Hi @MGL_Data2
I understand your observation. However, I would like to reiterate that the historical trades alone should not be interpreted as the design of the Algo.
While the available trade history may predominantly show CE Credit Spreads, the Algo is not structurally designed to trade only CE spreads. It generates trades solely based on its predefined logic and entry criteria, and the resulting trades are a function of the market conditions satisfying that logic during those periods.
Regarding your suggestion on sharing a longer trade history, I’ve addressed this in detail in another community post. Request you to kindly refer to it here: Backtest data before July '25 - #4 by jay.gori