Backtest

+ Add option leg Preset: cash-secured put (sell put at Pa on the base token amount in the position) Preset: put ladder (buy puts at Pa, 1.5 x Pa and 2 x Pa offset, k = 1/3 each) Preset: protective put (buy put at Pa on the base token in the position) Preset: covered put (short the base token + sell put at Pa) Preset: covered call (sell call at Pb against the base token in the position) Preset: protective collar with base token (long base token + buy put at Pa + sell call at Pb) Preset: synthetic short (buy put + sell call at P0) Preset: synthetic long (buy call + sell put at P0) Preset: bullish seagull (buy call at Pb, sell call at 2 x Pb offset, sell put at Pa) Preset: seagull (buy put at Pa, sell put at 2 x Pa offset, sell call at Pb) Preset: protective collar (buy put at Pa + sell call at Pb) Preset: bull put spread (sell put at Pa + buy put at 2 x Pa offset) Preset: call ratio spread 1x2 (buy 1 call at Pb, sell 2 calls at 2 x Pb offset) Preset: call ratio spread 1x2, narrow wing (buy 1 call at Pb, sell 2 calls at 1.5 x Pb offset) Preset: call ratio spread 1x2, wide wing (buy 1 call at Pb, sell 2 calls at 3 x Pb offset) Preset: put ratio spread 1x2 (buy 1 put at Pa, sell 2 puts at 2 x Pa offset) Preset: put ratio spread 1x2, narrow wing (buy 1 put at Pa, sell 2 puts at 1.5 x Pa offset) Preset: put ratio spread 1x2, wide wing (buy 1 put at Pa, sell 2 puts at 3 x Pa offset) Preset: put ratio backspread 1x2 (sell 1 put at Pa, buy 2 puts at 2 x Pa offset) Preset: put ratio backspread 1x2, narrow wing (sell 1 put at Pa, buy 2 puts at 1.5 x Pa offset) Preset: put ratio backspread 1x2, wide wing (sell 1 put at Pa, buy 2 puts at 3 x Pa offset) Preset: call ratio backspread 1x2 (sell 1 call at Pb, buy 2 calls at 2 x Pb offset) Preset: call ratio backspread 1x2, narrow wing (sell 1 call at Pb, buy 2 calls at 1.5 x Pb offset) Preset: call ratio backspread 1x2, wide wing (sell 1 call at Pb, buy 2 calls at 3 x Pb offset) Preset: bear put spread (buy put at P0 + sell put at Pa) Preset: put spread (buy put at Pa + sell put at 2 x Pa offset) Preset: bear call spread (sell call at Pb + buy call at 2 x Pb offset) Preset: bull call spread (buy call at P0 + sell call at Pb) Preset: call spread (buy call at Pb + sell call at 2 x Pb offset) Preset: long straddle (buy put and buy call at P0) Preset: barbell (buy far put at 2 x Pa offset + buy far call at 2 x Pb offset) Preset: long strangle (buy put at Pa + buy call at Pb) Preset: covered strangle (cash-secured put at Pa + covered call at Pb, k = 1) Preset: short strangle (sell put at Pa + sell call at Pb) Preset: short call butterfly (sell call at Pa, buy 2 calls at P0, sell call at Pb) Preset: call broken wing butterfly (buy call at P0, sell 2 calls at Pb, buy call at 3 x Pb offset) Preset: put broken wing butterfly (buy put at P0, sell 2 puts at Pa, buy put at 3 x Pa offset) Preset: put broken wing butterfly, narrow wing (buy put at P0, sell 2 puts at Pa, buy put at 1.5 x Pa offset) Preset: call broken wing butterfly, narrow wing (buy call at P0, sell 2 calls at Pb, buy call at 1.5 x Pb offset) Preset: long call butterfly (buy call at Pa, sell 2 calls at P0, buy call at Pb) Preset: long butterfly centered at P0, narrow wings (buy call at 0.5 x Pa, sell 2 calls at P0, buy call at 0.5 x Pb) Preset: long butterfly centered at P0, wide wings (buy call at 2 x Pa, sell 2 calls at P0, buy call at 2 x Pb) Preset: short butterfly centered at P0, wide wings (sell call at 2 x Pa, buy 2 calls at P0, sell call at 2 x Pb) Preset: short butterfly centered at P0, narrow wings (sell call at 0.5 x Pa, buy 2 calls at P0, sell call at 0.5 x Pb) Preset: long put butterfly, wide wings (buy put at -Pa, sell 2 puts at Pa, buy put at 3 x Pa offset) Preset: long put butterfly, narrow wings (buy put at 0.5 x Pa, sell 2 puts at Pa, buy put at 1.5 x Pa offset) Preset: short put butterfly, narrow wings (sell put at 0.5 x Pa, buy 2 puts at Pa, sell put at 1.5 x Pa offset) Preset: short put butterfly, wide wings (sell