"max_drawdown_pct":13.66,"profit_factor":1.18,"sharpe_ratio":0.22,"total_pnl_dollars":6688.03,"total_trades":43,"win_rate_pct":48.8,"wins":21},"sample_trades":[{"capital_allocated":4275.88,"contracts":3,"delta_entry":0.5,"entry_date":"2023-10-06","entry_premium":14.25,"exit_date":"2023-10-27","exit_premium":7.12,"exit_reason":"STOP_LOSS_50%","holding_days":15,"is_win":false,"iv_entry_pct":17.45,"iv_exit_pct":21.27,"option_type":"CALL","peak_roi_pct":17.23,"pnl_dollars":-2140.12,"ratio_entry":1.305,"ratio_exit":1.564,"roi_pct":-50.05,"spot_entry":429.54,"spot_exit":410.68,"strike":434.4,"symbol":"SPY","target_delta":0.5,"tenor_months":3,"theta_entry":-0.099,"vega_entry":0.848},{"capital_allocated":4563.67,"contracts":3,"delta_entry":0.5,"entry_date":"2023-10-24","entry_premium":15.21,"exit_date":"2023-11-14","exit_premium":25.31,"exit_reason":"PROFIT_TARGET_50%","holding_days":15,"is_win":true,"iv_entry_pct":18.97,"iv_exit_pct":14.16,"option_type":"CALL","peak_roi_pct":66.38,"pnl_dollars":3029.47,"ratio_entry":1.544,"ratio_exit":0.824,"roi_pct":66.38,"spot_entry":423.63,"spot_exit":448.73,"strike":428.7,"symbol":"SPY","target_delta":0.5,"tenor_months":3,"theta_entry":-0.105,"vega_entry":0.837},{"capital_allocated":4312.12,"contracts":3,"delta_entry":0.5,"entry_date":"2023-10-31","entry_premium":14.37,"exit_date":"2023-11-07","exit_premium":22.06,"exit_reason":"PROFIT_TARGET_50%","holding_days":5,"is_win":true,"iv_entry_pct":18.14,"iv_exit_pct":14.81,"option_type":"CALL","peak_roi_pct":53.5,"pnl_dollars":2306.92,"ratio_entry":1.299,"ratio_exit":0.964,"roi_pct":53.5,"spot_entry":418.2,"spot_exit":436.93,"strike":423.1,"symbol":"SPY","target_delta":0.5,"tenor_months":3,"theta_entry":-0.1,"vega_entry":0.826},{"capital_allocated":4926.87,"contracts":4,"delta_entry":0.5,"entry_date":"2023-12-20","entry_premium":12.32,"exit_date":"2024-01-24","exit_premium":19.01,"exit_reason":"PROFIT_TARGET_50%","holding_days":22,"is_win":true,"iv_entry_pct":13.67,"iv_exit_pct":13.14,"option_type":"CALL","peak_roi_pct":54.38,"pnl_dollars":2679.07,"ratio_entry":1.454,"ratio_exit":1.43,"roi_pct":54.38,"spot_entry":468.26,"spot_exit":485.39,"strike":472.9,"symbol":"SPY","target_delta":0.5,"tenor_months":3,"theta_entry":-0.089,"vega_entry":0.925},{"capital_allocated":4935.54,"contracts":4,"delta_entry":0.5,"entry_date":"2024-01-19","entry_premium":12.34,"exit_date":"2024-02-07","exit_premium":19.26,"exit_reason":"PROFIT_TARGET_50%","holding_days":13,"is_win":true,"iv_entry_pct":13.3,"iv_exit_pct":12.83,"option_type":"CALL","peak_roi_pct":56.12,"pnl_dollars":2769.63,"ratio_entry":1.199,"ratio_exit":1.153,"roi_pct":56.12,"spot_entry":482.43,"spot_exit":498.1,"strike":487.2,"symbol":"SPY","target_delta":0.5,"tenor_months":3,"theta_entry":-0.09,"vega_entry":0.953}],"trade_count":43},"70D":{"metrics":{"avg_holding_days":29.8,"avg_roi_pct":19.1,"avg_trade_pnl":731.03,"losses":14,"max_drawdown_dollars":9049.9,"max_drawdown_pct":9.05,"profit_factor":2.57,"sharpe_ratio":1.58,"total_pnl_dollars":31434.24,"total_trades":43,"win_rate_pct":67.4,"wins":29},"sample_trades":[{"capital_allocated":2530.64,"contracts":1,"delta_entry":0.7,"entry_date":"2023-10-06","entry_premium":25.31,"exit_date":"2023-11-20","exit_premium":40.64,"exit_reason":"PROFIT_TARGET_50%","holding_days":31,"is_win":true,"iv_entry_pct":17.45,"iv_exit_pct":13.41,"option_type":"CALL","peak_roi_pct":60.57,"pnl_dollars":1532.91,"ratio_entry":1.305,"ratio_exit":0.915,"roi_pct":60.57,"spot_entry":429.54,"spot_exit":454.26,"strike":415.0,"symbol":"SPY","target_delta":0.7,"tenor_months":3,"theta_entry":-0.095,"vega_entry":0.736},{"capital_allocated":2693.73,"contracts":1,"delta_entry":0.7,"entry_date":"2023-10-24","entry_premium":26.94,"exit_date":"2023-11-14","exit_premium":43.2,"exit_reason":"PROFIT_TARGET_50%","holding_days":15,"is_win":true,"iv_entry_pct":18.97,"iv_exit_pct":14.16,"option_type":"CALL","peak_roi_pct":60.36,"pnl_dollars":1625.96,"ratio_entry":1.544,"ratio_exit":0.824,"roi_pct":60.36,"spot_entry":423.63,"spot_exit":448.73,"strike":408.0,"symbol":"SPY","target_delta":0.7,"tenor_months":3,"theta_entry":-0.099,"vega_entry":0.727},{"capital_allocated":2550.27,"contracts":1,"delta_entry":0.7,"entry_date":"2023-10-31","entry_premium":25.5,"exit_date":"2023-11-10","exit_premium":40.3,"exit_reason":"PROFIT_TARGET_50%","holding_days":8,"is_win":true,"iv_entry_pct":18.14,"iv_exit_pct":14.17,"option_type":"CALL","peak_roi_pct":58.03,"pnl_dollars":1480.02,"ratio_entry":1.299,"ratio_exit":0.874,"roi_pct":58.03,"spot_entry":418.2,"spot_exit":440.61,"strike":403.5,"symbol":"SPY","target_delta":0.7,"tenor_months":3,"theta_entry":-0.095,"vega_entry":0.718},{"capital_allocated":4379.71,"contracts":2,"delta_entry":0.7,"entry_date":"2023-12-20","entry_premium":21.9,"exit_date":"2024-01-25","exit_premium":34.59,"exit_reason":"PROFIT_TARGET_50%","holding_days":23,"is_win":true,"iv_entry_pct":13.67,"iv_exit_pct":13.45,"option_type":"CALL","peak_roi_pct":57.95,"pnl_dollars":2537.84,"ratio_entry":1.454,"ratio_exit":1.454,"roi_pct":57.95,"spot_entry":468.26,"spot_exit":488.03,"strike":456.3,"symbol":"SPY","target_delta":0.7,"tenor_months":3,"theta_entry":-0.087,"vega_entry":0.803},{"capital_allocated":4397.27,"contracts":2,"delta_entry":0.7,"entry_date":"2024-01-19","entry_premium":21.99,"exit_date":"2024-02-09","exit_premium":34.53,"exit_reason":"PROFIT_TARGET_50%","holding_days":15,"is_win":true,"iv_entry_pct":13.3,"iv_exit_pct":12.93,"option_type":"CALL","peak_roi_pct":57.06,"pnl_dollars":2509.15,"ratio_entry":1.199,"ratio_exit":1.165,"roi_pct":57.06,"spot_entry":482.43,"spot_exit":501.2,"strike":470.5,"symbol":"SPY","target_delta":0.7,"tenor_months":3,"theta_entry":-0.088,"vega_entry":0.827}],"trade_count":43}},"6M":{"20D":{"metrics":{"avg_holding_days":22.2,"avg_roi_pct":30.4,"avg_trade_pnl":1425.8,"losses":15,"max_drawdown_dollars":7431.73,"max_drawdown_pct":7.43,"profit_factor":2.72,"sharpe_ratio":1.57,"total_pnl_dollars":61309.52,"total_trades":43,"win_rate_pct":65.1,"wins":28},"sample_trades":[{"capital_allocated":4486.59,"contracts":8,"delta_entry":0.2,"entry_date":"2023-10-06","entry_premium":5.61,"exit_date":"2023-12-19","exit_premium":9.29,"exit_reason":"PROFIT_TARGET_50%","holding_days":51,"is_win":true,"iv_entry_pct":17.45,"iv_exit_pct":12.53,"option_type":"CALL","peak_roi_pct":65.69,"pnl_dollars":2947.18,"ratio_entry":1.305,"ratio_exit":1.657,"roi_pct":65.69,"spot_entry":429.54,"spot_exit":474.84,"strike":487.2,"symbol":"SPY","target_delta":0.2,"tenor_months":6,"theta_entry":-0.048,"vega_entry":0.842},{"capital_allocated":4796.92,"contracts":8,"delta_entry":0.2,"entry_date":"2023-10-24","entry_premium":6.0,"exit_date":"2023-12-13","exit_premium":9.46,"exit_reason":"PROFIT_TARGET_50%","holding_days":35,"is_win":true,"iv_entry_pct":18.97,"iv_exit_pct":12.19,"option_type":"CALL","peak_roi_pct":57.69,"pnl_dollars":2767.44,"ratio_entry":1.544,"ratio_exit":1.734,"roi_pct":57.69,"spot_entry":423.63,"spot_exit":470.5,"strike":485.4,"symbol":"SPY","target_delta":0.2,"tenor_months":6,"theta_entry":-0.05,"vega_entry":0.831},{"capital_allocated":4538.27,"contracts":8,"delta_entry":0.2,"entry_date":"2023-10-31","entry_premium":5.67,"exit_date":"2023-11-14","exit_premium":8.85,"exit_reason":"PROFIT_TARGET_50%","holding_days":10,"is_win":true,"iv_entry_pct":18.14,"iv_exit_pct":14.16,"option_type":"CALL","peak_roi_pct":55.95,"pnl_dollars":2539.07,"ratio_entry":1.299,"ratio_exit":0.824,"roi_pct":55.95,"spot_entry":418.2,"spot_exit":448.73,"strike":476.5,"symbol":"SPY","target_delta":0.2,"tenor_months":6,"theta_entry":-0.048,"vega_entry":0.82},{"capital_allocated":4853.29,"contracts":10,"delta_entry":0.2,"entry_date":"2023-12-20","entry_premium":4.85,"exit_date":"2024-01-25","exit_premium":7.73,"exit_reason":"PROFIT_TARGET_50%","holding_days":23,"is_win":true,"iv_entry_pct":13.67,"iv_exit_pct":13.45,"option_type":"CALL","peak_roi_pct":59.35,"pnl_dollars":2880.52,"ratio_entry":1.454,"ratio_exit":1.454,"roi_pct":59.35,"spot_entry":468.26,"spot_exit":488.03,"strike":517.9,"symbol":"SPY","target_delta":0.2,"tenor_months":6,"theta_entry":-0.042,"vega_entry":0.918},{"capital_allocated":4867.46,"contracts":10,"delta_entry":0.2,"entry_date":"2024-01-19","entry_premium":4.87,"exit_date":"2024-02-02","exit_premium":7.44,"exit_reason":"PROFIT_TARGET_50%","holding_days":10,"is_win":true,"iv_entry_pct":13.3,"iv_exit_pct":13.85,"option_type":"CALL","peak_roi_pct":52.82,"pnl_dollars":2571.09,"ratio_entry":1.199,"ratio_exit":1.195,"roi_pct":52.82,"spot_entry":482.43,"spot_exit":494.35,"strike":532.3,"symbol":"SPY","target_delta":0.2,"tenor_months":6,"theta_entry":-0.043,"vega_entry":0.946}],"trade_count":43},"30D":{"metrics":{"avg_holding_days":27.5,"avg_roi_pct":29.3,"avg_trade_pnl":1324.19,"losses":15,"max_drawdown_dollars":6174.62,"max_drawdown_pct":6.17,"profit_factor":2.91,"sharpe_ratio":1.6,"total_pnl_dollars":56940.09,"total_trades":43,"win_rate_pct":65.1,"wins":28},"sample_trades":[{"capital_allocated":4765.32,"contracts":5,"delta_entry":0.3,"entry_date":"2023-10-06","entry_premium":9.53,"exit_date":"2023-12-13","exit_premium":15.92,"exit_reason":"PROFIT_TARGET_50%","holding_days":47,"is_win":true,"iv_entry_pct":17.45,"iv_exit_pct":12.19,"option_type":"CALL","peak_roi_pct":67.04,"pnl_dollars":3194.63,"ratio_entry":1.305,"ratio_exit":1.734,"roi_pct":67.04,"spot_entry":429.54,"spot_exit":470.5,"strike":468.5,"symbol":"SPY","target_delta":0.3,"tenor_months":6,"theta_entry":-0.061,"vega_entry":1.045},{"capital_allocated":4060.68,"contracts":4,"delta_entry":0.3,"entry_date":"2023-10-24","entry_premium":10.15,"exit_date":"2023-12-12","exit_premium":15.26,"exit_reason":"PROFIT_TARGET_50%","holding_days":34,"is_win":true,"iv_entry_pct":18.97,"iv_exit_pct":12.07,"option_type":"CALL","peak_roi_pct":50.29,"pnl_dollars":2042.18,"ratio_entry":1.544,"ratio_exit":1.444,"roi_pct":50.29,"spot_entry":423.63,"spot_exit":464.1,"strike":465.3,"symbol":"SPY","target_delta":0.3,"tenor_months":6,"theta_entry":-0.064,"vega_entry":1.031},{"capital_allocated":4805.59,"contracts":5,"delta_entry":0.3,"entry_date":"2023-10-31","entry_premium":9.61,"exit_date":"2023-11-14","exit_premium":15.77,"exit_reason":"PROFIT_TARGET_50%","holding_days":10,"is_win":true,"iv_entry_pct":18.14,"iv_exit_pct":14.16,"option_type":"CALL","peak_roi_pct":64.1,"pnl_dollars":3080.4,"ratio_entry":1.299,"ratio_exit":0.824,"roi_pct":64.1,"spot_entry":418.2,"spot_exit":448.73,"strike":457.6,"symbol":"SPY","target_delta":0.3,"tenor_months":6,"theta_entry":-0.061,"vega_entry":1.017},{"capital_allocated":4948.13,"contracts":6,"delta_entry":0.3,"entry_date":"2023-12-20","entry_premium":8.25,"exit_date":"2024-01-25","exit_premium":12.92,"exit_reason":"PROFIT_TARGET_50%","holding_days":23,"is_win":true,"iv_entry_pct":13.67,"iv_exit_pct":13.45,"option_type":"CALL","peak_roi_pct":56.66,"pnl_dollars":2803.59,"ratio_entry":1.454,"ratio_exit":1.454,"roi_pct":56.66,"spot_entry":468.26,"spot_exit":488.03,"strike":502.3,"symbol":"SPY","target_delta":0.3,"tenor_months":6,"theta_entry":-0.055,"vega_entry":1.139},{"capital_allocated":4962.6,"contracts":6,"delta_entry":0.3,"entry_date":"2024-01-19","entry_premium":8.27,"exit_date":"2024-02-09","exit_premium":13.14,"exit_reason":"PROFIT_TARGET_50%","holding_days":15,"is_win":true,"iv_entry_pct":13.3,"iv_exit_pct":12.93,"option_type":"CALL","peak_roi_pct":58.87,"pnl_dollars":2921.24,"ratio_entry":1.199,"ratio_exit":1.165,"roi_pct":58.87,"spot_entry":482.43,"spot_exit":501.2,"strike":516.7,"symbol":"SPY","target_delta":0.3,"tenor_months":6,"theta_entry":-0.055,"vega_entry":1.174}],"trade_count":43},"50D":{"metrics":{"avg_holding_days":49.7,"avg_roi_pct":23.4,"avg_trade_pnl":869.37,"losses":13,"max_drawdown_dollars":7163.76,"max_drawdown_pct":7.16,"profit_factor":2.81,"sharpe_ratio":1.71,"total_pnl_dollars":37382.79,"total_trades":43,"win_rate_pct":69.8,"wins":30},"sample_trades":[{"capital_allocated":3952.23,"contracts":2,"delta_entry":0.5,"entry_date":"2023-10-06","entry_premium":19.76,"exit_date":"2023-12-11","exit_premium":30.22,"exit_reason":"PROFIT_TARGET_50%","holding_days":45,"is_win":true,"iv_entry_pct":17.45,"iv_exit_pct":12.63,"option_type":"CALL","peak_roi_pct":52.94,"pnl_dollars":2092.14,"ratio_entry":1.305,"ratio_exit":1.5,"roi_pct":52.94,"spot_entry":429.54,"spot_exit":461.99,"strike":439.2,"symbol":"SPY","target_delta":0.5,"tenor_months":6,"theta_entry":-0.074,"vega_entry":1.196},{"capital_allocated":4211.38,"contracts":2,"delta_entry":0.5,"entry_date":"2023-10-24","entry_premium":21.06,"exit_date":"2023-11-30","exit_premium":32.02,"exit_reason":"PROFIT_TARGET_50%","holding_days":26,"is_win":true,"iv_entry_pct":18.97,"iv_exit_pct":12.92,"option_type":"CALL","peak_roi_pct":52.06,"pnl_dollars":2192.34,"ratio_entry":1.544,"ratio_exit":1.157,"roi_pct":52.06,"spot_entry":423.63,"spot_exit":456.4,"strike":433.7,"symbol":"SPY","target_delta":0.5,"tenor_months":6,"theta_entry":-0.078,"vega_entry":1.179},{"capital_allocated":3983.71,"contracts":2,"delta_entry":0.5,"entry_date":"2023-10-31","entry_premium":19.92,"exit_date":"2023-11-14","exit_premium":32.93,"exit_reason":"PROFIT_TARGET_50%","holding_days":10,"is_win":true,"iv_entry_pct":18.14,"iv_exit_pct":14.16,"option_type":"CALL","peak_roi_pct":65.33,"pnl_dollars":2602.48,"ratio_entry":1.299,"ratio_exit":0.824,"roi_pct":65.33,"spot_entry":418.2,"spot_exit":448.73,"strike":427.9,"symbol":"SPY","target_delta":0.5,"tenor_months":6,"theta_entry":-0.075,"vega_entry":1.164},{"capital_allocated":3430.49,"contracts":2,"delta_entry":0.5,"entry_date":"2023-12-20","entry_premium":17.15,"exit_date":"2024-01-29","exit_premium":27.71,"exit_reason":"PROFIT_TARGET_50%","holding_days":25,"is_win":true,"iv_entry_pct":13.67,"iv_exit_pct":13.6,"option_type":"CALL","peak_roi_pct":61.57,"pnl_dollars":2112.2,"ratio_entry":1.454,"ratio_exit":1.418,"roi_pct":61.57,"spot_entry":468.26,"spot_exit":491.27,"strike":477.5,"symbol":"SPY","target_delta":0.5,"tenor_months":6,"theta_entry":-0.068,"vega_entry":1.303},{"