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.
>It used to be that only westerners had the means to afford traveling across the world but recently, with the rising income in China and India, they can too and, at least in Europe, you can see this.
IATA forecasts that by 2037 Asia-Pacific will have more air travelers than North America and Europe combined.