Backtest Strategy

Configuration
// Model bindings might need custom handling for TimeSpan

Simulating...

Strategy Logic (9:20 Straddle)
  • Entry: Sell ATM Call & Put at specified Entry Time.
  • Exit: Square off both legs at Exit Time.
  • Stop Loss: Independent SL placed on each leg based on Premium % (e.g. 20%).
  • Adjustment: None (Simple SL Only).