capital_allocated":3438.5,"contracts":2,"delta_entry":0.5,"entry_date":"2024-01-19","entry_premium":17.19,"exit_date":"2024-02-12","exit_premium":26.54,"exit_reason":"PROFIT_TARGET_50%","holding_days":16,"is_win":true,"iv_entry_pct":13.3,"iv_exit_pct":13.93,"option_type":"CALL","peak_roi_pct":54.38,"pnl_dollars":1870.01,"ratio_entry":1.199,"ratio_exit":1.251,"roi_pct":54.38,"spot_entry":482.43,"spot_exit":500.98,"strike":491.9,"symbol":"SPY","target_delta":0.5,"tenor_months":6,"theta_entry":-0.069,"vega_entry":1.343}],"trade_count":43},"70D":{"metrics":{"avg_holding_days":58.4,"avg_roi_pct":24.6,"avg_trade_pnl":1136.02,"losses":12,"max_drawdown_dollars":16512.95,"max_drawdown_pct":16.51,"profit_factor":2.94,"sharpe_ratio":2.01,"total_pnl_dollars":48848.79,"total_trades":43,"win_rate_pct":72.1,"wins":31},"sample_trades":[{"capital_allocated":3497.83,"contracts":1,"delta_entry":0.7,"entry_date":"2023-10-06","entry_premium":34.98,"exit_date":"2023-12-08","exit_premium":52.55,"exit_reason":"PROFIT_TARGET_50%","holding_days":44,"is_win":true,"iv_entry_pct":17.45,"iv_exit_pct":12.35,"option_type":"CALL","peak_roi_pct":50.22,"pnl_dollars":1756.78,"ratio_entry":1.305,"ratio_exit":1.284,"roi_pct":50.22,"spot_entry":429.54,"spot_exit":460.2,"strike":411.6,"symbol":"SPY","target_delta":0.7,"tenor_months":6,"theta_entry":-0.072,"vega_entry":1.034},{"capital_allocated":3719.45,"contracts":1,"delta_entry":0.7,"entry_date":"2023-10-24","entry_premium":37.19,"exit_date":"2023-11-22","exit_premium":56.05,"exit_reason":"PROFIT_TARGET_50%","holding_days":21,"is_win":true,"iv_entry_pct":18.97,"iv_exit_pct":12.85,"option_type":"CALL","peak_roi_pct":50.7,"pnl_dollars":1885.71,"ratio_entry":1.544,"ratio_exit":0.977,"roi_pct":50.7,"spot_entry":423.63,"spot_exit":455.02,"strike":404.2,"symbol":"SPY","target_delta":0.7,"tenor_months":6,"theta_entry":-0.075,"vega_entry":1.021},{"capital_allocated":3523.54,"contracts":1,"delta_entry":0.7,"entry_date":"2023-10-31","entry_premium":35.24,"exit_date":"2023-11-14","exit_premium":55.24,"exit_reason":"PROFIT_TARGET_50%","holding_days":10,"is_win":true,"iv_entry_pct":18.14,"iv_exit_pct":14.16,"option_type":"CALL","peak_roi_pct":56.77,"pnl_dollars":2000.43,"ratio_entry":1.299,"ratio_exit":0.824,"roi_pct":56.77,"spot_entry":418.2,"spot_exit":448.73,"strike":400.0,"symbol":"SPY","target_delta":0.7,"tenor_months":6,"theta_entry":-0.072,"vega_entry":1.008},{"capital_allocated":3040.62,"contracts":1,"delta_entry":0.7,"entry_date":"2023-12-20","entry_premium":30.41,"exit_date":"2024-02-02","exit_premium":47.71,"exit_reason":"PROFIT_TARGET_50%","holding_days":29,"is_win":true,"iv_entry_pct":13.67,"iv_exit_pct":13.85,"option_type":"CALL","peak_roi_pct":56.89,"pnl_dollars":1729.95,"ratio_entry":1.454,"ratio_exit":1.195,"roi_pct":56.89,"spot_entry":468.26,"spot_exit":494.35,"strike":453.9,"symbol":"SPY","target_delta":0.7,"tenor_months":6,"theta_entry":-0.068,"vega_entry":1.129},{"capital_allocated":3058.4,"contracts":1,"delta_entry":0.7,"entry_date":"2024-01-19","entry_premium":30.58,"exit_date":"2024-02-22","exit_premium":48.26,"exit_reason":"PROFIT_TARGET_50%","holding_days":23,"is_win":true,"iv_entry_pct":13.3,"iv_exit_pct":14.54,"option_type":"CALL","peak_roi_pct":57.8,"pnl_dollars":1767.86,"ratio_entry":1.199,"ratio_exit":1.043,"roi_pct":57.8,"spot_entry":482.43,"spot_exit":507.5,"strike":468.1,"symbol":"SPY","target_delta":0.7,"tenor_months":6,"theta_entry":-0.069,"vega_entry":1.162}],"trade_count":43}}},"signal_triggers_count":43,"strategy_mode":"CALL_REDUCING_IVHV","symbol":"SPY"},"calls_reducing_gentle":{"call_reduc_delta":-0.08,"put_threshold":null,"results_matrix":{"3M":{"20D":{"metrics":{"avg_holding_days":17.4,"avg_roi_pct":11.9,"avg_trade_pnl":587.53,"losses":31,"max_drawdown_dollars":24233.21,"max_drawdown_pct":24.23,"profit_factor":1.48,"sharpe_ratio":0.58,"total_pnl_dollars":35251.61,"total_trades":60,"win_rate_pct":48.3,"wins":29},"sample_trades":[{"capital_allocated":4830.59,"contracts":12,"delta_entry":0.2,"entry_date":"2023-10-06","entry_premium":4.03,"exit_date":"2023-10-26","exit_premium":1.74,"exit_reason":"STOP_LOSS_50%","holding_days":14,"is_win":false,"iv_entry_pct":17.45,"iv_exit_pct":20.68,"option_type":"CALL","peak_roi_pct":23.92,"pnl_dollars":-2740.74,"ratio_entry":1.305,"ratio_exit":1.524,"roi_pct":-56.74,"spot_entry":429.54,"spot_exit":412.55,"strike":467.4,"symbol":"SPY","target_delta":0.2,"tenor_months":3,"theta_entry":-0.065,"vega_entry":0.596},{"capital_allocated":4879.98,"contracts":11,"delta_entry":0.2,"entry_date":"2023-10-18","entry_premium":4.44,"exit_date":"2023-10-26","exit_premium":1.94,"exit_reason":"STOP_LOSS_50%","holding_days":6,"is_win":false,"iv_entry_pct":19.22,"iv_exit_pct":20.68,"option_type":"CALL","peak_roi_pct":8.34,"pnl_dollars":-2741.95,"ratio_entry":1.436,"ratio_exit":1.524,"roi_pct":-56.19,"spot_entry":430.21,"spot_exit":412.55,"strike":471.9,"symbol":"SPY","target_delta":0.2,"tenor_months":3,"theta_entry":-0.071,"vega_entry":0.598},{"capital_allocated":4961.38,"contracts":11,"delta_entry":0.2,"entry_date":"2023-10-25","entry_premium":4.51,"exit_date":"2023-11-14","exit_premium":7.35,"exit_reason":"PROFIT_TARGET_50%","holding_days":14,"is_win":true,"iv_entry_pct":20.19,"iv_exit_pct":14.16,"option_type":"CALL","peak_roi_pct":62.96,"pnl_dollars":3123.83,"ratio_entry":1.521,"ratio_exit":0.824,"roi_pct":62.96,"spot_entry":417.55,"spot_exit":448.73,"strike":460.1,"symbol":"SPY","target_delta":0.2,"tenor_months":3,"theta_entry":-0.072,"vega_entry":0.58},{"capital_allocated":4620.34,"contracts":12,"delta_entry":0.2,"entry_date":"2023-11-01","entry_premium":3.85,"exit_date":"2023-11-10","exit_premium":5.82,"exit_reason":"PROFIT_TARGET_50%","holding_days":7,"is_win":true,"iv_entry_pct":16.87,"iv_exit_pct":14.17,"option_type":"CALL","peak_roi_pct":51.24,"pnl_dollars":2367.6,"ratio_entry":1.183,"ratio_exit":0.874,"roi_pct":51.24,"spot_entry":422.66,"spot_exit":440.61,"strike":458.6,"symbol":"SPY","target_delta":0.2,"tenor_months":3,"theta_entry":-0.062,"vega_entry":0.587},{"capital_allocated":4825.41,"contracts":15,"delta_entry":0.2,"entry_date":"2023-12-18","entry_premium":3.22,"exit_date":"2024-01-25","exit_premium":5.27,"exit_reason":"PROFIT_TARGET_50%","holding_days":25,"is_win":true,"iv_entry_pct":12.56,"iv_exit_pct":13.45,"option_type":"CALL","peak_roi_pct":63.72,"pnl_dollars":3074.7,"ratio_entry":1.633,"ratio_exit":1.454,"roi_pct":63.72,"spot_entry":471.97,"spot_exit":488.03,"strike":502.3,"symbol":"SPY","target_delta":0.2,"tenor_months":3,"theta_entry":-0.054,"vega_entry":0.654}],"trade_count":60},"30D":{"metrics":{"avg_holding_days":20.8,"avg_roi_pct":7.1,"avg_trade_pnl":349.04,"losses":30,"max_drawdown_dollars":30592.41,"max_drawdown_pct":30.59,"profit_factor":1.3,"sharpe_ratio":0.41,"total_pnl_dollars":20942.57,"total_trades":60,"win_rate_pct":50.0,"wins":30},"sample_trades":[{"capital_allocated":4788.63,"contracts":7,"delta_entry":0.3,"entry_date":"2023-10-06","entry_premium":6.84,"exit_date":"2023-10-26","exit_premium":3.18,"exit_reason":"STOP_LOSS_50%","holding_days":14,"is_win":false,"iv_entry_pct":17.45,"iv_exit_pct":20.68,"option_type":"CALL","peak_roi_pct":20.28,"pnl_dollars":-2565.27,"ratio_entry":1.305,"ratio_exit":1.524,"roi_pct":-53.57,"spot_entry":429.54,"spot_exit":412.55,"strike":454.7,"symbol":"SPY","target_delta":0.3,"tenor_months":3,"theta_entry":-0.082,"vega_entry":0.74},{"capital_allocated":4519.34,"contracts":6,"delta_entry":0.3,"entry_date":"2023-10-18","entry_premium":7.53,"exit_date":"2023-10-26","exit_premium":3.57,"exit_reason":"STOP_LOSS_50%","holding_days":6,"is_win":false,"iv_entry_pct":19.22,"iv_exit_pct":20.68,"option_type":"CALL","peak_roi_pct":3.05,"pnl_dollars":-2379.99,"ratio_entry":1.436,"ratio_exit":1.524,"roi_pct":-52.66,"spot_entry":430.21,"spot_exit":412.55,"strike":457.8,"symbol":"SPY","target_delta":0.3,"tenor_months":3,"theta_entry":-0.09,"vega_entry":0.742},{"capital_allocated":4589.17,"contracts":6,"delta_entry":0.3,"entry_date":"2023-10-25","entry_premium":7.65,"exit_date":"2023-11-14","exit_premium":13.97,"exit_reason":"PROFIT_TARGET_50%","holding_days":14,"is_win":true,"iv_entry_pct":20.19,"iv_exit_pct":14.16,"option_type":"CALL","peak_roi_pct":82.62,"pnl_dollars":3791.79,"ratio_entry":1.521,"ratio_exit":0.824,"roi_pct":82.62,"spot_entry":417.55,"spot_exit":448.73,"strike":445.7,"symbol":"SPY","target_delta":0.3,"tenor_months":3,"theta_entry":-0.091,"vega_entry":0.72},{"capital_allocated":4568.58,"contracts":7,"delta_entry":0.3,"entry_date":"2023-11-01","entry_premium":6.53,"exit_date":"2023-11-10","exit_premium":10.19,"exit_reason":"PROFIT_TARGET_50%","holding_days":7,"is_win":true,"iv_entry_pct":16.87,"iv_exit_pct":14.17,"option_type":"CALL","peak_roi_pct":56.07,"pnl_dollars":2561.67,"ratio_entry":1.183,"ratio_exit":0.874,"roi_pct":56.07,"spot_entry":422.66,"spot_exit":440.61,"strike":446.6,"symbol":"SPY","target_delta":0.3,"tenor_months":3,"theta_entry":-0.079,"vega_entry":0.728},{"capital_allocated":4936.15,"contracts":9,"delta_entry":0.3,"entry_date":"2023-12-18","entry_premium":5.48,"exit_date":"2024-01-25","exit_premium":8.99,"exit_reason":"PROFIT_TARGET_50%","holding_days":25,"is_win":true,"iv_entry_pct":12.56,"iv_exit_pct":13.45,"option_type":"CALL","peak_roi_pct":64.0,"pnl_dollars":3159.06,"ratio_entry":1.633,"ratio_exit":1.454,"roi_pct":64.0,"spot_entry":471.97,"spot_exit":488.03,"strike":492.4,"symbol":"SPY","target_delta":0.3,"tenor_months":3,"theta_entry":-0.068,"vega_entry":0.813}],"trade_count":60},"50D":{"metrics":{"avg_holding_days":26.6,"avg_roi_pct":5.9,"avg_trade_pnl":284.2,"losses":29,"max_drawdown_dollars":17768.76,"max_drawdown_pct":17.77,"profit_factor":1.35,"sharpe_ratio":0.41,"total_pnl_dollars":17051.95,"total_trades":60,"win_rate_pct":51.7,"wins":31},"sample_trades":[{"capital_allocated":4275.88,"contracts":3,"delta_entry":0.5,"entry_date":"2023-10-06","entry_premium":14.25,"exit_date":"2023-10-27","exit_premium":7.12,"exit_reason":"STOP_LOSS_50%","holding_days":15,"is_win":false,"iv_entry_pct":17.45,"iv_exit_pct":21.27,"option_type":"CALL","peak_roi_pct":17.23,"pnl_dollars":-2140.12,"ratio_entry":1.305,"ratio_exit":1.564,"roi_pct":-50.05,"spot_entry":429.54,"spot_exit":410.68,"strike":434.4,"symbol":"SPY","target_delta":0.5,"tenor_months":3,"theta_entry":-0.099,"vega_entry":0.848},{"capital_allocated":4693.17,"contracts":3,"delta_entry":0.5,"entry_date":"2023-10-18","entry_premium":15.64,"exit_date":"2023-11-30","exit_premium":23.91,"exit_reason":"PROFIT_TARGET_50%","holding_days":30,"is_win":true,"iv_entry_pct":19.22,"iv_exit_pct":12.92,"option_type":"CALL","peak_roi_pct":52.84,"pnl_dollars":2479.78,"ratio_entry":1.436,"ratio_exit":1.157,"roi_pct":52.84,"spot_entry":430.21,"spot_exit":456.4,"strike":435.4,"symbol":"SPY","target_delta":0.5,"tenor_months":3,"theta_entry":-0.108,"vega_entry":0.85},{"capital_allocated":4767.89,"contracts":3,"delta_entry":0.5,"entry_date":"2023-10-25","entry_premium":15.89,"exit_date":"2023-11-14","exit_premium":30.14,"exit_reason":"PROFIT_TARGET_50%","holding_days":14,"is_win":true,"iv_entry_pct":20.19,"iv_exit_pct":14.16,"option_type":"CALL","peak_roi_pct":89.64,"pnl_dollars":4273.77,"ratio_entry":1.521,"ratio_exit":0.824,"roi_pct":89.64,"spot_entry":417.55,"spot_exit":448.73,"strike":422.8,"symbol":"SPY","target_delta":0.5,"tenor_months":3,"theta_entry":-0.109,"vega_entry":0.825},{"capital_allocated":4066.62,"contracts":3,"delta_entry":0.5,"entry_date":"2023-11-01","entry_premium":13.56,"exit_date":"2023-11-10","exit_premium":21.05,"exit_reason":"PROFIT_TARGET_50%","holding_days":7,"is_win":true,"iv_entry_pct":16.87,"iv_exit_pct":14.17,"option_type":"CALL","peak_roi_pct":55.26,"pnl_dollars":2247.16,"ratio_entry":1.183,"ratio_exit":0.874,"roi_pct":55.26,"spot_entry":422.66,"spot_exit":440.61,"strike":427.4,"symbol":"SPY","target_delta":0.5,"tenor_months":3,"theta_entry":-0.095,"vega_entry":0.835},{"capital_allocated":4575.88,"contracts":4,"delta_entry":0.5,"entry_date":"2023-12-18","entry_premium":11.44,"exit_date":"2024-01-25","exit_premium":18.09,"exit_reason":"PROFIT_TARGET_50%","holding_days":25,"is_win":true,"iv_entry_pct":12.56,"iv_exit_pct":13.45,"option_type":"CALL","peak_roi_pct":58.09,"pnl_dollars":2658.17,"ratio_entry":1.633,"ratio_exit":1.454,"roi_pct":58.09,"spot_entry":471.97,"spot_exit":488.03,"strike":476.5,"symbol":"SPY","target_delta":0.5,"tenor_months":3,"theta_entry":-0.084,"vega_entry":0.932}],"trade_count":60},"70D":{"metrics":{"avg_holding_days":29.9,"avg_roi_pct":21.2,"avg_trade_pnl":878.3,"losses":20,"max_drawdown_dollars":11916.66,"max_drawdown_pct":11.92,"profit_factor":3.02,"sharpe_ratio":1.72,"total_pnl_dollars":52697.72,"total_trades":60,"win_rate_pct":66.7,"wins":40},"sample_trades":[{"capital_allocated":2530.64,"contracts":1,"delta_entry":0.7,"entry_date":"2023-10-06","entry_premium":25.31,"exit_date":"2023-11-20","exit_premium":40.64,"exit_reason":"PROFIT_TARGET_50%","holding_days":31,"is_win":true,"iv_entry_pct":17.45,"iv_exit_pct":13.41,"option_type":"CALL","peak_roi_pct":60.57,"pnl_dollars":1532.91,"ratio_entry":1.305,"ratio_exit":0.915,"roi_pct":60.57,"spot_entry":429.54,"spot_exit":454.26,"strike":415.0,"symbol":"SPY","target_delta":0.7,"tenor_months":3,"theta_entry":-0.095,"vega_entry":0.736},{"capital_allocated":2770.05,"contracts":1,"delta_entry":0.7,"entry_date":"2023-10-18","entry_premium":27.7,"exit_date":"2023-11-20","exit_premium":42.01,"exit_reason":"PROFIT_TARGET_50%","holding_days":23,"is_win":true,"iv_entry_pct":19.22,"iv_exit_pct":13.41,"option_type":"CALL","peak_roi_pct":51.65,"pnl_dollars":1430.81,"ratio_entry":1.436,"ratio_exit":0.915,"roi_pct":51.65,"spot_entry":430.21,"spot_exit":454.26,"strike":414.1,"symbol":"SPY","target_delta":0.7,"tenor_months":3,"theta_entry":-0.102,"vega_entry":0.738},{"capital_allocated":2812.98,"contracts":1,"delta_entry":0.7,"entry_date":"2023-10-25","entry_premium":28.13,"exit_date":"2023-11-14","exit_premium":49.74,"exit_reason":"PROFIT_TARGET_50%","holding_days":