Long Call Spread

Spread

Alias of bull call spread (call_spread).

Performance across all datasets

SymbolReturn %SharpeMax DD %Win %Avg/trade %Trades
SPY+2036.0%0.50+521.7%+57.9%+107.2%19
QQQ+2306.4%0.57+300.0%+57.9%+121.4%19
IWM+2474.8%0.53+600.0%+47.4%+130.3%19
DIA+1230.6%0.45+479.6%+57.9%+64.8%19
Avg+2012.0%0.51+475.3%+55.3%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