Long Futures Collar Trade

I put on my first collared futures trade. The idea was to sell a call 5 points above my long futures entry point and buy a put 5 points below. But my futures entry was at 2676.25 instead of 2675 and and the call was 1.5 points less than the put. So my potential upside is only $112.50 not counting fees and my potential downside is $387.50. As the model has a 71% win rate, the expected value is -$32.50 :( It's probably worse than that because the futures gapped up over the weekend reducing the potential upside. Oh well, the expected "tuition fee" is not so big. The screenshot shows the current state of play. Down.

P.S. 17 April
I "managed" the trade a bit and the futures were just below 2680 when the options expired. So I had a naked futures position, which I then sold at 2680.25. Overall, I made about USD 200 on the trade. I have now put another trade on. Long futures at 2681.5, sold a 2690 call for 7.25 and bought a 2675 put for 9.25. Maximum upside is USD 325 and maximum downside is USD 425 not counting commissions, which are small. Expected value is about USD 100. The spread between the two options today is 15 points, up from 10 points yesterday. The idea is to gradually widen the points spread as I am comfortable with it, eventually buying the put 25 points below the futures entry price, which is equivalent to a 1% stop. Yeah, the model is still long, the market is "overbought" and trending up according to the model.