14,"is_win":true,"iv_entry_pct":20.19,"iv_exit_pct":14.16,"option_type":"CALL","peak_roi_pct":76.82,"pnl_dollars":2160.99,"ratio_entry":1.521,"ratio_exit":0.824,"roi_pct":76.82,"spot_entry":417.55,"spot_exit":448.73,"strike":401.1,"symbol":"SPY","target_delta":0.7,"tenor_months":3,"theta_entry":-0.103,"vega_entry":0.717},{"capital_allocated":4821.84,"contracts":2,"delta_entry":0.7,"entry_date":"2023-11-01","entry_premium":24.11,"exit_date":"2023-11-14","exit_premium":42.78,"exit_reason":"PROFIT_TARGET_50%","holding_days":9,"is_win":true,"iv_entry_pct":16.87,"iv_exit_pct":14.16,"option_type":"CALL","peak_roi_pct":77.46,"pnl_dollars":3735.03,"ratio_entry":1.183,"ratio_exit":0.824,"roi_pct":77.46,"spot_entry":422.66,"spot_exit":448.73,"strike":408.9,"symbol":"SPY","target_delta":0.7,"tenor_months":3,"theta_entry":-0.091,"vega_entry":0.725},{"capital_allocated":4072.14,"contracts":2,"delta_entry":0.7,"entry_date":"2023-12-18","entry_premium":20.36,"exit_date":"2024-01-29","exit_premium":32.86,"exit_reason":"PROFIT_TARGET_50%","holding_days":27,"is_win":true,"iv_entry_pct":12.56,"iv_exit_pct":13.6,"option_type":"CALL","peak_roi_pct":61.37,"pnl_dollars":2498.9,"ratio_entry":1.633,"ratio_exit":1.418,"roi_pct":61.37,"spot_entry":471.97,"spot_exit":491.27,"strike":461.1,"symbol":"SPY","target_delta":0.7,"tenor_months":3,"theta_entry":-0.083,"vega_entry":0.809}],"trade_count":60}},"6M":{"20D":{"metrics":{"avg_holding_days":23.2,"avg_roi_pct":29.8,"avg_trade_pnl":1387.39,"losses":21,"max_drawdown_dollars":12103.15,"max_drawdown_pct":12.1,"profit_factor":2.62,"sharpe_ratio":1.49,"total_pnl_dollars":83243.67,"total_trades":60,"win_rate_pct":65.0,"wins":39},"sample_trades":[{"capital_allocated":4486.59,"contracts":8,"delta_entry":0.2,"entry_date":"2023-10-06","entry_premium":5.61,"exit_date":"2023-12-19","exit_premium":9.29,"exit_reason":"PROFIT_TARGET_50%","holding_days":51,"is_win":true,"iv_entry_pct":17.45,"iv_exit_pct":12.53,"option_type":"CALL","peak_roi_pct":65.69,"pnl_dollars":2947.18,"ratio_entry":1.305,"ratio_exit":1.657,"roi_pct":65.69,"spot_entry":429.54,"spot_exit":474.84,"strike":487.2,"symbol":"SPY","target_delta":0.2,"tenor_months":6,"theta_entry":-0.048,"vega_entry":0.842},{"capital_allocated":4929.12,"contracts":8,"delta_entry":0.2,"entry_date":"2023-10-18","entry_premium":6.16,"exit_date":"2023-10-31","exit_premium":2.84,"exit_reason":"STOP_LOSS_50%","holding_days":9,"is_win":false,"iv_entry_pct":19.22,"iv_exit_pct":18.14,"option_type":"CALL","peak_roi_pct":14.51,"pnl_dollars":-2657.29,"ratio_entry":1.436,"ratio_exit":1.299,"roi_pct":-53.91,"spot_entry":430.21,"spot_exit":418.2,"strike":493.8,"symbol":"SPY","target_delta":0.2,"tenor_months":6,"theta_entry":-0.052,"vega_entry":0.844},{"capital_allocated":4379.66,"contracts":7,"delta_entry":0.2,"entry_date":"2023-10-25","entry_premium":6.26,"exit_date":"2023-12-13","exit_premium":10.64,"exit_reason":"PROFIT_TARGET_50%","holding_days":34,"is_win":true,"iv_entry_pct":20.19,"iv_exit_pct":12.19,"option_type":"CALL","peak_roi_pct":70.03,"pnl_dollars":3067.14,"ratio_entry":1.521,"ratio_exit":1.734,"roi_pct":70.03,"spot_entry":417.55,"spot_exit":470.5,"strike":482.5,"symbol":"SPY","target_delta":0.2,"tenor_months":6,"theta_entry":-0.052,"vega_entry":0.818},{"capital_allocated":4814.75,"contracts":9,"delta_entry":0.2,"entry_date":"2023-11-01","entry_premium":5.35,"exit_date":"2023-11-14","exit_premium":8.62,"exit_reason":"PROFIT_TARGET_50%","holding_days":9,"is_win":true,"iv_entry_pct":16.87,"iv_exit_pct":14.16,"option_type":"CALL","peak_roi_pct":61.07,"pnl_dollars":2940.2,"ratio_entry":1.183,"ratio_exit":0.824,"roi_pct":61.07,"spot_entry":422.66,"spot_exit":448.73,"strike":477.5,"symbol":"SPY","target_delta":0.2,"tenor_months":6,"theta_entry":-0.046,"vega_entry":0.829},{"capital_allocated":4968.61,"contracts":11,"delta_entry":0.2,"entry_date":"2023-12-18","entry_premium":4.52,"exit_date":"2024-01-25","exit_premium":7.47,"exit_reason":"PROFIT_TARGET_50%","holding_days":25,"is_win":true,"iv_entry_pct":12.56,"iv_exit_pct":13.45,"option_type":"CALL","peak_roi_pct":65.38,"pnl_dollars":3248.64,"ratio_entry":1.633,"ratio_exit":1.454,"roi_pct":65.38,"spot_entry":471.97,"spot_exit":488.03,"strike":518.2,"symbol":"SPY","target_delta":0.2,"tenor_months":6,"theta_entry":-0.04,"vega_entry":0.926}],"trade_count":60},"30D":{"metrics":{"avg_holding_days":30.1,"avg_roi_pct":29.4,"avg_trade_pnl":1320.14,"losses":21,"max_drawdown_dollars":11114.32,"max_drawdown_pct":11.11,"profit_factor":2.78,"sharpe_ratio":1.61,"total_pnl_dollars":79208.42,"total_trades":60,"win_rate_pct":65.0,"wins":39},"sample_trades":[{"capital_allocated":4765.32,"contracts":5,"delta_entry":0.3,"entry_date":"2023-10-06","entry_premium":9.53,"exit_date":"2023-12-13","exit_premium":15.92,"exit_reason":"PROFIT_TARGET_50%","holding_days":47,"is_win":true,"iv_entry_pct":17.45,"iv_exit_pct":12.19,"option_type":"CALL","peak_roi_pct":67.04,"pnl_dollars":3194.63,"ratio_entry":1.305,"ratio_exit":1.734,"roi_pct":67.04,"spot_entry":429.54,"spot_exit":470.5,"strike":468.5,"symbol":"SPY","target_delta":0.3,"tenor_months":6,"theta_entry":-0.061,"vega_entry":1.045},{"capital_allocated":4181.49,"contracts":4,"delta_entry":0.3,"entry_date":"2023-10-18","entry_premium":10.45,"exit_date":"2023-12-19","exit_premium":16.78,"exit_reason":"PROFIT_TARGET_50%","holding_days":43,"is_win":true,"iv_entry_pct":19.22,"iv_exit_pct":12.53,"option_type":"CALL","peak_roi_pct":60.49,"pnl_dollars":2529.36,"ratio_entry":1.436,"ratio_exit":1.657,"roi_pct":60.49,"spot_entry":430.21,"spot_exit":474.84,"strike":473.0,"symbol":"SPY","target_delta":0.3,"tenor_months":6,"theta_entry":-0.066,"vega_entry":1.047},{"capital_allocated":4242.59,"contracts":4,"delta_entry":0.3,"entry_date":"2023-10-25","entry_premium":10.61,"exit_date":"2023-12-01","exit_premium":16.07,"exit_reason":"PROFIT_TARGET_50%","holding_days":26,"is_win":true,"iv_entry_pct":20.19,"iv_exit_pct":12.63,"option_type":"CALL","peak_roi_pct":51.5,"pnl_dollars":2184.97,"ratio_entry":1.521,"ratio_exit":1.305,"roi_pct":51.5,"spot_entry":417.55,"spot_exit":459.1,"strike":461.2,"symbol":"SPY","target_delta":0.3,"tenor_months":6,"theta_entry":-0.067,"vega_entry":1.016},{"capital_allocated":4542.14,"contracts":5,"delta_entry":0.3,"entry_date":"2023-11-01","entry_premium":9.08,"exit_date":"2023-11-14","exit_premium":14.88,"exit_reason":"PROFIT_TARGET_50%","holding_days":9,"is_win":true,"iv_entry_pct":16.87,"iv_exit_pct":14.16,"option_type":"CALL","peak_roi_pct":63.79,"pnl_dollars":2897.23,"ratio_entry":1.183,"ratio_exit":0.824,"roi_pct":63.79,"spot_entry":422.66,"spot_exit":448.73,"strike":459.8,"symbol":"SPY","target_delta":0.3,"tenor_months":6,"theta_entry":-0.058,"vega_entry":1.029},{"capital_allocated":4596.57,"contracts":6,"delta_entry":0.3,"entry_date":"2023-12-18","entry_premium":7.66,"exit_date":"2024-01-25","exit_premium":12.08,"exit_reason":"PROFIT_TARGET_50%","holding_days":25,"is_win":true,"iv_entry_pct":12.56,"iv_exit_pct":13.45,"option_type":"CALL","peak_roi_pct":57.68,"pnl_dollars":2651.17,"ratio_entry":1.633,"ratio_exit":1.454,"roi_pct":57.68,"spot_entry":471.97,"spot_exit":488.03,"strike":503.9,"symbol":"SPY","target_delta":0.3,"tenor_months":6,"theta_entry":-0.052,"vega_entry":1.148}],"trade_count":60},"50D":{"metrics":{"avg_holding_days":49.8,"avg_roi_pct":24.5,"avg_trade_pnl":926.83,"losses":17,"max_drawdown_dollars":10795.55,"max_drawdown_pct":10.8,"profit_factor":2.97,"sharpe_ratio":1.81,"total_pnl_dollars":55609.59,"total_trades":60,"win_rate_pct":71.7,"wins":43},"sample_trades":[{"capital_allocated":3952.23,"contracts":2,"delta_entry":0.5,"entry_date":"2023-10-06","entry_premium":19.76,"exit_date":"2023-12-11","exit_premium":30.22,"exit_reason":"PROFIT_TARGET_50%","holding_days":45,"is_win":true,"iv_entry_pct":17.45,"iv_exit_pct":12.63,"option_type":"CALL","peak_roi_pct":52.94,"pnl_dollars":2092.14,"ratio_entry":1.305,"ratio_exit":1.5,"roi_pct":52.94,"spot_entry":429.54,"spot_exit":461.99,"strike":439.2,"symbol":"SPY","target_delta":0.5,"tenor_months":6,"theta_entry":-0.074,"vega_entry":1.196},{"capital_allocated":4322.73,"contracts":2,"delta_entry":0.5,"entry_date":"2023-10-18","entry_premium":21.61,"exit_date":"2023-12-13","exit_premium":36.44,"exit_reason":"PROFIT_TARGET_50%","holding_days":39,"is_win":true,"iv_entry_pct":19.22,"iv_exit_pct":12.19,"option_type":"CALL","peak_roi_pct":68.6,"pnl_dollars":2965.57,"ratio_entry":1.436,"ratio_exit":1.734,"roi_pct":68.6,"spot_entry":430.21,"spot_exit":470.5,"strike":440.6,"symbol":"SPY","target_delta":0.5,"tenor_months":6,"theta_entry":-0.08,"vega_entry":1.198},{"capital_allocated":4390.88,"contracts":2,"delta_entry":0.5,"entry_date":"2023-10-25","entry_premium":21.95,"exit_date":"2023-11-15","exit_premium":33.13,"exit_reason":"PROFIT_TARGET_50%","holding_days":15,"is_win":true,"iv_entry_pct":20.19,"iv_exit_pct":14.18,"option_type":"CALL","peak_roi_pct":50.92,"pnl_dollars":2235.74,"ratio_entry":1.521,"ratio_exit":0.872,"roi_pct":50.92,"spot_entry":417.55,"spot_exit":449.68,"strike":428.0,"symbol":"SPY","target_delta":0.5,"tenor_months":6,"theta_entry":-0.081,"vega_entry":1.162},{"capital_allocated":3765.96,"contracts":2,"delta_entry":0.5,"entry_date":"2023-11-01","entry_premium":18.83,"exit_date":"2023-11-14","exit_premium":30.18,"exit_reason":"PROFIT_TARGET_50%","holding_days":9,"is_win":true,"iv_entry_pct":16.87,"iv_exit_pct":14.16,"option_type":"CALL","peak_roi_pct":60.26,"pnl_dollars":2269.2,"ratio_entry":1.183,"ratio_exit":0.824,"roi_pct":60.26,"spot_entry":422.66,"spot_exit":448.73,"strike":432.0,"symbol":"SPY","target_delta":0.5,"tenor_months":6,"theta_entry":-0.071,"vega_entry":1.177},{"capital_allocated":4783.81,"contracts":3,"delta_entry":0.5,"entry_date":"2023-12-18","entry_premium":15.95,"exit_date":"2024-01-29","exit_premium":25.26,"exit_reason":"PROFIT_TARGET_50%","holding_days":27,"is_win":true,"iv_entry_pct":12.56,"iv_exit_pct":13.6,"option_type":"CALL","peak_roi_pct":58.38,"pnl_dollars":2792.99,"ratio_entry":1.633,"ratio_exit":1.418,"roi_pct":58.38,"spot_entry":471.97,"spot_exit":491.27,"strike":481.0,"symbol":"SPY","target_delta":0.5,"tenor_months":6,"theta_entry":-0.065,"vega_entry":1.314}],"trade_count":60},"70D":{"metrics":{"avg_holding_days":58.1,"avg_roi_pct":25.2,"avg_trade_pnl":1183.26,"losses":16,"max_drawdown_dollars":20970.64,"max_drawdown_pct":20.97,"profit_factor":2.99,"sharpe_ratio":2.04,"total_pnl_dollars":70995.58,"total_trades":60,"win_rate_pct":73.3,"wins":44},"sample_trades":[{"capital_allocated":3497.83,"contracts":1,"delta_entry":0.7,"entry_date":"2023-10-06","entry_premium":34.98,"exit_date":"2023-12-08","exit_premium":52.55,"exit_reason":"PROFIT_TARGET_50%","holding_days":44,"is_win":true,"iv_entry_pct":17.45,"iv_exit_pct":12.35,"option_type":"CALL","peak_roi_pct":50.22,"pnl_dollars":1756.78,"ratio_entry":1.305,"ratio_exit":1.284,"roi_pct":50.22,"spot_entry":429.54,"spot_exit":460.2,"strike":411.6,"symbol":"SPY","target_delta":0.7,"tenor_months":6,"theta_entry":-0.072,"vega_entry":1.034},{"capital_allocated":3821.44,"contracts":1,"delta_entry":0.7,"entry_date":"2023-10-18","entry_premium":38.21,"exit_date":"2023-12-12","exit_premium":57.86,"exit_reason":"PROFIT_TARGET_50%","holding_days":38,"is_win":true,"iv_entry_pct":19.22,"iv_exit_pct":12.07,"option_type":"CALL","peak_roi_pct":51.41,"pnl_dollars":1964.72,"ratio_entry":1.436,"ratio_exit":1.444,"roi_pct":51.41,"spot_entry":430.21,"spot_exit":464.1,"strike":410.2,"symbol":"SPY","target_delta":0.7,"tenor_months":6,"theta_entry":-0.077,"vega_entry":1.037},{"capital_allocated":3880.59,"contracts":1,"delta_entry":0.7,"entry_date":"2023-10-25","entry_premium":38.81,"exit_date":"2023-11-15","exit_premium":58.45,"exit_reason":"PROFIT_TARGET_50%","holding_days":15,"is_win":true,"iv_entry_pct":20.19,"iv_exit_pct":14.18,"option_type":"CALL","peak_roi_pct":50.63,"pnl_dollars":1964.67,"ratio_entry":1.521,"ratio_exit":0.872,"roi_pct":50.63,"spot_entry":417.55,"spot_exit":449.68,"strike":397.0,"symbol":"SPY","target_delta":0.7,"tenor_months":6,"theta_entry":-0.077,"vega_entry":1.006},{"capital_allocated":3336.89,"contracts":1,"delta_entry":0.7,"entry_date":"2023-11-01","entry_premium":33.37,"exit_date":"2023-11-14","exit_premium":50.36,"exit_reason":"PROFIT_TARGET_50%","holding_days":9,"is_win":true,"iv_entry_pct":16.87,"iv_exit_pct":14.16,"option_type":"CALL","peak_roi_pct":50.93,"pnl_dollars":1699.49,"ratio_entry":1.183,"ratio_exit":0.824,"roi_pct":50.93,"spot_entry":422.66,"spot_exit":448.73,"strike":405.7,"symbol":"SPY","target_delta":0.7,"tenor_months":6,"theta_entry":-0.07,"vega_entry":1.018},{"capital_allocated":2830.76,"contracts":1,"delta_entry":0.7,"entry_date":"2023-12-18","entry_premium":28.31,"exit_date":"2024-02-02","exit_premium":43.28,"exit_reason":"PROFIT_TARGET_50%","holding_days":31,"is_win":true,"iv_entry_pct":12.56,"iv_exit_pct":13.85,"option_type":"CALL","peak_roi_pct":52.88,"pnl_dollars":1496.76,"ratio_entry":1.633,"ratio_exit":1.195,"roi_pct":52.88,"spot_entry":471.97,"spot_exit":494.35,"strike":459.1,"symbol":"SPY","target_delta":0.7,"tenor_months":6,"theta_entry":-0.065,"vega_entry":1.138}],"trade_count":60}}},"signal_triggers_count":60,"strategy_mode":"CALL_REDUCING_IVHV","symbol":"SPY"},"puts_ratio_1_6":{"call_reduc_delta":null,"put_threshold":1.6,"results_matrix":{"3M":{"20D":{"metrics":{"avg_holding_days":6.1,"avg_roi_pct":22.6,"avg_trade_pnl":1079.5,"losses":31,"max_drawdown_dollars":19761.56,"max_drawdown_pct":19.76,"profit_factor":1.72,"sharpe_ratio":0.74,"total_pnl_dollars":61531.68,"total_trades":57,"win_rate_pct":45.6,"wins":26},"sample_trades":[{"capital_allocated":4901.66,"contracts":10,"delta_entry":-0.2,"entry_date":"2023-10-03","entry_premium":4.9,"exit_date":"2023-10-06","exit_premium":2.2,"exit_reason":"STOP_LOSS_50%","holding_days":3,"is_win":false,"iv_entry_pct":19.78,"iv_exit_pct":17.45,"option_type":"PUT","peak_roi_pct":0.0,"pnl_dollars":-2701.85,"ratio_entry":1.653,"ratio_exit":1.305,"roi_pct":-55.12,"spot_entry":421.59