-1 Call at 2090
-1 Put at 2010
Backtest probability: 83.5%
Sharpe Ratio: 0.82 (2 years of backtest)
-1 Put at 2010
Backtest probability: 83.5%
Sharpe Ratio: 0.82 (2 years of backtest)
거래청산: 스탑 닿음