🔬 Comprehensive Backtest Results
Parameter sweep analysis: All strikes × All DTEs × Volatility regimes
Total Combinations
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Total Trades
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Best Win Rate
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Best Total P&L
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Short Puts
Short Calls
Both
Underlying:
ESTX50
DAX
EOE
Delta Bucket:
All Deltas
DTE:
All DTEs
Volatility:
All Regimes
Low (< 15)
Medium (15-25)
High (25-35)
Very High (> 35)
Min Trades:
Min Win Rate:
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Delta Bucket
DTE
Vol Regime
Trades
Win Rate
Total P&L
Avg P&L
Profit Factor
Max DD
Assignment %
Avg ROI