,"spot_exit":429.54,"strike":393.2,"symbol":"SPY","target_delta":0.2,"tenor_months":3,"theta_entry":-0.056,"vega_entry":0.585},{"capital_allocated":4854.48,"contracts":9,"delta_entry":-0.2,"entry_date":"2023-10-19","entry_premium":5.39,"exit_date":"2023-10-27","exit_premium":8.57,"exit_reason":"PROFIT_TARGET_50%","holding_days":6,"is_win":true,"iv_entry_pct":21.4,"iv_exit_pct":21.27,"option_type":"PUT","peak_roi_pct":58.81,"pnl_dollars":2855.12,"ratio_entry":1.723,"ratio_exit":1.564,"roi_pct":58.81,"spot_entry":426.43,"spot_exit":410.68,"strike":395.4,"symbol":"SPY","target_delta":0.2,"tenor_months":3,"theta_entry":-0.062,"vega_entry":0.593},{"capital_allocated":4975.89,"contracts":15,"delta_entry":-0.2,"entry_date":"2023-12-13","entry_premium":3.32,"exit_date":"2024-01-10","exit_premium":1.61,"exit_reason":"STOP_LOSS_50%","holding_days":18,"is_win":false,"iv_entry_pct":12.19,"iv_exit_pct":12.69,"option_type":"PUT","peak_roi_pct":34.11,"pnl_dollars":-2564.84,"ratio_entry":1.734,"ratio_exit":1.14,"roi_pct":-51.55,"spot_entry":470.5,"spot_exit":476.56,"strike":451.6,"symbol":"SPY","target_delta":0.2,"tenor_months":3,"theta_entry":-0.036,"vega_entry":0.654},{"capital_allocated":4879.2,"contracts":9,"delta_entry":-0.2,"entry_date":"2024-04-19","entry_premium":5.42,"exit_date":"2024-04-23","exit_premium":1.94,"exit_reason":"STOP_LOSS_50%","holding_days":2,"is_win":false,"iv_entry_pct":18.71,"iv_exit_pct":15.69,"option_type":"PUT","peak_roi_pct":0.0,"pnl_dollars":-3129.19,"ratio_entry":1.625,"ratio_exit":1.266,"roi_pct":-64.13,"spot_entry":495.16,"spot_exit":505.65,"strike":463.6,"symbol":"SPY","target_delta":0.2,"tenor_months":3,"theta_entry":-0.062,"vega_entry":0.687},{"capital_allocated":4817.85,"contracts":12,"delta_entry":-0.2,"entry_date":"2024-06-04","entry_premium":4.01,"exit_date":"2024-06-12","exit_premium":1.23,"exit_reason":"STOP_LOSS_50%","holding_days":6,"is_win":false,"iv_entry_pct":13.16,"iv_exit_pct":12.04,"option_type":"PUT","peak_roi_pct":0.0,"pnl_dollars":-3337.79,"ratio_entry":1.649,"ratio_exit":1.333,"roi_pct":-69.28,"spot_entry":528.39,"spot_exit":541.36,"strike":505.2,"symbol":"SPY","target_delta":0.2,"tenor_months":3,"theta_entry":-0.044,"vega_entry":0.733}],"trade_count":57},"30D":{"metrics":{"avg_holding_days":7.1,"avg_roi_pct":7.8,"avg_trade_pnl":381.79,"losses":32,"max_drawdown_dollars":19424.36,"max_drawdown_pct":19.42,"profit_factor":1.28,"sharpe_ratio":0.33,"total_pnl_dollars":21762.04,"total_trades":57,"win_rate_pct":43.9,"wins":25},"sample_trades":[{"capital_allocated":4208.15,"contracts":5,"delta_entry":-0.3,"entry_date":"2023-10-03","entry_premium":8.42,"exit_date":"2023-10-09","exit_premium":4.0,"exit_reason":"STOP_LOSS_50%","holding_days":4,"is_win":false,"iv_entry_pct":19.78,"iv_exit_pct":17.7,"option_type":"PUT","peak_roi_pct":0.0,"pnl_dollars":-2206.29,"ratio_entry":1.653,"ratio_exit":1.325,"roi_pct":-52.43,"spot_entry":421.59,"spot_exit":432.29,"strike":405.7,"symbol":"SPY","target_delta":0.3,"tenor_months":3,"theta_entry":-0.068,"vega_entry":0.727},{"capital_allocated":4612.06,"contracts":5,"delta_entry":-0.3,"entry_date":"2023-10-19","entry_premium":9.22,"exit_date":"2023-10-27","exit_premium":13.99,"exit_reason":"PROFIT_TARGET_50%","holding_days":6,"is_win":true,"iv_entry_pct":21.4,"iv_exit_pct":21.27,"option_type":"PUT","peak_roi_pct":51.62,"pnl_dollars":2380.85,"ratio_entry":1.723,"ratio_exit":1.564,"roi_pct":51.62,"spot_entry":426.43,"spot_exit":410.68,"strike":408.9,"symbol":"SPY","target_delta":0.3,"tenor_months":3,"theta_entry":-0.075,"vega_entry":0.735},{"capital_allocated":4521.85,"contracts":8,"delta_entry":-0.3,"entry_date":"2023-12-13","entry_premium":5.65,"exit_date":"2024-01-19","exit_premium":2.03,"exit_reason":"STOP_LOSS_50%","holding_days":24,"is_win":false,"iv_entry_pct":12.19,"iv_exit_pct":13.3,"option_type":"PUT","peak_roi_pct":25.98,"pnl_dollars":-2895.98,"ratio_entry":1.734,"ratio_exit":1.199,"roi_pct":-64.04,"spot_entry":470.5,"spot_exit":482.43,"strike":460.3,"symbol":"SPY","target_delta":0.3,"tenor_months":3,"theta_entry":-0.042,"vega_entry":0.81},{"capital_allocated":4649.15,"contracts":5,"delta_entry":-0.3,"entry_date":"2024-04-19","entry_premium":9.3,"exit_date":"2024-04-23","exit_premium":4.14,"exit_reason":"STOP_LOSS_50%","holding_days":2,"is_win":false,"iv_entry_pct":18.71,"iv_exit_pct":15.69,"option_type":"PUT","peak_roi_pct":0.0,"pnl_dollars":-2580.3,"ratio_entry":1.625,"ratio_exit":1.266,"roi_pct":-55.5,"spot_entry":495.16,"spot_exit":505.65,"strike":477.5,"symbol":"SPY","target_delta":0.3,"tenor_months":3,"theta_entry":-0.075,"vega_entry":0.853},{"capital_allocated":4811.42,"contracts":7,"delta_entry":-0.3,"entry_date":"2024-06-04","entry_premium":6.87,"exit_date":"2024-06-12","exit_premium":2.6,"exit_reason":"STOP_LOSS_50%","holding_days":6,"is_win":false,"iv_entry_pct":13.16,"iv_exit_pct":12.04,"option_type":"PUT","peak_roi_pct":0.0,"pnl_dollars":-2992.96,"ratio_entry":1.649,"ratio_exit":1.333,"roi_pct":-62.21,"spot_entry":528.39,"spot_exit":541.36,"strike":515.8,"symbol":"SPY","target_delta":0.3,"tenor_months":3,"theta_entry":-0.052,"vega_entry":0.91}],"trade_count":57},"50D":{"metrics":{"avg_holding_days":12.2,"avg_roi_pct":-13.0,"avg_trade_pnl":-480.74,"losses":38,"max_drawdown_dollars":31079.24,"max_drawdown_pct":31.08,"profit_factor":0.65,"sharpe_ratio":-0.73,"total_pnl_dollars":-27402.39,"total_trades":57,"win_rate_pct":33.3,"wins":19},"sample_trades":[{"capital_allocated":3565.51,"contracts":2,"delta_entry":-0.5,"entry_date":"2023-10-03","entry_premium":17.83,"exit_date":"2023-10-11","exit_premium":7.79,"exit_reason":"STOP_LOSS_50%","holding_days":6,"is_win":false,"iv_entry_pct":19.78,"iv_exit_pct":16.09,"option_type":"PUT","peak_roi_pct":0.0,"pnl_dollars":-2008.35,"ratio_entry":1.653,"ratio_exit":1.181,"roi_pct":-56.33,"spot_entry":421.59,"spot_exit":436.32,"strike":427.2,"symbol":"SPY","target_delta":0.5,"tenor_months":3,"theta_entry":-0.071,"vega_entry":0.832},{"capital_allocated":3914.03,"contracts":2,"delta_entry":-0.5,"entry_date":"2023-10-19","entry_premium":19.57,"exit_date":"2023-11-03","exit_premium":9.15,"exit_reason":"STOP_LOSS_50%","holding_days":11,"is_win":false,"iv_entry_pct":21.4,"iv_exit_pct":14.91,"option_type":"PUT","peak_roi_pct":40.23,"pnl_dollars":-2084.22,"ratio_entry":1.723,"ratio_exit":0.957,"roi_pct":-53.25,"spot_entry":426.43,"spot_exit":434.69,"strike":432.4,"symbol":"SPY","target_delta":0.5,"tenor_months":3,"theta_entry":-0.079,"vega_entry":0.842},{"capital_allocated":4776.46,"contracts":4,"delta_entry":-0.5,"entry_date":"2023-12-13","entry_premium":11.94,"exit_date":"2024-01-19","exit_premium":5.8,"exit_reason":"STOP_LOSS_50%","holding_days":24,"is_win":false,"iv_entry_pct":12.19,"iv_exit_pct":13.3,"option_type":"PUT","peak_roi_pct":18.04,"pnl_dollars":-2456.42,"ratio_entry":1.734,"ratio_exit":1.199,"roi_pct":-51.43,"spot_entry":470.5,"spot_exit":482.43,"strike":475.2,"symbol":"SPY","target_delta":0.5,"tenor_months":3,"theta_entry":-0.041,"vega_entry":0.929},{"capital_allocated":3938.75,"contracts":2,"delta_entry":-0.5,"entry_date":"2024-04-19","entry_premium":19.69,"exit_date":"2024-04-26","exit_premium":9.61,"exit_reason":"STOP_LOSS_50%","holding_days":5,"is_win":false,"iv_entry_pct":18.71,"iv_exit_pct":15.03,"option_type":"PUT","peak_roi_pct":0.0,"pnl_dollars":-2016.56,"ratio_entry":1.625,"ratio_exit":1.155,"roi_pct":-51.2,"spot_entry":495.16,"spot_exit":508.26,"strike":501.4,"symbol":"SPY","target_delta":0.5,"tenor_months":3,"theta_entry":-0.078,"vega_entry":0.978},{"capital_allocated":4366.36,"contracts":3,"delta_entry":-0.501,"entry_date":"2024-06-04","entry_premium":14.55,"exit_date":"2024-06-13","exit_premium":6.72,"exit_reason":"STOP_LOSS_50%","holding_days":7,"is_win":false,"iv_entry_pct":13.16,"iv_exit_pct":11.94,"option_type":"PUT","peak_roi_pct":0.0,"pnl_dollars":-2350.41,"ratio_entry":1.649,"ratio_exit":1.471,"roi_pct":-53.83,"spot_entry":528.39,"spot_exit":542.45,"strike":533.9,"symbol":"SPY","target_delta":0.5,"tenor_months":3,"theta_entry":-0.051,"vega_entry":1.043}],"trade_count":57},"70D":{"metrics":{"avg_holding_days":23.6,"avg_roi_pct":-15.3,"avg_trade_pnl":-832.15,"losses":39,"max_drawdown_dollars":52119.66,"max_drawdown_pct":52.12,"profit_factor":0.47,"sharpe_ratio":-1.05,"total_pnl_dollars":-47432.74,"total_trades":57,"win_rate_pct":31.6,"wins":18},"sample_trades":[{"capital_allocated":3232.07,"contracts":1,"delta_entry":-0.7,"entry_date":"2023-10-03","entry_premium":32.32,"exit_date":"2023-11-07","exit_premium":16.13,"exit_reason":"STOP_LOSS_50%","holding_days":25,"is_win":false,"iv_entry_pct":19.78,"iv_exit_pct":14.81,"option_type":"PUT","peak_roi_pct":22.37,"pnl_dollars":-1619.17,"ratio_entry":1.653,"ratio_exit":0.964,"roi_pct":-50.1,"spot_entry":421.59,"spot_exit":436.93,"strike":449.8,"symbol":"SPY","target_delta":0.7,"tenor_months":3,"theta_entry":-0.05,"vega_entry":0.723},{"capital_allocated":3560.73,"contracts":1,"delta_entry":-0.7,"entry_date":"2023-10-19","entry_premium":35.61,"exit_date":"2023-11-14","exit_premium":13.79,"exit_reason":"STOP_LOSS_50%","holding_days":18,"is_win":false,"iv_entry_pct":21.4,"iv_exit_pct":14.16,"option_type":"PUT","peak_roi_pct":30.3,"pnl_dollars":-2182.07,"ratio_entry":1.723,"ratio_exit":0.824,"roi_pct":-61.28,"spot_entry":426.43,"spot_exit":448.73,"strike":457.3,"symbol":"SPY","target_delta":0.7,"tenor_months":3,"theta_entry":-0.056,"vega_entry":0.732},{"capital_allocated":4318.68,"contracts":2,"delta_entry":-0.7,"entry_date":"2023-12-13","entry_premium":21.59,"exit_date":"2024-01-25","exit_premium":9.79,"exit_reason":"STOP_LOSS_50%","holding_days":28,"is_win":false,"iv_entry_pct":12.19,"iv_exit_pct":13.45,"option_type":"PUT","peak_roi_pct":12.62,"pnl_dollars":-2360.22,"ratio_entry":1.734,"ratio_exit":1.454,"roi_pct":-54.65,"spot_entry":470.5,"spot_exit":488.03,"strike":490.6,"symbol":"SPY","target_delta":0.7,"tenor_months":3,"theta_entry":-0.023,"vega_entry":0.807},{"capital_allocated":3580.11,"contracts":1,"delta_entry":-0.7,"entry_date":"2024-04-19","entry_premium":35.8,"exit_date":"2024-05-06","exit_premium":16.03,"exit_reason":"STOP_LOSS_50%","holding_days":11,"is_win":false,"iv_entry_pct":18.71,"iv_exit_pct":13.49,"option_type":"PUT","peak_roi_pct":0.0,"pnl_dollars":-1976.64,"ratio_entry":1.625,"ratio_exit":0.911,"roi_pct":-55.21,"spot_entry":495.16,"spot_exit":516.57,"strike":526.6,"symbol":"SPY","target_delta":0.7,"tenor_months":3,"theta_entry":-0.053,"vega_entry":0.849},{"capital_allocated":2632.14,"contracts":1,"delta_entry":-0.7,"entry_date":"2024-06-04","entry_premium":26.32,"exit_date":"2024-06-18","exit_premium":12.35,"exit_reason":"STOP_LOSS_50%","holding_days":10,"is_win":false,"iv_entry_pct":13.16,"iv_exit_pct":12.3,"option_type":"PUT","peak_roi_pct":0.0,"pnl_dollars":-1397.39,"ratio_entry":1.649,"ratio_exit":1.469,"roi_pct":-53.09,"spot_entry":528.39,"spot_exit":548.49,"strike":552.6,"symbol":"SPY","target_delta":0.7,"tenor_months":3,"theta_entry":-0.031,"vega_entry":0.906}],"trade_count":57}},"6M":{"20D":{"metrics":{"avg_holding_days":7.5,"avg_roi_pct":23.5,"avg_trade_pnl":1099.65,"losses":29,"max_drawdown_dollars":15766.16,"max_drawdown_pct":15.77,"profit_factor":1.84,"sharpe_ratio":0.83,"total_pnl_dollars":62679.79,"total_trades":57,"win_rate_pct":49.1,"wins":28},"sample_trades":[{"capital_allocated":4958.45,"contracts":7,"delta_entry":-0.2,"entry_date":"2023-10-03","entry_premium":7.08,"exit_date":"2023-10-10","exit_premium":2.84,"exit_reason":"STOP_LOSS_50%","holding_days":5,"is_win":false,"iv_entry_pct":19.78,"iv_exit_pct":17.03,"option_type":"PUT","peak_roi_pct":0.0,"pnl_dollars":-2972.84,"ratio_entry":1.653,"ratio_exit":1.26,"roi_pct":-59.95,"spot_entry":421.59,"spot_exit":434.54,"strike":385.0,"symbol":"SPY","target_delta":0.2,"tenor_months":6,"theta_entry":-0.037,"vega_entry":0.827},{"capital_allocated":4668.01,"contracts":6,"delta_entry":-0.2,"entry_date":"2023-10-19","entry_premium":7.78,"exit_date":"2023-11-02","exit_premium":2.51,"exit_reason":"STOP_LOSS_50%","holding_days":10,"is_win":false,"iv_entry_pct":21.4,"iv_exit_pct":15.66,"option_type":"PUT","peak_roi_pct":39.21,"pnl_dollars":-3161.09,"ratio_entry":1.723,"ratio_exit":0.991,"roi_pct":-67.72,"spot_entry":426.43,"spot_exit":430.76,"strike":386.3,"symbol":"SPY","target_delta":0.2,"tenor_months":6,"theta_entry":-0.041,"vega_entry":0.836},{"capital_allocated":4749.27,"contracts":10,"delta_entry":-0.2,"entry_date":"2023-12-13","entry_premium":4.75,"exit_date":"2024-01-23","exit_premium":1.98,"exit_reason":"STOP_LOSS_50%","holding_days":26,"is_win":false,"iv_entry_pct":12.19,"iv_exit_pct":12.55,"option_type":"PUT","peak_roi_pct":40.3,"pnl_dollars":-2767.48,"ratio_entry":1.734,"ratio_exit":1.365,"roi_pct":-58.27,"spot_entry":470.5,"spot_exit":484.86,"strike":446.6,"symbol":"SPY","target_delta":0.2,"tenor_months":6,"theta_entry":-0.022,"vega_entry":0.923},{"capital_allocated":4707.63,"contracts":6,"delta_entry":-0.2,"entry_date":"2024-04-19","entry_premium":7.85,"exit_date":"2024-04-23","exit_premium":3.42,"exit_reason":"STOP_LOSS_50%","holding_days":2,"is_win":false,"iv_entry_pct":18.71,"iv_exit_pct":15.69,"option_type":"PUT","peak_roi_pct":0.0,"pnl_dollars":-2655.27,"ratio_entry":1.625,"ratio_exit":1.266,"roi_pct":-56.4,"spot_entry":495.16,"spot_exit":505.65,"strike":454.6,"symbol":"SPY","target_delta":0.2,"tenor_months":6,"theta_entry":-0.041,"vega_entry":0.972},{"capital_allocated":4621.28,"contracts":8,"delta_entry":-0.2,"entry_date":"2024-06-04","entry_premium":5.78,"exit_date":"2024-06-12","exit_premium":2.51,"exit_reason":"STOP_LOSS_50%","holding_days":6,"is_win":false,"iv_entry_pct":13.16,"iv_exit_pct":12.04,"option_type":"PUT","peak_roi_pct":0.0,"pnl_dollars":-2613.75,"ratio_entry":1.649,"ratio_exit":1.333,"roi_pct":-56.56,"spot_entry":528.39,"spot_exit":541.36,"strike":499.0,"symbol":"SPY","target_delta":0.2,"tenor_months":6,"theta_entry":-0.028,"vega_entry":1.037}],"trade_count":57},"30D":{"metrics":{"avg_holding_days":9.9,"avg_roi_pct":11.7,"avg_trade