put at -Pa, buy 2 puts at Pa, sell put at 3 x Pa offset) Preset: long call butterfly, narrow wings (buy call at 0.5 x Pb, sell 2 calls at Pb, buy call at 1.5 x Pb offset) Preset: short call butterfly, narrow wings (sell call at 0.5 x Pb, buy 2 calls at Pb, sell call at 1.5 x Pb offset) Preset: short call butterfly, wide wings (sell call at -Pb, buy 2 calls at Pb, sell call at 3 x Pb offset) Preset: long call butterfly, wide wings (buy call at -Pb, sell 2 calls at Pb, buy call at 3 x Pb offset) Preset: jade lizard (sell put at Pa, sell call at Pb, buy call at 2 x Pb offset) Preset: diagonal spread (buy put at P0 with 2 x longer expiry, sell put at Pa expiring with the pool) Preset: put diagonal spread, narrow wing (buy put at Pa with 2 x longer expiry, sell put at 1.5 x Pa expiring with the pool) Preset: put diagonal spread, wide wing (buy put at Pa with 2 x longer expiry, sell put at 3 x Pa expiring with the pool) Preset: diagonal spread with calls (buy call at P0 with 2 x longer expiry, sell call at Pb expiring with the pool) Preset: call diagonal spread, narrow wing (buy call at Pb with 2 x longer expiry, sell call at 1.5 x Pb expiring with the pool) Preset: call diagonal spread, wide wing (buy call at Pb with 2 x longer expiry, sell call at 3 x Pb expiring with the pool) Preset: double diagonal spread (sell put at Pa and call at Pb expiring with the pool, buy put at 2 x Pa and call at 2 x Pb with 2 x longer expiry) Preset: reverse double diagonal spread (buy put at Pa and call at Pb expiring with the pool, sell put at 2 x Pa and call at 2 x Pb with 2 x longer expiry) Preset: calendar spread (sell call at P0 expiring with the pool, buy call at P0 with 2 x longer expiry) Preset: reverse calendar spread (buy call at P0 expiring with the pool, sell call at P0 with 2 x longer expiry) Preset: put reverse calendar spread (buy put at P0 expiring with the pool, sell put at P0 with 2 x longer expiry) Preset: put calendar spread (sell put at P0 expiring with the pool, buy put at P0 with 2 x longer expiry) Preset: put calendar spread, narrow strike offset (buy put at P0 with 2 x longer expiry, sell put at 0.5 x Pa expiring with the pool) Preset: call calendar spread, narrow strike offset (buy call at P0 with 2 x longer expiry, sell call at 0.5 x Pb expiring with the pool) Preset: reverse iron condor (buy put at Pa + sell put at 2 x Pa, buy call at Pb + sell call at 2 x Pb) Preset: long iron condor, narrow wings (buy put at Pa + sell put at 1.5 x Pa, buy call at Pb + sell call at 1.5 x Pb) Preset: long iron condor, wide wings (buy put at Pa + sell put at 3 x Pa, buy call at Pb + sell call at 3 x Pb) Preset: broken wing iron condor (sell put at Pa + buy put at 1.5 x Pa, sell call at Pb + buy call at 3 x Pb offset) Preset: iron condor (sell put at Pa + buy put at 2 x Pa, sell call at Pb + buy call at 2 x Pb) Preset: short iron condor, narrow wings (sell put at Pa + buy put at 1.5 x Pa, sell call at Pb + buy call at 1.5 x Pb) Preset: short iron condor, wide wings (sell put at Pa + buy put at 3 x Pa, sell call at Pb + buy call at 3 x Pb) Preset: iron butterfly (sell put and call at P0, buy put at Pa and call at Pb) Preset: reverse iron butterfly (buy put and call at P0, sell put at Pa and call at Pb) Preset: long straddle with wide wings (buy put and call at P0, sell put at 2 x Pa and call at 2 x Pb) Preset: long iron butterfly, wide wings (buy put and call at P0, sell put at 3 x Pa and call at 3 x Pb) Preset: long iron butterfly, narrow wings (buy put and call at P0, sell put at 0.5 x Pa and call at 0.5 x Pb) Preset: short iron butterfly, wide wings (sell put and call at P0, buy put at 3 x Pa and call at 3 x Pb) Preset: short straddle with protective wings (sell put and call at P0, buy put at 2 x Pa and call at 2 x Pb) Preset: short straddle with narrow wings (sell put and call at P0, buy put at 0.5 x Pa and call at 0.5 x Pb)

Direction Short (protects against a fall)Long Size · k (x base token) Funding · % APR Fee · % per side Dynamic rebalancing