I briefly looked at the README and code. The strategy is an implementation of The Wheel. Did you backtest the strategy including commissions?
I doubt there is much left after commissions. See [0] for a backtest including commissions and [1] for a blog post from ORATS on how to backtest the strategy using the ORATS backtester.
I doubt there is much left after commissions. See [0] for a backtest including commissions and [1] for a blog post from ORATS on how to backtest the strategy using the ORATS backtester.
[0] https://www.reddit.com/r/options/comments/j3ofna/the_wheel_b...
[1] https://blog.orats.com/backtest-basics-how-to-set-up-the-whe...