_pnl":536.87,"losses":29,"max_drawdown_dollars":18626.36,"max_drawdown_pct":18.63,"profit_factor":1.46,"sharpe_ratio":0.53,"total_pnl_dollars":30601.85,"total_trades":57,"win_rate_pct":49.1,"wins":28},"sample_trades":[{"capital_allocated":4870.2,"contracts":4,"delta_entry":-0.3,"entry_date":"2023-10-03","entry_premium":12.18,"exit_date":"2023-10-10","exit_premium":5.91,"exit_reason":"STOP_LOSS_50%","holding_days":5,"is_win":false,"iv_entry_pct":19.78,"iv_exit_pct":17.03,"option_type":"PUT","peak_roi_pct":0.0,"pnl_dollars":-2508.17,"ratio_entry":1.653,"ratio_exit":1.26,"roi_pct":-51.5,"spot_entry":421.59,"spot_exit":434.54,"strike":402.4,"symbol":"SPY","target_delta":0.3,"tenor_months":6,"theta_entry":-0.044,"vega_entry":1.026},{"capital_allocated":4023.45,"contracts":3,"delta_entry":-0.3,"entry_date":"2023-10-19","entry_premium":13.41,"exit_date":"2023-11-02","exit_premium":6.0,"exit_reason":"STOP_LOSS_50%","holding_days":10,"is_win":false,"iv_entry_pct":21.4,"iv_exit_pct":15.66,"option_type":"PUT","peak_roi_pct":34.15,"pnl_dollars":-2222.39,"ratio_entry":1.723,"ratio_exit":0.991,"roi_pct":-55.24,"spot_entry":426.43,"spot_exit":430.76,"strike":405.3,"symbol":"SPY","target_delta":0.3,"tenor_months":6,"theta_entry":-0.049,"vega_entry":1.038},{"capital_allocated":4876.56,"contracts":6,"delta_entry":-0.3,"entry_date":"2023-12-13","entry_premium":8.13,"exit_date":"2024-01-23","exit_premium":3.91,"exit_reason":"STOP_LOSS_50%","holding_days":26,"is_win":false,"iv_entry_pct":12.19,"iv_exit_pct":12.55,"option_type":"PUT","peak_roi_pct":30.47,"pnl_dollars":-2527.72,"ratio_entry":1.734,"ratio_exit":1.365,"roi_pct":-51.83,"spot_entry":470.5,"spot_exit":484.86,"strike":458.9,"symbol":"SPY","target_delta":0.3,"tenor_months":6,"theta_entry":-0.025,"vega_entry":1.145},{"capital_allocated":4042.68,"contracts":3,"delta_entry":-0.3,"entry_date":"2024-04-19","entry_premium":13.48,"exit_date":"2024-04-26","exit_premium":5.74,"exit_reason":"STOP_LOSS_50%","holding_days":5,"is_win":false,"iv_entry_pct":18.71,"iv_exit_pct":15.03,"option_type":"PUT","peak_roi_pct":0.0,"pnl_dollars":-2320.82,"ratio_entry":1.625,"ratio_exit":1.155,"roi_pct":-57.41,"spot_entry":495.16,"spot_exit":508.26,"strike":474.0,"symbol":"SPY","target_delta":0.3,"tenor_months":6,"theta_entry":-0.048,"vega_entry":1.205},{"capital_allocated":4952.55,"contracts":5,"delta_entry":-0.3,"entry_date":"2024-06-04","entry_premium":9.91,"exit_date":"2024-06-13","exit_premium":4.65,"exit_reason":"STOP_LOSS_50%","holding_days":7,"is_win":false,"iv_entry_pct":13.16,"iv_exit_pct":11.94,"option_type":"PUT","peak_roi_pct":0.0,"pnl_dollars":-2628.22,"ratio_entry":1.649,"ratio_exit":1.471,"roi_pct":-53.07,"spot_entry":528.39,"spot_exit":542.45,"strike":513.9,"symbol":"SPY","target_delta":0.3,"tenor_months":6,"theta_entry":-0.032,"vega_entry":1.286}],"trade_count":57},"50D":{"metrics":{"avg_holding_days":22.0,"avg_roi_pct":-7.9,"avg_trade_pnl":-332.31,"losses":35,"max_drawdown_dollars":29564.06,"max_drawdown_pct":29.56,"profit_factor":0.75,"sharpe_ratio":-0.46,"total_pnl_dollars":-18941.87,"total_trades":57,"win_rate_pct":38.6,"wins":22},"sample_trades":[{"capital_allocated":2589.6,"contracts":1,"delta_entry":-0.5,"entry_date":"2023-10-03","entry_premium":25.9,"exit_date":"2023-11-03","exit_premium":12.66,"exit_reason":"STOP_LOSS_50%","holding_days":23,"is_win":false,"iv_entry_pct":19.78,"iv_exit_pct":14.91,"option_type":"PUT","peak_roi_pct":22.42,"pnl_dollars":-1323.13,"ratio_entry":1.653,"ratio_exit":0.957,"roi_pct":-51.09,"spot_entry":421.59,"spot_exit":434.69,"strike":432.9,"symbol":"SPY","target_delta":0.5,"tenor_months":6,"theta_entry":-0.043,"vega_entry":1.174},{"capital_allocated":2859.52,"contracts":1,"delta_entry":-0.5,"entry_date":"2023-10-19","entry_premium":28.6,"exit_date":"2023-11-08","exit_premium":14.14,"exit_reason":"STOP_LOSS_50%","holding_days":14,"is_win":false,"iv_entry_pct":21.4,"iv_exit_pct":14.45,"option_type":"PUT","peak_roi_pct":26.37,"pnl_dollars":-1445.29,"ratio_entry":1.723,"ratio_exit":0.944,"roi_pct":-50.54,"spot_entry":426.43,"spot_exit":437.25,"strike":438.7,"symbol":"SPY","target_delta":0.5,"tenor_months":6,"theta_entry":-0.048,"vega_entry":1.187},{"capital_allocated":3444.5,"contracts":2,"delta_entry":-0.5,"entry_date":"2023-12-13","entry_premium":17.22,"exit_date":"2024-02-02","exit_premium":7.94,"exit_reason":"STOP_LOSS_50%","holding_days":34,"is_win":false,"iv_entry_pct":12.19,"iv_exit_pct":13.85,"option_type":"PUT","peak_roi_pct":18.79,"pnl_dollars":-1856.22,"ratio_entry":1.734,"ratio_exit":1.195,"roi_pct":-53.89,"spot_entry":470.5,"spot_exit":494.35,"strike":480.1,"symbol":"SPY","target_delta":0.5,"tenor_months":6,"theta_entry":-0.022,"vega_entry":1.31},{"capital_allocated":2862.64,"contracts":1,"delta_entry":-0.5,"entry_date":"2024-04-19","entry_premium":28.63,"exit_date":"2024-05-03","exit_premium":13.27,"exit_reason":"STOP_LOSS_50%","holding_days":10,"is_win":false,"iv_entry_pct":18.71,"iv_exit_pct":13.49,"option_type":"PUT","peak_roi_pct":0.0,"pnl_dollars":-1535.25,"ratio_entry":1.625,"ratio_exit":0.902,"roi_pct":-53.63,"spot_entry":495.16,"spot_exit":511.29,"strike":507.9,"symbol":"SPY","target_delta":0.5,"tenor_months":6,"theta_entry":-0.046,"vega_entry":1.378},{"capital_allocated":4191.51,"contracts":2,"delta_entry":-0.5,"entry_date":"2024-06-04","entry_premium":20.96,"exit_date":"2024-07-02","exit_premium":9.6,"exit_reason":"STOP_LOSS_50%","holding_days":19,"is_win":false,"iv_entry_pct":13.16,"iv_exit_pct":12.03,"option_type":"PUT","peak_roi_pct":0.0,"pnl_dollars":-2271.69,"ratio_entry":1.649,"ratio_exit":1.784,"roi_pct":-54.2,"spot_entry":528.39,"spot_exit":549.01,"strike":539.5,"symbol":"SPY","target_delta":0.5,"tenor_months":6,"theta_entry":-0.028,"vega_entry":1.471}],"trade_count":57},"70D":{"metrics":{"avg_holding_days":47.3,"avg_roi_pct":-12.9,"avg_trade_pnl":-1184.43,"losses":38,"max_drawdown_dollars":67813.89,"max_drawdown_pct":67.81,"profit_factor":0.48,"sharpe_ratio":-0.87,"total_pnl_dollars":-67512.32,"total_trades":57,"win_rate_pct":33.3,"wins":19},"sample_trades":[{"capital_allocated":4744.79,"contracts":1,"delta_entry":-0.7,"entry_date":"2023-10-03","entry_premium":47.45,"exit_date":"2023-11-14","exit_premium":21.94,"exit_reason":"STOP_LOSS_50%","holding_days":30,"is_win":false,"iv_entry_pct":19.78,"iv_exit_pct":14.16,"option_type":"PUT","peak_roi_pct":16.34,"pnl_dollars":-2550.96,"ratio_entry":1.653,"ratio_exit":0.824,"roi_pct":-53.76,"spot_entry":421.59,"spot_exit":448.73,"strike":466.0,"symbol":"SPY","target_delta":0.7,"tenor_months":6,"theta_entry":-0.024,"vega_entry":1.015},{"capital_allocated":5238.67,"contracts":1,"delta_entry":-0.7,"entry_date":"2023-10-19","entry_premium":52.39,"exit_date":"2023-11-20","exit_premium":23.75,"exit_reason":"STOP_LOSS_50%","holding_days":22,"is_win":false,"iv_entry_pct":21.4,"iv_exit_pct":13.41,"option_type":"PUT","peak_roi_pct":19.66,"pnl_dollars":-2863.65,"ratio_entry":1.723,"ratio_exit":0.915,"roi_pct":-54.66,"spot_entry":426.43,"spot_exit":454.26,"strike":475.0,"symbol":"SPY","target_delta":0.7,"tenor_months":6,"theta_entry":-0.029,"vega_entry":1.027},{"capital_allocated":3123.98,"contracts":1,"delta_entry":-0.7,"entry_date":"2023-12-13","entry_premium":31.24,"exit_date":"2024-02-07","exit_premium":14.14,"exit_reason":"STOP_LOSS_50%","holding_days":37,"is_win":false,"iv_entry_pct":12.19,"iv_exit_pct":12.83,"option_type":"PUT","peak_roi_pct":11.34,"pnl_dollars":-1710.39,"ratio_entry":1.734,"ratio_exit":1.153,"roi_pct":-54.75,"spot_entry":470.5,"spot_exit":498.1,"strike":502.3,"symbol":"SPY","target_delta":0.7,"tenor_months":6,"theta_entry":-0.006,"vega_entry":1.134},{"capital_allocated":5235.11,"contracts":1,"delta_entry":-0.7,"entry_date":"2024-04-19","entry_premium":52.35,"exit_date":"2024-05-14","exit_premium":25.86,"exit_reason":"STOP_LOSS_50%","holding_days":17,"is_win":false,"iv_entry_pct":18.71,"iv_exit_pct":13.42,"option_type":"PUT","peak_roi_pct":0.0,"pnl_dollars":-2649.4,"ratio_entry":1.625,"ratio_exit":1.138,"roi_pct":-50.61,"spot_entry":495.16,"spot_exit":523.3,"strike":544.5,"symbol":"SPY","target_delta":0.7,"tenor_months":6,"theta_entry":-0.025,"vega_entry":1.193},{"capital_allocated":3807.01,"contracts":1,"delta_entry":-0.7,"entry_date":"2024-06-04","entry_premium":38.07,"exit_date":"2024-07-10","exit_premium":16.91,"exit_reason":"STOP_LOSS_50%","holding_days":24,"is_win":false,"iv_entry_pct":13.16,"iv_exit_pct":12.85,"option_type":"PUT","peak_roi_pct":0.0,"pnl_dollars":-2116.3,"ratio_entry":1.649,"ratio_exit":1.999,"roi_pct":-55.59,"spot_entry":528.39,"spot_exit":561.32,"strike":566.5,"symbol":"SPY","target_delta":0.7,"tenor_months":6,"theta_entry":-0.009,"vega_entry":1.274}],"trade_count":57}}},"signal_triggers_count":57,"strategy_mode":"PUT_HIGH_IVHV","symbol":"SPY"},"puts_ratio_1_8":{"call_reduc_delta":null,"put_threshold":1.8,"results_matrix":{"3M":{"20D":{"metrics":{"avg_holding_days":5.4,"avg_roi_pct":35.7,"avg_trade_pnl":1730.56,"losses":14,"max_drawdown_dollars":12487.38,"max_drawdown_pct":12.49,"profit_factor":2.25,"sharpe_ratio":1.05,"total_pnl_dollars":50186.17,"total_trades":29,"win_rate_pct":51.7,"wins":15},"sample_trades":[{"capital_allocated":4990.36,"contracts":13,"delta_entry":-0.2,"entry_date":"2024-07-01","entry_premium":3.84,"exit_date":"2024-07-10","exit_premium":1.58,"exit_reason":"STOP_LOSS_50%","holding_days":6,"is_win":false,"iv_entry_pct":12.22,"iv_exit_pct":12.85,"option_type":"PUT","peak_roi_pct":0.0,"pnl_dollars":-2941.67,"ratio_entry":1.875,"ratio_exit":1.999,"roi_pct":-58.95,"spot_entry":545.34,"spot_exit":561.32,"strike":523.3,"symbol":"SPY","target_delta":0.2,"tenor_months":3,"theta_entry":-0.041,"vega_entry":0.757},{"capital_allocated":4820.64,"contracts":12,"delta_entry":-0.2,"entry_date":"2024-07-09","entry_premium":4.02,"exit_date":"2024-07-18","exit_premium":6.88,"exit_reason":"PROFIT_TARGET_50%","holding_days":7,"is_win":true,"iv_entry_pct":12.51,"iv_exit_pct":15.93,"option_type":"PUT","peak_roi_pct":71.27,"pnl_dollars":3435.81,"ratio_entry":2.158,"ratio_exit":1.668,"roi_pct":71.27,"spot_entry":555.82,"spot_exit":552.66,"strike":532.8,"symbol":"SPY","target_delta":0.2,"tenor_months":3,"theta_entry":-0.043,"vega_entry":0.772},{"capital_allocated":4919.99,"contracts":4,"delta_entry":-0.2,"entry_date":"2024-08-05","entry_premium":12.3,"exit_date":"2024-08-06","exit_premium":4.42,"exit_reason":"STOP_LOSS_50%","holding_days":1,"is_win":false,"iv_entry_pct":38.57,"iv_exit_pct":27.71,"option_type":"PUT","peak_roi_pct":0.0,"pnl_dollars":-3151.67,"ratio_entry":1.998,"ratio_exit":1.402,"roi_pct":-64.06,"spot_entry":517.38,"spot_exit":522.15,"strike":452.3,"symbol":"SPY","target_delta":0.2,"tenor_months":3,"theta_entry":-0.143,"vega_entry":0.719},{"capital_allocated":4519.46,"contracts":7,"delta_entry":-0.2,"entry_date":"2024-10-04","entry_premium":6.46,"exit_date":"2024-10-07","exit_premium":10.32,"exit_reason":"PROFIT_TARGET_50%","holding_days":1,"is_win":true,"iv_entry_pct":19.21,"iv_exit_pct":22.64,"option_type":"PUT","peak_roi_pct":59.81,"pnl_dollars":2703.26,"ratio_entry":1.976,"ratio_exit":2.242,"roi_pct":59.81,"spot_entry":572.98,"spot_exit":567.8,"strike":535.5,"symbol":"SPY","target_delta":0.2,"tenor_months":3,"theta_entry":-0.074,"vega_entry":0.795},{"capital_allocated":4886.77,"contracts":7,"delta_entry":-0.2,"entry_date":"2024-10-11","entry_premium":6.98,"exit_date":"2024-11-06","exit_premium":1.3,"exit_reason":"STOP_LOSS_50%","holding_days":18,"is_win":false,"iv_entry_pct":20.46,"iv_exit_pct":16.27,"option_type":"PUT","peak_roi_pct":36.86,"pnl_dollars":-3976.78,"ratio_entry":2.052,"ratio_exit":1.175,"roi_pct":-81.38,"spot_entry":579.58,"spot_exit":591.04,"strike":539.2,"symbol":"SPY","target_delta":0.2,"tenor_months":3,"theta_entry":-0.08,"vega_entry":0.805}],"trade_count":29},"30D":{"metrics":{"avg_holding_days":7.8,"avg_roi_pct":11.9,"avg_trade_pnl":490.09,"losses":16,"max_drawdown_dollars":13754.38,"max_drawdown_pct":13.75,"profit_factor":1.34,"sharpe_ratio":0.45,"total_pnl_dollars":14212.65,"total_trades":29,"win_rate_pct":44.8,"wins":13},"sample_trades":[{"capital_allocated":4601.95,"contracts":7,"delta_entry":-0.3,"entry_date":"2024-07-01","entry_premium":6.57,"exit_date":"2024-07-10","exit_premium":2.99,"exit_reason":"STOP_LOSS_50%","holding_days":6,"is_win":false,"iv_entry_pct":12.22,"iv_exit_pct":12.85,"option_type":"PUT","peak_roi_pct":0.0,"pnl_dollars":-2511.85,"ratio_entry":1.875,"ratio_exit":1.999,"roi_pct":-54.58,"spot_entry":545.34,"spot_exit":561.32,"strike":533.5,"symbol":"SPY","target_delta":0.3,"tenor_months":3,"theta_entry":-0.049,"vega_entry":0.94},{"capital_allocated":4807.27,"contracts":7,"delta_entry":-0.3,"entry_date":"2024-07-09","entry_premium":6.87,"exit_date":"2024-07-18","exit_premium":10.41,"exit_reason":"PROFIT_TARGET_50%","holding_days":7,"is_win":true,"iv_entry_pct":12.51,"iv_exit_pct":15.93,"option_type":"PUT","peak_roi_pct":51.56,"pnl_dollars":2478.59,"ratio_entry":2.158,"ratio_exit":1.668,"roi_pct":51.56,"spot_entry":555.82,"spot_exit":552.66,"strike":543.4,"symbol":"SPY","target_delta":0.3,"tenor_months":3,"theta_entry":-0.051,"vega_entry":0.958},{"capital_allocated":4233.75,"contracts":2,"delta_entry":-0.3,"entry_date":"2024-08-05","entry_premium":21.17,"exit_date":"2024-08-06","exit_premium":10.23,"exit_reason":"STOP_LOSS_50%","holding_days":1,"is_win":false,"iv_entry_pct":38.57,"iv_exit_pct":27.71,"option_type":"PUT","peak_roi_pct":0.0,"pnl_dollars":-2187.46,"ratio_entry":1.998,"ratio_exit":1.402,"roi_pct":-51.67,"spot_entry":517.38,"spot_exit":522.15,"strike":480.6,"symbol":"SPY","target_delta":0.3,"tenor_months":3,"theta_entry":-0.175,"vega_entry":0.892},{"capital_allocated":4430.55,"contracts":4,"delta_entry":-0.3,"entry_date":"2024-10-04","entry_premium":11.08,"exit_date":"2024-11-06","exit_premium":2.29,"exit_reason":"STOP_LOSS_50%","holding_days":23,"is_win":false,"iv_entry_pct":19.21,"iv_exit_pct":16.27,"option_type":"PUT","peak_roi_pct":43.41,"pnl_dollars":-3514.56,"ratio_entry":1.976