Hedging Simulation, Solver To Obtain A Maximum Profit

Im setting up a fixed hedging simulation using excel and want to use solver to obtain a maximum profit. I have taken historical stock prices and then predicted future prices using the random walk process. To create the hedge I am using european calls and puts in both long and short positions. The simulation has been set up so that the options are being brought/sold when the historical data ends and then sold/payed when the predicted data finishes.

I am letting solver change the values of the strike of each of the options and also the amount purchased/sold for each of the options too! My constraints are that all the strike prices have to be >= 0, all the amounts of each particular option has to be >= 0 and that profit has to be >= 0. It is worth noting that as well as the values already mentioned, d1 and d2 values are also being calculated on the sheet which are then used to calculate the value of the options being used (using Black-Scholes model), this value is then given a realistic spread value and then 3% is added on as the brokers fee. All of the values mentioned are being taken into consideration when caluclating profit.