Long Call Spread

Spread

Alias of bull call spread (call_spread).

Performance across all datasets

SymbolReturn %SharpeMax DD %Win %Avg/trade %Trades
SPY+247.9%0.11+480.9%+42.1%+13.1%19
QQQ+407.3%0.18+412.5%+47.4%+21.4%19
IWM+825.1%0.35+400.0%+52.6%+43.4%19
DIA+107.0%0.06+414.6%+47.4%+5.6%19
Avg+396.8%0.17+427.0%+47.4%19
Cumulative P&L % — all symbols
Detail:
Cumulative P&L % — SPY

Risk Profile

Max Profit
Spread width - debit
Max Loss
Debit
Breakeven
Long strike + debit
Outlook
Moderately bullish

Parameters

ParameterDefaultDescription
alias_ofcall_spreadEquivalent strategy id

Methodology

Defined-risk bullish vertical spread.

Implementation

# Alias of call_spread