,"ratio_exit":1.175,"roi_pct":-79.33,"spot_entry":572.98,"spot_exit":591.04,"strike":552.0,"symbol":"SPY","target_delta":0.3,"tenor_months":3,"theta_entry":-0.089,"vega_entry":0.988},{"capital_allocated":4790.21,"contracts":4,"delta_entry":-0.3,"entry_date":"2024-10-11","entry_premium":11.98,"exit_date":"2024-11-06","exit_premium":3.49,"exit_reason":"STOP_LOSS_50%","holding_days":18,"is_win":false,"iv_entry_pct":20.46,"iv_exit_pct":16.27,"option_type":"PUT","peak_roi_pct":31.26,"pnl_dollars":-3395.66,"ratio_entry":2.052,"ratio_exit":1.175,"roi_pct":-70.89,"spot_entry":579.58,"spot_exit":591.04,"strike":556.9,"symbol":"SPY","target_delta":0.3,"tenor_months":3,"theta_entry":-0.097,"vega_entry":0.999}],"trade_count":29},"50D":{"metrics":{"avg_holding_days":12.6,"avg_roi_pct":-14.4,"avg_trade_pnl":-422.37,"losses":20,"max_drawdown_dollars":19297.64,"max_drawdown_pct":19.3,"profit_factor":0.7,"sharpe_ratio":-0.78,"total_pnl_dollars":-12248.86,"total_trades":29,"win_rate_pct":31.0,"wins":9},"sample_trades":[{"capital_allocated":4163.91,"contracts":3,"delta_entry":-0.5,"entry_date":"2024-07-01","entry_premium":13.88,"exit_date":"2024-07-16","exit_premium":6.24,"exit_reason":"STOP_LOSS_50%","holding_days":10,"is_win":false,"iv_entry_pct":12.22,"iv_exit_pct":13.19,"option_type":"PUT","peak_roi_pct":0.0,"pnl_dollars":-2292.73,"ratio_entry":1.875,"ratio_exit":1.764,"roi_pct":-55.06,"spot_entry":545.34,"spot_exit":564.86,"strike":550.8,"symbol":"SPY","target_delta":0.5,"tenor_months":3,"theta_entry":-0.048,"vega_entry":1.077},{"capital_allocated":4342.75,"contracts":3,"delta_entry":-0.499,"entry_date":"2024-07-09","entry_premium":14.48,"exit_date":"2024-07-24","exit_premium":27.01,"exit_reason":"PROFIT_TARGET_50%","holding_days":11,"is_win":true,"iv_entry_pct":12.51,"iv_exit_pct":18.04,"option_type":"PUT","peak_roi_pct":86.61,"pnl_dollars":3761.23,"ratio_entry":2.158,"ratio_exit":1.367,"roi_pct":86.61,"spot_entry":555.82,"spot_exit":541.23,"strike":561.4,"symbol":"SPY","target_delta":0.5,"tenor_months":3,"theta_entry":-0.05,"vega_entry":1.098},{"capital_allocated":4532.26,"contracts":1,"delta_entry":-0.5,"entry_date":"2024-08-05","entry_premium":45.32,"exit_date":"2024-08-08","exit_premium":22.52,"exit_reason":"STOP_LOSS_50%","holding_days":3,"is_win":false,"iv_entry_pct":38.57,"iv_exit_pct":23.79,"option_type":"PUT","peak_roi_pct":0.0,"pnl_dollars":-2279.84,"ratio_entry":1.998,"ratio_exit":1.116,"roi_pct":-50.3,"spot_entry":517.38,"spot_exit":530.65,"strike":531.5,"symbol":"SPY","target_delta":0.5,"tenor_months":3,"theta_entry":-0.191,"vega_entry":1.022},{"capital_allocated":4693.51,"contracts":2,"delta_entry":-0.5,"entry_date":"2024-10-04","entry_premium":23.47,"exit_date":"2024-11-06","exit_premium":9.07,"exit_reason":"STOP_LOSS_50%","holding_days":23,"is_win":false,"iv_entry_pct":19.21,"iv_exit_pct":16.27,"option_type":"PUT","peak_roi_pct":25.06,"pnl_dollars":-2879.73,"ratio_entry":1.976,"ratio_exit":1.175,"roi_pct":-61.36,"spot_entry":572.98,"spot_exit":591.04,"strike":580.4,"symbol":"SPY","target_delta":0.5,"tenor_months":3,"theta_entry":-0.093,"vega_entry":1.131},{"capital_allocated":2535.27,"contracts":1,"delta_entry":-0.5,"entry_date":"2024-10-11","entry_premium":25.35,"exit_date":"2024-11-06","exit_premium":12.59,"exit_reason":"STOP_LOSS_50%","holding_days":18,"is_win":false,"iv_entry_pct":20.46,"iv_exit_pct":16.27,"option_type":"PUT","peak_roi_pct":23.35,"pnl_dollars":-1276.68,"ratio_entry":2.052,"ratio_exit":1.175,"roi_pct":-50.36,"spot_entry":579.58,"spot_exit":591.04,"strike":587.4,"symbol":"SPY","target_delta":0.5,"tenor_months":3,"theta_entry":-0.102,"vega_entry":1.144}],"trade_count":29},"70D":{"metrics":{"avg_holding_days":23.6,"avg_roi_pct":-16.6,"avg_trade_pnl":-1201.58,"losses":21,"max_drawdown_dollars":37787.4,"max_drawdown_pct":37.79,"profit_factor":0.33,"sharpe_ratio":-1.16,"total_pnl_dollars":-34845.73,"total_trades":29,"win_rate_pct":27.6,"wins":8},"sample_trades":[{"capital_allocated":2510.18,"contracts":1,"delta_entry":-0.7,"entry_date":"2024-07-01","entry_premium":25.1,"exit_date":"2024-08-02","exit_premium":40.36,"exit_reason":"PROFIT_TARGET_50%","holding_days":23,"is_win":true,"iv_entry_pct":12.22,"iv_exit_pct":23.39,"option_type":"PUT","peak_roi_pct":60.8,"pnl_dollars":1526.27,"ratio_entry":1.875,"ratio_exit":1.399,"roi_pct":60.8,"spot_entry":545.34,"spot_exit":532.9,"strike":568.7,"symbol":"SPY","target_delta":0.7,"tenor_months":3,"theta_entry":-0.027,"vega_entry":0.935},{"capital_allocated":2620.37,"contracts":1,"delta_entry":-0.7,"entry_date":"2024-07-09","entry_premium":26.2,"exit_date":"2024-07-24","exit_premium":40.36,"exit_reason":"PROFIT_TARGET_50%","holding_days":11,"is_win":true,"iv_entry_pct":12.51,"iv_exit_pct":18.04,"option_type":"PUT","peak_roi_pct":54.02,"pnl_dollars":1415.4,"ratio_entry":2.158,"ratio_exit":1.367,"roi_pct":54.02,"spot_entry":555.82,"spot_exit":541.23,"strike":580.1,"symbol":"SPY","target_delta":0.7,"tenor_months":3,"theta_entry":-0.029,"vega_entry":0.954},{"capital_allocated":8350.31,"contracts":1,"delta_entry":-0.7,"entry_date":"2024-08-05","entry_premium":83.5,"exit_date":"2024-08-15","exit_premium":35.54,"exit_reason":"STOP_LOSS_50%","holding_days":8,"is_win":false,"iv_entry_pct":38.57,"iv_exit_pct":15.23,"option_type":"PUT","peak_roi_pct":0.0,"pnl_dollars":-4796.17,"ratio_entry":1.998,"ratio_exit":0.68,"roi_pct":-57.44,"spot_entry":517.38,"spot_exit":553.07,"strike":588.0,"symbol":"SPY","target_delta":0.7,"tenor_months":3,"theta_entry":-0.148,"vega_entry":0.887},{"capital_allocated":4261.23,"contracts":1,"delta_entry":-0.7,"entry_date":"2024-10-04","entry_premium":42.61,"exit_date":"2024-11-07","exit_premium":20.64,"exit_reason":"STOP_LOSS_50%","holding_days":24,"is_win":false,"iv_entry_pct":19.21,"iv_exit_pct":15.2,"option_type":"PUT","peak_roi_pct":14.05,"pnl_dollars":-2197.25,"ratio_entry":1.976,"ratio_exit":1.086,"roi_pct":-51.56,"spot_entry":572.98,"spot_exit":595.61,"strike":610.3,"symbol":"SPY","target_delta":0.7,"tenor_months":3,"theta_entry":-0.064,"vega_entry":0.983},{"capital_allocated":4609.92,"contracts":1,"delta_entry":-0.7,"entry_date":"2024-10-11","entry_premium":46.1,"exit_date":"2024-11-26","exit_premium":21.78,"exit_reason":"STOP_LOSS_50%","holding_days":32,"is_win":false,"iv_entry_pct":20.46,"iv_exit_pct":14.1,"option_type":"PUT","peak_roi_pct":17.05,"pnl_dollars":-2431.87,"ratio_entry":2.052,"ratio_exit":0.992,"roi_pct":-52.75,"spot_entry":579.58,"spot_exit":600.65,"strike":619.7,"symbol":"SPY","target_delta":0.7,"tenor_months":3,"theta_entry":-0.072,"vega_entry":0.994}],"trade_count":29}},"6M":{"20D":{"metrics":{"avg_holding_days":6.6,"avg_roi_pct":39.5,"avg_trade_pnl":1844.95,"losses":12,"max_drawdown_dollars":6653.97,"max_drawdown_pct":6.65,"profit_factor":2.83,"sharpe_ratio":1.31,"total_pnl_dollars":53503.43,"total_trades":29,"win_rate_pct":58.6,"wins":17},"sample_trades":[{"capital_allocated":4955.57,"contracts":9,"delta_entry":-0.2,"entry_date":"2024-07-01","entry_premium":5.51,"exit_date":"2024-07-19","exit_premium":8.67,"exit_reason":"PROFIT_TARGET_50%","holding_days":13,"is_win":true,"iv_entry_pct":12.22,"iv_exit_pct":16.52,"option_type":"PUT","peak_roi_pct":57.46,"pnl_dollars":2847.23,"ratio_entry":1.875,"ratio_exit":1.683,"roi_pct":57.46,"spot_entry":545.34,"spot_exit":548.99,"strike":517.5,"symbol":"SPY","target_delta":0.2,"tenor_months":6,"theta_entry":-0.026,"vega_entry":1.069},{"capital_allocated":4611.62,"contracts":8,"delta_entry":-0.2,"entry_date":"2024-07-09","entry_premium":5.76,"exit_date":"2024-07-18","exit_premium":9.98,"exit_reason":"PROFIT_TARGET_50%","holding_days":7,"is_win":true,"iv_entry_pct":12.51,"iv_exit_pct":15.93,"option_type":"PUT","peak_roi_pct":73.11,"pnl_dollars":3371.73,"ratio_entry":2.158,"ratio_exit":1.668,"roi_pct":73.11,"spot_entry":555.82,"spot_exit":552.66,"strike":526.7,"symbol":"SPY","target_delta":0.2,"tenor_months":6,"theta_entry":-0.027,"vega_entry":1.091},{"capital_allocated":3623.27,"contracts":2,"delta_entry":-0.2,"entry_date":"2024-08-05","entry_premium":18.12,"exit_date":"2024-08-06","exit_premium":7.12,"exit_reason":"STOP_LOSS_50%","holding_days":1,"is_win":false,"iv_entry_pct":38.57,"iv_exit_pct":27.71,"option_type":"PUT","peak_roi_pct":0.0,"pnl_dollars":-2198.92,"ratio_entry":1.998,"ratio_exit":1.402,"roi_pct":-60.69,"spot_entry":517.38,"spot_exit":522.15,"strike":434.6,"symbol":"SPY","target_delta":0.2,"tenor_months":6,"theta_entry":-0.097,"vega_entry":1.014},{"capital_allocated":4663.29,"contracts":5,"delta_entry":-0.2,"entry_date":"2024-10-04","entry_premium":9.33,"exit_date":"2024-10-07","exit_premium":14.29,"exit_reason":"PROFIT_TARGET_50%","holding_days":1,"is_win":true,"iv_entry_pct":19.21,"iv_exit_pct":22.64,"option_type":"PUT","peak_roi_pct":53.27,"pnl_dollars":2483.98,"ratio_entry":1.976,"ratio_exit":2.242,"roi_pct":53.27,"spot_entry":572.98,"spot_exit":567.8,"strike":524.7,"symbol":"SPY","target_delta":0.2,"tenor_months":6,"theta_entry":-0.049,"vega_entry":1.124},{"capital_allocated":4036.53,"contracts":4,"delta_entry":-0.2,"entry_date":"2024-10-11","entry_premium":10.09,"exit_date":"2024-11-06","exit_premium":3.21,"exit_reason":"STOP_LOSS_50%","holding_days":18,"is_win":false,"iv_entry_pct":20.46,"iv_exit_pct":16.27,"option_type":"PUT","peak_roi_pct":41.22,"pnl_dollars":-2753.16,"ratio_entry":2.052,"ratio_exit":1.175,"roi_pct":-68.21,"spot_entry":579.58,"spot_exit":591.04,"strike":527.5,"symbol":"SPY","target_delta":0.2,"tenor_months":6,"theta_entry":-0.053,"vega_entry":1.137}],"trade_count":29},"30D":{"metrics":{"avg_holding_days":10.2,"avg_roi_pct":8.8,"avg_trade_pnl":589.34,"losses":16,"max_drawdown_dollars":13198.98,"max_drawdown_pct":13.2,"profit_factor":1.5,"sharpe_ratio":0.37,"total_pnl_dollars":17090.97,"total_trades":29,"win_rate_pct":44.8,"wins":13},"sample_trades":[{"capital_allocated":4714.73,"contracts":5,"delta_entry":-0.3,"entry_date":"2024-07-01","entry_premium":9.43,"exit_date":"2024-07-24","exit_premium":17.39,"exit_reason":"PROFIT_TARGET_50%","holding_days":16,"is_win":true,"iv_entry_pct":12.22,"iv_exit_pct":18.04,"option_type":"PUT","peak_roi_pct":84.42,"pnl_dollars":3979.99,"ratio_entry":1.875,"ratio_exit":1.367,"roi_pct":84.42,"spot_entry":545.34,"spot_exit":541.23,"strike":531.8,"symbol":"SPY","target_delta":0.3,"tenor_months":6,"theta_entry":-0.03,"vega_entry":1.326},{"capital_allocated":4934.37,"contracts":5,"delta_entry":-0.3,"entry_date":"2024-07-09","entry_premium":9.87,"exit_date":"2024-07-18","exit_premium":14.98,"exit_reason":"PROFIT_TARGET_50%","holding_days":7,"is_win":true,"iv_entry_pct":12.51,"iv_exit_pct":15.93,"option_type":"PUT","peak_roi_pct":51.81,"pnl_dollars":2556.47,"ratio_entry":2.158,"ratio_exit":1.668,"roi_pct":51.81,"spot_entry":555.82,"spot_exit":552.66,"strike":541.6,"symbol":"SPY","target_delta":0.3,"tenor_months":6,"theta_entry":-0.031,"vega_entry":1.353},{"capital_allocated":3141.51,"contracts":1,"delta_entry":-0.3,"entry_date":"2024-08-05","entry_premium":31.42,"exit_date":"2024-08-08","exit_premium":10.06,"exit_reason":"STOP_LOSS_50%","holding_days":3,"is_win":false,"iv_entry_pct":38.57,"iv_exit_pct":23.79,"option_type":"PUT","peak_roi_pct":0.0,"pnl_dollars":-2135.57,"ratio_entry":1.998,"ratio_exit":1.116,"roi_pct":-67.98,"spot_entry":517.38,"spot_exit":530.65,"strike":473.8,"symbol":"SPY","target_delta":0.3,"tenor_months":6,"theta_entry":-0.117,"vega_entry":1.259},{"capital_allocated":4806.88,"contracts":3,"delta_entry":-0.3,"entry_date":"2024-10-04","entry_premium":16.02,"exit_date":"2024-11-06","exit_premium":6.18,"exit_reason":"STOP_LOSS_50%","holding_days":23,"is_win":false,"iv_entry_pct":19.21,"iv_exit_pct":16.27,"option_type":"PUT","peak_roi_pct":38.13,"pnl_dollars":-2953.77,"ratio_entry":1.976,"ratio_exit":1.175,"roi_pct":-61.45,"spot_entry":572.98,"spot_exit":591.04,"strike":547.7,"symbol":"SPY","target_delta":0.3,"tenor_months":6,"theta_entry":-0.057,"vega_entry":1.394},{"capital_allocated":3471.74,"contracts":2,"delta_entry":-0.3,"entry_date":"2024-10-11","entry_premium":17.36,"exit_date":"2024-11-06","exit_premium":7.46,"exit_reason":"STOP_LOSS_50%","holding_days":18,"is_win":false,"iv_entry_pct":20.46,"iv_exit_pct":16.27,"option_type":"PUT","peak_roi_pct":32.11,"pnl_dollars":-1979.29,"ratio_entry":2.052,"ratio_exit":1.175,"roi_pct":-57.01,"spot_entry":579.58,"spot_exit":591.04,"strike":552.2,"symbol":"SPY","target_delta":0.3,"tenor_months":6,"theta_entry":-0.063,"vega_entry":1.41}],"trade_count":29},"50D":{"metrics":{"avg_holding_days":19.3,"avg_roi_pct":-6.1,"avg_trade_pnl":-565.05,"losses":17,"max_drawdown_dollars":22150.97,"max_drawdown_pct":22.15,"profit_factor":0.61,"sharpe_ratio":-0.34,"total_pnl_dollars":-16386.52,"total_trades":29,"win_rate_pct":41.4,"wins":12},"sample_trades":[{"capital_allocated":3994.49,"contracts":2,"delta_entry":-0.5,"entry_date":"2024-07-01","entry_premium":19.97,"exit_date":"2024-07-25","exit_premium":31.21,"exit_reason":"PROFIT_TARGET_50%","holding_days":17,"is_win":true,"iv_entry_pct":12.22,"iv_exit_pct":18.46,"option_type":"PUT","peak_roi_pct":56.28,"pnl_dollars":2247.93,"ratio_entry":1.875,"ratio_exit":1.389,"roi_pct":56.28,"spot_entry":545.34,"spot_exit":538.41,"strike":556.4,"symbol":"SPY","target_delta":0.5,"tenor_months":6,"theta_entry":-0.025,"vega_entry":1.518},{"capital_allocated":4173.29,"contracts":2,"delta_entry":-0.5,"entry_date":"2024-07-09","entry_premium":20.87,"exit_date":"2024-07-24","exit_premium":35.88,"exit_reason":"PROFIT_TARGET_50%","holding_days":11,"is_win":true,"iv_entry_pct":12.51,"iv_exit_pct":18.04,"option_type":"PUT","peak_roi_pct":71.96,"pnl_dollars":3003.23,"ratio_entry":2.158,"ratio_exit":1.367,"roi_pct":71.96,"spot_entry":555.82,"spot_exit":541.23,"strike":567.2,"symbol":"SPY","target_delta":0.5,"tenor_months":6,"theta_entry":-0.027,"vega_entry":1.547},{"capital_allocated":6788.87,"contracts":1,"delta_entry":-0.5,"entry_date":"2024-08-05","entry_premium":67.89,"exit_date":"2024-08-09","exit_premium":32.19,"exit_reason":"STOP_LOSS_50%","holding_days":4,"is_win":false,"iv_entry_pct":38.57,"iv_exit_pct":20.37,"option_type":"PUT","peak_roi_pct":0.0,"pnl_dollars":-3569.41,"ratio_entry":1.998,"ratio_exit":0.96,"roi_pct":-52.58,"spot_entry":517.38,"spot_exit":532.99,"strike":546.4,"symbol":"SPY","target_delta":0.5,"tenor_months":6,"theta_entry":-0.123,"vega_entry":1.44},{"capital_allocated":3413.84,"contracts":1,"delta_entry":-0.5,"entry_date":"2024-10-04","entry_premium":34.14,"exit_date":"2024-11-07","exit_premium":15.6,"exit_reason":"STOP_LOSS_50%","holding_days":24,"is_win":false,"iv_entry_pct":19.21,"iv_exit_pct":15.2,"option_type":"PUT","peak_roi_pct":21.23,"pnl_dollars":-1853.92,"ratio_entry":1.976,"ratio_exit":1.086,"roi_pct":-54.31,"spot_entry":572.98,"spot_exit":595.61,"strike":588.1,"symbol":"SPY","target_delta":0.5,"tenor_months":6,"theta_entry":-0.056,"vega_entry":1.595},{"capital_allocated":3696.9,"contracts":1,"delta_entry":-0.5,"entry_date":"2024-10-11","entry_premium":36.97,"exit_date":"2024-11-08","exit_premium":17.67,"exit_reason":"STOP_LOSS_50%","holding_days":20,"is_win":false,"iv_entry_pct":20.46,"iv_exit_pct":14.94,"option_type":"PUT","peak_roi_pct":20.97,"pnl_dollars":-1930.26,"ratio_entry":2.052,"ratio_exit":1.072,"roi_pct":-52.21,"spot_entry":579.58,"spot_exit":598.19,"strike":595.6,"symbol":"SPY","target_delta":0.5,"tenor_months":6,"theta_entry":-0.062,"vega_entry":1.613}],"trade_count":29},"70D":{"metrics":{"avg_holding_days":49.3,"avg_roi_pct":-19.0,"avg_trade_pnl":-1985.39,"losses":20,"max_drawdown_dollars":63080.23,"max_drawdown_pct":63.08,"profit_factor":0.26,"sharpe_ratio":-1.45,"total_pnl_dollars":-57576.22,"total_trades":29,"win_rate_pct":31.0,"wins":9},"sample_trades":[{"capital_allocated":3632.25,"contracts":1,"delta_entry":-0.7,"entry_date":"2024-07-01","entry_premium":36.32,"exit_date":"2024-08-02","exit_premium":57.03,"exit_reason":"PROFIT_TARGET_50%","holding_days":23,"is_win":true,"iv_entry_pct":12.22,"iv_exit_pct":23.39,"option_type":"PUT","peak_roi_pct":57.01,"pnl_dollars":2070.79,"ratio_entry":1.875,"ratio_exit":1.399,"roi_pct":57.01,"spot_entry":545.34,"spot_exit":532.9,"strike":582.3,"symbol":"SPY","target_delta":0.7,"tenor_months":6,"theta_entry":-0.007,"vega_entry":1.314},{"capital_allocated":3792.72,"contracts":1,"delta_entry":-0.7,"entry_date":"2024-07-09","entry_premium":37.93,"exit_date":"2024-08-02","exit_premium":65.96,"exit_reason":"PROFIT_TARGET_50%","holding_days":18,"is_win":true,"iv_entry_pct":12.51,"iv_exit_pct":23.39,"option_type":"PUT","peak_roi_pct":73.92,"pnl_dollars":2803.69,"ratio_entry":2.158,"ratio_exit":1.399,"roi_pct":73.92,"spot_entry":555.82,"spot_exit":532.9,"strike":594.2,"symbol":"SPY","target_delta":0.7,"tenor_months":6,"theta_entry":-0.008,"vega_entry":1.34},{"capital_allocated":12673.13,"contracts":1,"delta_entry":-0.7,"entry_date":"2024-08-05","entry_premium":126.73,"exit_date":"2024-08-30","exit_premium":62.26,"exit_reason":"STOP_LOSS_50%","holding_days":19,"is_win":false,"iv_entry_pct":38.57,"iv_exit_pct":15.0,"option_type":"PUT","peak_roi_pct":0.0,"pnl_dollars":-6446.68,"ratio_entry":1.998,"ratio_exit":0.847,"roi_pct":-50.87,"spot_entry":517.38,"spot_exit":563.68,"strike":630.7,"symbol":"SPY","target_delta":0.7,"tenor_months":6,"theta_entry":-0.086,"vega_entry":1.246},{"capital_allocated":6240.43,"contracts":1,"delta_entry":-0.7,"entry_date":"2024-10-04","entry_premium":62.4,"exit_date":"2024-12-02","exit_premium":30.97,"exit_reason":"STOP_LOSS_50%","holding_days":40,"is_win":false,"iv_entry_pct":19.21,"iv_exit_pct":13.34,"option_type":"PUT","peak_roi_pct":11.2,"pnl_dollars":-3143.33,"ratio_entry":1.976,"ratio_exit":1.129,"roi_pct":-50.37,"spot_entry":572.98,"spot_exit":603.63,"strike":631.6,"symbol":"SPY","target_delta":0.7,"tenor_months":6,"theta_entry":-0.031,"vega_entry":1.38},{"capital_allocated":6772.25,"contracts":1,"delta_entry":-0.7,"entry_date":"2024-10-11","entry_premium":67.72,"exit_date":"2025-02-14","exit_premium":33.63,"exit_reason":"STOP_LOSS_50%","holding_days":85,"is_win":false,"iv_entry_pct":20.46,"iv_exit_pct":14.77,"option_type":"PUT","peak_roi_pct":13.5,"pnl_dollars":-3408.83,"ratio_entry":2.052,"ratio_exit":1.329,"roi_pct":-50.34,"spot_entry":579.58,"spot_exit":609.7,"strike":642.7,"symbol":"SPY","target_delta":0.7,"tenor_months":6,"theta_entry":-0.036,"vega_entry":1.396}],"trade_count":29}}},"signal_triggers_count":29,"strategy_mode":"PUT_HIGH_IVHV","symbol":"SPY"},"puts_ratio_2_0":{"call_reduc_delta":null,"put_threshold":2.0,"results_matrix":{"3M":{"20D":{"metrics":{"avg_holding_days":5.2,"avg_roi_pct":44.5,"avg_trade_pnl":2093.03,"losses":8,"max_drawdown_dollars":12821.75,"max_drawdown_pct":12.82,"profit_factor":2.76,"sharpe_ratio":1.37,"total_pnl_dollars":37674.48,"total_trades":18,"win_rate_pct":55.6,"wins":10},"sample_trades":[{"capital_allocated":4790.56,"contracts":12,"delta_entry":-0.2,"entry_date":"2024-07-05","entry_premium":3.99,"exit_date":"2024-07-18","exit_premium":6.36,"exit_reason":"PROFIT_TARGET_50%","holding_days":9,"is_win":true,"iv_entry_pct":12.48,"iv_exit_pct":15.93,"option_type":"PUT","peak_roi_pct":59.35,"pnl_dollars":2843.37,"ratio_entry":2.103,"ratio_exit":1.668,"roi_pct":59.35,"spot_entry":554.64,"spot_exit":552.66,"strike":531.7,"symbol":"SPY","target_delta":0.2,"tenor_months":3,"theta_entry":-0.043,"vega_entry":0.77},{"capital_allocated":4569.34,"contracts":6,"delta_entry":-0.2,"entry_date":"2024-10-07","entry_premium":7.62,"exit_date":"2024-10-11","exit_premium":3.71,"exit_reason":"STOP_LOSS_50%","holding_days":4,"is_win":false,"iv_entry_pct":22.64,"iv_exit_pct":20.46,"option_type":"PUT","peak_roi_pct":0.0,"pnl_dollars":-2344.33,"ratio_entry":2.242,"ratio_exit":2.052,"roi_pct":-51.31,"spot_entry":567.8,"spot_exit":579.58,"strike":524.1,"symbol":"SPY","target_delta":0.2,"tenor_months":3,"theta_entry":-0.088,"vega_entry":0.789},{"capital_allocated":4575.0,"contracts":7,"delta_entry":-0.2,"entry_date":"2024-10-17","entry_premium":6.54,"exit_date":"2024-10-31","exit_premium":11.92,"exit_reason":"PROFIT_TARGET_50%","holding_days":10,"is_win":true,"iv_entry_pct":19.11,"iv_exit_pct":23.16,"option_type":"PUT","peak_roi_pct":82.34,"pnl_dollars":3767.18,"ratio_entry":2.097,"ratio_exit":2.006,"roi_pct":82.34,"spot_entry":582.35,"spot_exit":568.64,"strike":544.5,"symbol":"SPY","target_delta":0.2,"tenor_months":3,"theta_entry":-0.075,"vega_entry":0.809},{"capital_allocated":4857.0,"contracts":7,"delta_entry":-0.2,"entry_date":"2024-10-25","entry_premium":6.94,"exit_date":"2024-10-31","exit_premium":11.19,"exit_reason":"PROFIT_TARGET_50%","holding_days":4,"is_win":true,"iv_entry_pct":20.33,"iv_exit_pct":23.16,"option_type":"PUT","peak_roi_pct":61.28,"pnl_dollars":2976.51,"ratio_entry":2.135,"ratio_exit":2.006,"roi_pct":61.28,"spot_entry":579.04,"spot_exit":568.64,"strike":539.0,"symbol":"SPY","target_delta":0.2,"tenor_months":3,"theta_entry":-0.08,"vega_entry":0.805},{"capital_allocated":4442.99,"contracts":6,"delta_entry":-0.2,"entry_date":"2024-11-04","entry_premium":7.4,"exit_date":"2024-11-06","exit_premium":1.21,"exit_reason":"STOP_LOSS_50%","holding_days":2,"is_win":false,"iv_entry_pct":21.98,"iv_exit_pct":16.27,"option_type":"PUT","peak_roi_pct":0.0,"pnl_dollars":-3719.35,"ratio_entry":2.055,"ratio_exit":1.175,"roi_pct":-83.71,"spot_entry":569.81,"spot_exit":591.04,"strike":527.2,"symbol":"SPY","target_delta":0.2,"tenor_months":3,"theta_entry":-0.086,"vega_entry":0.791}],"trade_count":18},"30D":{"metrics":{"avg_holding_days":7.6,"avg_roi_pct":33.0,"avg_trade_pnl":1494.45,"losses":7,"max_drawdown_dollars":7203.44,"max_drawdown_pct":7.2,"profit_factor":2.54,"sharpe_ratio":1.36,"total_pnl_dollars":26900.05,"total_trades":18,"win_rate_pct":61.1,"wins":11},"sample_trades":[{"capital_allocated":4788.9,"contracts":7,"delta_entry":-0.3,"entry_date":"2024-07-05","entry_premium":6.84,"exit_date":"2024-07-19","exit_premium":11.57,"exit_reason":"PROFIT_TARGET_50%","holding_days":10,"is_win":true,"iv_entry_pct":12.48,"iv_exit_pct":16.52,"option_type":"PUT","peak_roi_pct":69.11,"pnl_dollars":3309.66,"ratio_entry":2.103,"ratio_exit":1.683,"roi_pct":69.11,"spot_entry":554.64,"spot_exit":548.99,"strike":542.3,"symbol":"SPY","target_delta":0.3,"tenor_months":3,"theta_entry":-0.051,"vega_entry":0.956},{"capital_allocated":3913.86,"contracts":3,"delta_entry":-0.3,"entry_date":"2024-10-07","entry_premium":13.05,"exit_date":"2024-10-14","exit_premium":5.66,"exit_reason":"STOP_LOSS_50%","holding_days":5,"is_win":false,"iv_entry_pct":22.64,"iv_exit_pct":19.7,"option_type":"PUT","peak_roi_pct":0.0,"pnl_dollars":-2216.9,"ratio_entry":2.242,"ratio_exit":1.923,"roi_pct":-56.64,"spot_entry":567.8,"spot_exit":584.32,"strike":543.1,"symbol":"SPY","target_delta":0.3,"tenor_months":3,"theta_entry":-0.107,"vega_entry":0.978},{"capital_allocated":4472.24,"contracts":4,"delta_entry":-0.3,"entry_date":"2024-10-17","entry_premium":11.18,"exit_date":"2024-10-31","exit_premium":18.28,"exit_reason":"PROFIT_TARGET_50%","holding_days":10,"is_win":true,"iv_entry_pct":19.11,"iv_exit_pct":23.16,"option_type":"PUT","peak_roi_pct":63.51,"pnl_dollars":2840.42,"ratio_entry":2.097,"ratio_exit":2.006,"roi_pct":63.51,"spot_entry":582.35,"spot_exit":568.64,"strike":561.1,"symbol":"SPY","target_delta":0.3,"tenor_months":3,"theta_entry":-0.09,"vega_entry":1.003},{"capital_allocated":4749.34,"contracts":4,"delta_entry":-0.3,"entry_date":"2024-10-25","entry_premium":11.87,"exit_date":"2024-11-06","exit_premium":4.39,"exit_reason":"STOP_LOSS_50%","holding_days":8,"is_win":false,"iv_entry_pct":20.33,"iv_exit_pct":16.27,"option_type":"PUT","peak_roi_pct":46.97,"pnl_dollars":-2993.31,"ratio_entry":2.135,"ratio_exit":1.175,"roi_pct":-63.03,"spot_entry":579.04,"spot_exit":591.04,"strike":556.5,"symbol":"SPY","target_delta":0.3,"tenor_months":3,"theta_entry":-0.096,"vega_entry":0.998},{"capital_allocated":3810.66,"contracts":3,"delta_entry":-0.3,"entry_date":"2024-11-04","entry_premium":12.7,"exit_date":"2024-11-06","exit_premium":3.1,"exit_reason":"STOP_LOSS_50%","holding_days":2,"is_win":false,"iv_entry_pct":21.98,"iv_exit_pct":16.27,"option_type":"PUT","peak_roi_pct":0.0,"pnl_dollars":-2880.74,"ratio_entry":2.055,"ratio_exit":1.175,"roi_pct":-75.6,"spot_entry":569.81,"spot_exit":591.04,"strike":545.8,"symbol":"SPY","target_delta":0.3,"tenor_months":3,"theta_entry":-0.103,"vega_entry":0.982}],"trade_count":18},"50D":{"metrics":{"avg_holding_days":14.1,"avg_roi_pct":-11.8,"avg_trade_pnl":-283.95,"losses":12,"max_drawdown_dollars":10568.85,"max_drawdown_pct":10.57,"profit_factor":0.79,"sharpe_ratio":-0.63,"total_pnl_dollars":-5111.13,"total_trades":18,"win_rate_pct":33.3,"wins":6},"sample_trades":[{"capital_allocated":4322.29,"contracts":3,"delta_entry":-0.499,"entry_date":"2024-07-05","entry_premium":14.41,"exit_date":"2024-07-24","exit_premium":26.0,"exit_reason":"PROFIT_TARGET_50%","holding_days":13,"is_win":true,"iv_entry_pct":12.48,"iv_exit_pct":18.04,"option_type":"PUT","peak_roi_pct":80.49,"pnl_dollars":3479.11,"ratio_entry":2.103,"ratio_exit":1.367,"roi_pct":80.49,"spot_entry":554.64,"spot_exit":541.23,"strike":560.2,"symbol":"SPY","target_delta":0.5,"tenor_months":3,"theta_entry":-0.05,"vega_entry":1.095},{"capital_allocated":2770.77,"contracts":1,"delta_entry":-0.5,"entry_date":"2024-10-07","entry_premium":27.71,"exit_date":"2024-10-18","exit_premium":13.42,"exit_reason":"STOP_LOSS_50%","holding_days":9,"is_win":false,"iv_entry_pct":22.64,"iv_exit_pct":18.03,"option_type":"PUT","peak_roi_pct":0.0,"pnl_dollars":-1428.6,"ratio_entry":2.242,"ratio_exit":2.026,"roi_pct":-51.56,"spot_entry":567.8,"spot_exit":584.59,"strike":576.2,"symbol":"SPY","target_delta":0.5,"tenor_months":3,"theta_entry":-0.113,"vega_entry":1.121},{"capital_allocated":4737.19,"contracts":2,"delta_entry":-0.5,"entry_date":"2024-10-17","entry_premium":23.69,"exit_date":"2024-11-07","exit_premium":11.2,"exit_reason":"STOP_LOSS_50%","holding_days":15,"is_win":false,"iv_entry_pct":19.11,"iv_exit_pct":15.2,"option_type":"PUT","peak_roi_pct":41.36,"pnl_dollars":-2497.52,"ratio_entry":2.097,"ratio_exit":1.086,"roi_pct":-52.72,"spot_entry":582.35,"spot_exit":595.61,"strike":589.8,"symbol":"SPY","target_delta":0.5,"tenor_months":3,"theta_entry":-0.094,"vega_entry":1.15},{"capital_allocated":2515.04,"contracts":1,"delta_entry":-0.5,"entry_date":"2024-10-25","entry_premium":25.15,"exit_date":"2024-11-07","exit_premium":10.67,"exit_reason":"STOP_LOSS_50%","holding_days":9,"is_win":false,"iv_entry_pct":20.33,"iv_exit_pct":15.2,"option_type":"PUT","peak_roi_pct":30.05,"pnl_dollars":-1447.65,"ratio_entry":2.135,"ratio_exit":1.086,"roi_pct":-57.56,"spot_entry":579.04,"spot_exit":595.61,"strike":586.8,"symbol":"SPY","target_delta":0.5,"tenor_months":3,"theta_entry":-0.101,"vega_entry":1.143},{"capital_allocated":2692.51,"contracts":1,"delta_entry":-0.5,"entry_date":"2024-11-04","entry_premium":26.93,"exit_date":"2024-11-06","exit_premium":10.96,"exit_reason":"STOP_LOSS_50%","holding_days":2,"is_win":false,"iv_entry_pct":21.98,"iv_exit_pct":16.27,"option_type":"PUT","peak_roi_pct":0.0,"pnl_dollars":-1596.39,"ratio_entry":2.055,"ratio_exit":1.175,"roi_pct":-59.29,"spot_entry":569.81,"spot_exit":591.04,"strike":578.0,"symbol":"SPY","target_delta":0.5,"tenor_months":3,"theta_entry":-0.109,"vega_entry":1.125}],"trade_count":18},"70D":{"metrics":{"avg_holding_days":26.8,"avg_roi_pct":-24.0,"avg_trade_pnl":-1432.39,"losses":14,"max_drawdown_dollars":27096.31,"max_drawdown_pct":27.1,"profit_factor":0.2,"sharpe_ratio":-1.95,"total_pnl_dollars":-25783.08,"total_trades":18,"win_rate_pct":22.2,"wins":4},"sample_trades":[{"capital_allocated":2606.98,"contracts":1,"delta_entry":-0.7,"entry_date":"2024-07-05","entry_premium":26.07,"exit_date":"2024-07-24","exit_premium":39.2,"exit_reason":"PROFIT_TARGET_50%","holding_days":13,"is_win":true,"iv_entry_pct":12.48,"iv_exit_pct":18.04,"option_type":"PUT","peak_roi_pct":50.37,"pnl_dollars":1313.23,"ratio_entry":2.103,"ratio_exit":1.367,"roi_pct":50.37,"spot_entry":554.64,"spot_exit":541.23,"strike":578.8,"