Name | Description | Type | Additional 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. |

daily_data |
List of the daily data points including stock close, stock return, and strategy return. |
Collection of DailyData |
None. |

option_trades |
List of the option trades executed by the strategy. |
Collection of OptionTrade |
None. |