NameDescriptionTypeAdditional information
symbol

Stock symbol.

string

None.

strategy_type

Type of strategy.

string

None.

strategy_description

Strategy description. Format [symbol]:[strategy type code]@[x-Day],[xDelta]

string

None.

strategy_delta

Delta used for strategy.

decimal number

None.

strategy_roll_interval

Interval the strategy rolls to the next expiry in days.

integer

None.

strategy_return

Percent return of strategy over backtest interval.

decimal number

None.

strategy_annualized_return

Annualized percent return of strategy over backtest interval.

decimal number

None.

strategy_drawdown

Max percent drawdown of strategy over backtest interval.

decimal number

None.

stock_return

Percent return of stock over backtest interval.

decimal number

None.

stock_annualized_return

Annualized percent return of stock over backtest interval.

decimal number

None.

stock_drawdown

Max percent drawdown of stock over backtest interval.

decimal number

None.

is_best_strategy

Indicates if it is the best of all 9 strategy variations for the specific symbol and strategy type.

boolean

None.