Long Calls

Directional

Alias of long call implementation (buy_call).

Performance across all datasets

SymbolReturn %SharpeMax DD %Win %Avg/trade %Trades
SPY+4514.9%0.31+900.0%+26.3%+237.6%19
QQQ+8004.1%0.39+501.6%+42.1%+421.3%19
IWM+14489.4%0.54+796.5%+42.1%+762.6%19
DIA-362.5%-0.10+900.0%+21.1%-19.1%19
Avg+6661.5%0.28+774.5%+32.9%19
Cumulative P&L % — all symbols
Detail:
Cumulative P&L % — SPY

Risk Profile

Max Profit
Unlimited
Max Loss
Premium paid
Breakeven
Strike + premium
Outlook
Bullish

Parameters

ParameterDefaultDescription
alias_ofbuy_callEquivalent strategy id

Methodology

Directional bullish call buying with premium-defined risk.

Implementation

# Alias of buy_call