Fenrir

Account (IBKR)

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net liquidation

Open spreads

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Open P&L

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at the mid to close, the entry's commissions paid

Realized

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since the fresh start

The record

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The plan

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Sell a spread of your own choosing (the strikes and the expiration typed)

Short put strike Long put strike (the wing) Expiration YYYYMMDD Contracts (0 = sized by risk)

Open spreads

#	Spread	Expires	Sold	Credit	Max loss	Index to short	Mark	P&L
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the plan holds to expiry: Close buys the spread back by hand (the combo bought at the mid, then the natural); a spread whose expiration passed is booked at the cash settlement after 16:05 ET

Settings the trader reads them every cycle

Risk an entry, % of the account Fixed contracts (0 = by risk) Cap (contracts) Open spreads at most Total risk cap, % of the account Days out (the expiration nearest) Short delta Wing, % of the index Fill, share of the natural Standing entry On From (ET)

the days out, the delta and the wing shape the scanner's plan only once the trader restarts with new config (DESK_SPREAD_*); the risk, the counts, the caps, the fill and the standing entry apply at the next cycle

Closed spreads

#	Spread	Sold	Expired / closed	Credit	Exit	P&L	How
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The scanner's puts

Short / long	Credit	Max loss	Δ	Distance	Worthless	Full loss	EV	EV / risk
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Orders

#	When	Action	Asked	Status	Result
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The plan

Open spreads

Settings the trader reads them every cycle

Closed spreads

The scanner's puts

Orders