symbol":"SPY","target_delta":0.7,"tenor_months":3,"theta_entry":-0.029,"vega_entry":0.952},{"capital_allocated":5040.0,"contracts":1,"delta_entry":-0.7,"entry_date":"2024-10-07","entry_premium":50.4,"exit_date":"2024-11-07","exit_premium":21.36,"exit_reason":"STOP_LOSS_50%","holding_days":23,"is_win":false,"iv_entry_pct":22.64,"iv_exit_pct":15.2,"option_type":"PUT","peak_roi_pct":0.0,"pnl_dollars":-2904.35,"ratio_entry":2.242,"ratio_exit":1.086,"roi_pct":-57.63,"spot_entry":567.8,"spot_exit":595.61,"strike":611.3,"symbol":"SPY","target_delta":0.7,"tenor_months":3,"theta_entry":-0.082,"vega_entry":0.974},{"capital_allocated":4307.6,"contracts":1,"delta_entry":-0.7,"entry_date":"2024-10-17","entry_premium":43.08,"exit_date":"2024-11-29","exit_premium":20.54,"exit_reason":"STOP_LOSS_50%","holding_days":30,"is_win":false,"iv_entry_pct":19.11,"iv_exit_pct":13.51,"option_type":"PUT","peak_roi_pct":27.08,"pnl_dollars":-2253.52,"ratio_entry":2.097,"ratio_exit":1.143,"roi_pct":-52.32,"spot_entry":582.35,"spot_exit":602.55,"strike":620.1,"symbol":"SPY","target_delta":0.7,"tenor_months":3,"theta_entry":-0.065,"vega_entry":0.999},{"capital_allocated":4576.21,"contracts":1,"delta_entry":-0.7,"entry_date":"2024-10-25","entry_premium":45.76,"exit_date":"2024-11-26","exit_premium":22.3,"exit_reason":"STOP_LOSS_50%","holding_days":22,"is_win":false,"iv_entry_pct":20.33,"iv_exit_pct":14.1,"option_type":"PUT","peak_roi_pct":19.14,"pnl_dollars":-2346.3,"ratio_entry":2.135,"ratio_exit":0.992,"roi_pct":-51.27,"spot_entry":579.04,"spot_exit":600.65,"strike":618.9,"symbol":"SPY","target_delta":0.7,"tenor_months":3,"theta_entry":-0.071,"vega_entry":0.993},{"capital_allocated":4899.34,"contracts":1,"delta_entry":-0.7,"entry_date":"2024-11-04","entry_premium":48.99,"exit_date":"2024-11-07","exit_premium":24.02,"exit_reason":"STOP_LOSS_50%","holding_days":3,"is_win":false,"iv_entry_pct":21.98,"iv_exit_pct":15.2,"option_type":"PUT","peak_roi_pct":0.0,"pnl_dollars":-2496.89,"ratio_entry":2.055,"ratio_exit":1.086,"roi_pct":-50.96,"spot_entry":569.81,"spot_exit":595.61,"strike":612.2,"symbol":"SPY","target_delta":0.7,"tenor_months":3,"theta_entry":-0.078,"vega_entry":0.977}],"trade_count":18}},"6M":{"20D":{"metrics":{"avg_holding_days":6.7,"avg_roi_pct":50.5,"avg_trade_pnl":2390.35,"losses":6,"max_drawdown_dollars":6936.09,"max_drawdown_pct":6.94,"profit_factor":3.97,"sharpe_ratio":1.82,"total_pnl_dollars":43026.33,"total_trades":18,"win_rate_pct":66.7,"wins":12},"sample_trades":[{"capital_allocated":4578.72,"contracts":8,"delta_entry":-0.2,"entry_date":"2024-07-05","entry_premium":5.72,"exit_date":"2024-07-18","exit_premium":9.53,"exit_reason":"PROFIT_TARGET_50%","holding_days":9,"is_win":true,"iv_entry_pct":12.48,"iv_exit_pct":15.93,"option_type":"PUT","peak_roi_pct":66.59,"pnl_dollars":3048.96,"ratio_entry":2.103,"ratio_exit":1.668,"roi_pct":66.59,"spot_entry":554.64,"spot_exit":552.66,"strike":525.6,"symbol":"SPY","target_delta":0.2,"tenor_months":6,"theta_entry":-0.027,"vega_entry":1.087},{"capital_allocated":4411.41,"contracts":4,"delta_entry":-0.2,"entry_date":"2024-10-07","entry_premium":11.03,"exit_date":"2024-10-14","exit_premium":5.01,"exit_reason":"STOP_LOSS_50%","holding_days":5,"is_win":false,"iv_entry_pct":22.64,"iv_exit_pct":19.7,"option_type":"PUT","peak_roi_pct":0.0,"pnl_dollars":-2406.24,"ratio_entry":2.242,"ratio_exit":1.923,"roi_pct":-54.55,"spot_entry":567.8,"spot_exit":584.32,"strike":511.4,"symbol":"SPY","target_delta":0.2,"tenor_months":6,"theta_entry":-0.059,"vega_entry":1.114},{"capital_allocated":4708.04,"contracts":5,"delta_entry":-0.2,"entry_date":"2024-10-17","entry_premium":9.42,"exit_date":"2024-10-31","exit_premium":16.56,"exit_reason":"PROFIT_TARGET_50%","holding_days":10,"is_win":true,"iv_entry_pct":19.11,"iv_exit_pct":23.16,"option_type":"PUT","peak_roi_pct":75.85,"pnl_dollars":3570.92,"ratio_entry":2.097,"ratio_exit":2.006,"roi_pct":75.85,"spot_entry":582.35,"spot_exit":568.64,"strike":533.5,"symbol":"SPY","target_delta":0.2,"tenor_months":6,"theta_entry":-0.049,"vega_entry":1.141},{"capital_allocated":4001.23,"contracts":4,"delta_entry":-0.2,"entry_date":"2024-10-25","entry_premium":10.0,"exit_date":"2024-10-31","exit_premium":15.24,"exit_reason":"PROFIT_TARGET_50%","holding_days":4,"is_win":true,"iv_entry_pct":20.33,"iv_exit_pct":23.16,"option_type":"PUT","peak_roi_pct":52.38,"pnl_dollars":2095.98,"ratio_entry":2.135,"ratio_exit":2.006,"roi_pct":52.38,"spot_entry":579.04,"spot_exit":568.64,"strike":527.3,"symbol":"SPY","target_delta":0.2,"tenor_months":6,"theta_entry":-0.053,"vega_entry":1.135},{"capital_allocated":4284.94,"contracts":4,"delta_entry":-0.2,"entry_date":"2024-11-04","entry_premium":10.71,"exit_date":"2024-11-06","exit_premium":2.48,"exit_reason":"STOP_LOSS_50%","holding_days":2,"is_win":false,"iv_entry_pct":21.98,"iv_exit_pct":16.27,"option_type":"PUT","peak_roi_pct":0.0,"pnl_dollars":-3291.49,"ratio_entry":2.055,"ratio_exit":1.175,"roi_pct":-76.82,"spot_entry":569.81,"spot_exit":591.04,"strike":514.8,"symbol":"SPY","target_delta":0.2,"tenor_months":6,"theta_entry":-0.057,"vega_entry":1.117}],"trade_count":18},"30D":{"metrics":{"avg_holding_days":9.2,"avg_roi_pct":21.9,"avg_trade_pnl":1072.41,"losses":8,"max_drawdown_dollars":5745.62,"max_drawdown_pct":5.75,"profit_factor":2.21,"sharpe_ratio":0.98,"total_pnl_dollars":19303.42,"total_trades":18,"win_rate_pct":55.6,"wins":10},"sample_trades":[{"capital_allocated":4911.64,"contracts":5,"delta_entry":-0.3,"entry_date":"2024-07-05","entry_premium":9.82,"exit_date":"2024-07-19","exit_premium":16.48,"exit_reason":"PROFIT_TARGET_50%","holding_days":10,"is_win":true,"iv_entry_pct":12.48,"iv_exit_pct":16.52,"option_type":"PUT","peak_roi_pct":67.8,"pnl_dollars":3330.12,"ratio_entry":2.103,"ratio_exit":1.683,"roi_pct":67.8,"spot_entry":554.64,"spot_exit":548.99,"strike":540.5,"symbol":"SPY","target_delta":0.3,"tenor_months":6,"theta_entry":-0.031,"vega_entry":1.35},{"capital_allocated":3792.8,"contracts":2,"delta_entry":-0.3,"entry_date":"2024-10-07","entry_premium":18.96,"exit_date":"2024-10-18","exit_premium":7.99,"exit_reason":"STOP_LOSS_50%","holding_days":9,"is_win":false,"iv_entry_pct":22.64,"iv_exit_pct":18.03,"option_type":"PUT","peak_roi_pct":0.0,"pnl_dollars":-2195.55,"ratio_entry":2.242,"ratio_exit":2.026,"roi_pct":-57.89,"spot_entry":567.8,"spot_exit":584.59,"strike":537.9,"symbol":"SPY","target_delta":0.3,"tenor_months":6,"theta_entry":-0.07,"vega_entry":1.381},{"capital_allocated":4857.45,"contracts":3,"delta_entry":-0.3,"entry_date":"2024-10-17","entry_premium":16.19,"exit_date":"2024-10-31","exit_premium":25.32,"exit_reason":"PROFIT_TARGET_50%","holding_days":10,"is_win":true,"iv_entry_pct":19.11,"iv_exit_pct":23.16,"option_type":"PUT","peak_roi_pct":56.41,"pnl_dollars":2739.89,"ratio_entry":2.097,"ratio_exit":2.006,"roi_pct":56.41,"spot_entry":582.35,"spot_exit":568.64,"strike":556.8,"symbol":"SPY","target_delta":0.3,"tenor_months":6,"theta_entry":-0.058,"vega_entry":1.417},{"capital_allocated":3439.51,"contracts":2,"delta_entry":-0.3,"entry_date":"2024-10-25","entry_premium":17.2,"exit_date":"2024-11-06","exit_premium":8.03,"exit_reason":"STOP_LOSS_50%","holding_days":8,"is_win":false,"iv_entry_pct":20.33,"iv_exit_pct":16.27,"option_type":"PUT","peak_roi_pct":39.16,"pnl_dollars":-1832.99,"ratio_entry":2.135,"ratio_exit":1.175,"roi_pct":-53.29,"spot_entry":579.04,"spot_exit":591.04,"strike":551.8,"symbol":"SPY","target_delta":0.3,"tenor_months":6,"theta_entry":-0.062,"vega_entry":1.408},{"capital_allocated":3684.87,"contracts":2,"delta_entry":-0.3,"entry_date":"2024-11-04","entry_premium":18.42,"exit_date":"2024-11-06","exit_premium":6.05,"exit_reason":"STOP_LOSS_50%","holding_days":2,"is_win":false,"iv_entry_pct":21.98,"iv_exit_pct":16.27,"option_type":"PUT","peak_roi_pct":0.0,"pnl_dollars":-2474.15,"ratio_entry":2.055,"ratio_exit":1.175,"roi_pct":-67.14,"spot_entry":569.81,"spot_exit":591.04,"strike":540.7,"symbol":"SPY","target_delta":0.3,"tenor_months":6,"theta_entry":-0.067,"vega_entry":1.386}],"trade_count":18},"50D":{"metrics":{"avg_holding_days":22.2,"avg_roi_pct":-6.7,"avg_trade_pnl":-529.53,"losses":11,"max_drawdown_dollars":12383.42,"max_drawdown_pct":12.38,"profit_factor":0.6,"sharpe_ratio":-0.4,"total_pnl_dollars":-9531.54,"total_trades":18,"win_rate_pct":38.9,"wins":7},"sample_trades":[{"capital_allocated":4155.52,"contracts":2,"delta_entry":-0.5,"entry_date":"2024-07-05","entry_premium":20.78,"exit_date":"2024-07-24","exit_premium":35.02,"exit_reason":"PROFIT_TARGET_50%","holding_days":13,"is_win":true,"iv_entry_pct":12.48,"iv_exit_pct":18.04,"option_type":"PUT","peak_roi_pct":68.53,"pnl_dollars":2847.97,"ratio_entry":2.103,"ratio_exit":1.367,"roi_pct":68.53,"spot_entry":554.64,"spot_exit":541.23,"strike":566.0,"symbol":"SPY","target_delta":0.5,"tenor_months":6,"theta_entry":-0.027,"vega_entry":1.544},{"capital_allocated":4047.98,"contracts":1,"delta_entry":-0.5,"entry_date":"2024-10-07","entry_premium":40.48,"exit_date":"2024-11-06","exit_premium":17.69,"exit_reason":"STOP_LOSS_50%","holding_days":22,"is_win":false,"iv_entry_pct":22.64,"iv_exit_pct":16.27,"option_type":"PUT","peak_roi_pct":0.0,"pnl_dollars":-2278.78,"ratio_entry":2.242,"ratio_exit":1.175,"roi_pct":-56.29,"spot_entry":567.8,"spot_exit":591.04,"strike":584.9,"symbol":"SPY","target_delta":0.5,"tenor_months":6,"theta_entry":-0.07,"vega_entry":1.581},{"capital_allocated":3446.85,"contracts":1,"delta_entry":-0.5,"entry_date":"2024-10-17","entry_premium":34.47,"exit_date":"2024-11-26","exit_premium":15.74,"exit_reason":"STOP_LOSS_50%","holding_days":28,"is_win":false,"iv_entry_pct":19.11,"iv_exit_pct":14.1,"option_type":"PUT","peak_roi_pct":34.47,"pnl_dollars":-1873.01,"ratio_entry":2.097,"ratio_exit":0.992,"roi_pct":-54.34,"spot_entry":582.35,"spot_exit":600.65,"strike":597.6,"symbol":"SPY","target_delta":0.5,"tenor_months":6,"theta_entry":-0.056,"vega_entry":1.621},{"capital_allocated":3669.8,"contracts":1,"delta_entry":-0.5,"entry_date":"2024-10-25","entry_premium":36.7,"exit_date":"2024-11-08","exit_premium":18.08,"exit_reason":"STOP_LOSS_50%","holding_days":10,"is_win":false,"iv_entry_pct":20.33,"iv_exit_pct":14.94,"option_type":"PUT","peak_roi_pct":23.82,"pnl_dollars":-1862.28,"ratio_entry":2.135,"ratio_exit":1.072,"roi_pct":-50.75,"spot_entry":579.04,"spot_exit":598.19,"strike":595.0,"symbol":"SPY","target_delta":0.5,"tenor_months":6,"theta_entry":-0.061,"vega_entry":1.612},{"capital_allocated":3930.3,"contracts":1,"delta_entry":-0.5,"entry_date":"2024-11-04","entry_premium":39.3,"exit_date":"2024-11-07","exit_premium":16.42,"exit_reason":"STOP_LOSS_50%","holding_days":3,"is_win":false,"iv_entry_pct":21.98,"iv_exit_pct":15.2,"option_type":"PUT","peak_roi_pct":0.0,"pnl_dollars":-2288.52,"ratio_entry":2.055,"ratio_exit":1.086,"roi_pct":-58.23,"spot_entry":569.81,"spot_exit":595.61,"strike":586.5,"symbol":"SPY","target_delta":0.5,"tenor_months":6,"theta_entry":-0.067,"vega_entry":1.586}],"trade_count":18},"70D":{"metrics":{"avg_holding_days":50.5,"avg_roi_pct":-22.0,"avg_trade_pnl":-1985.48,"losses":14,"max_drawdown_dollars":38513.91,"max_drawdown_pct":38.51,"profit_factor":0.22,"sharpe_ratio":-1.75,"total_pnl_dollars":-35738.68,"total_trades":18,"win_rate_pct":22.2,"wins":4},"sample_trades":[{"capital_allocated":3777.83,"contracts":1,"delta_entry":-0.7,"entry_date":"2024-07-05","entry_premium":37.78,"exit_date":"2024-08-02","exit_premium":64.91,"exit_reason":"PROFIT_TARGET_50%","holding_days":20,"is_win":true,"iv_entry_pct":12.48,"iv_exit_pct":23.39,"option_type":"PUT","peak_roi_pct":71.82,"pnl_dollars":2713.18,"ratio_entry":2.103,"ratio_exit":1.399,"roi_pct":71.82,"spot_entry":554.64,"spot_exit":532.9,"strike":592.9,"symbol":"SPY","target_delta":0.7,"tenor_months":6,"theta_entry":-0.008,"vega_entry":1.336},{"capital_allocated":7432.44,"contracts":1,"delta_entry":-0.7,"entry_date":"2024-10-07","entry_premium":74.32,"exit_date":"2024-11-29","exit_premium":35.19,"exit_reason":"STOP_LOSS_50%","holding_days":38,"is_win":false,"iv_entry_pct":22.64,"iv_exit_pct":13.51,"option_type":"PUT","peak_roi_pct":0.0,"pnl_dollars":-3913.71,"ratio_entry":2.242,"ratio_exit":1.143,"roi_pct":-52.66,"spot_entry":567.8,"spot_exit":602.55,"strike":636.3,"symbol":"SPY","target_delta":0.7,"tenor_months":6,"theta_entry":-0.042,"vega_entry":1.368},{"capital_allocated":6303.99,"contracts":1,"delta_entry":-0.7,"entry_date":"2024-10-17","entry_premium":63.04,"exit_date":"2025-02-19","exit_premium":30.91,"exit_reason":"STOP_LOSS_50%","holding_days":83,"is_win":false,"iv_entry_pct":19.11,"iv_exit_pct":15.27,"option_type":"PUT","peak_roi_pct":21.01,"pnl_dollars":-3213.42,"ratio_entry":2.097,"ratio_exit":1.488,"roi_pct":-50.97,"spot_entry":582.35,"spot_exit":612.93,"strike":641.6,"symbol":"SPY","target_delta":0.7,"tenor_months":6,"theta_entry":-0.031,"vega_entry":1.403},{"capital_allocated":6717.82,"contracts":1,"delta_entry":-0.7,"entry_date":"2024-10-25","entry_premium":67.18,"exit_date":"2025-02-14","exit_premium":33.54,"exit_reason":"STOP_LOSS_50%","holding_days":75,"is_win":false,"iv_entry_pct":20.33,"iv_exit_pct":14.77,"option_type":"PUT","peak_roi_pct":14.24,"pnl_dollars":-3363.51,"ratio_entry":2.135,"ratio_exit":1.329,"roi_pct":-50.07,"spot_entry":579.04,"spot_exit":609.7,"strike":641.7,"symbol":"SPY","target_delta":0.7,"tenor_months":6,"theta_entry":-0.035,"vega_entry":1.395},{"capital_allocated":7213.92,"contracts":1,"delta_entry":-0.7,"entry_date":"2024-11-04","entry_premium":72.14,"exit_date":"2024-11-29","exit_premium":36.02,"exit_reason":"STOP_LOSS_50%","holding_days":18,"is_win":false,"iv_entry_pct":21.98,"iv_exit_pct":13.51,"option_type":"PUT","peak_roi_pct":0.0,"pnl_dollars":-3612.23,"ratio_entry":2.055,"ratio_exit":1.143,"roi_pct":-50.07,"spot_entry":569.81,"spot_exit":602.55,"strike":636.5,"symbol":"SPY","target_delta":0.7,"tenor_months":6,"theta_entry":-0.04,"vega_entry":1.373}],"trade_count":18}}},"signal_triggers_count":18,"strategy_mode":"PUT_HIGH_IVHV","symbol":"SPY"}}}
