Long Calls

Directional

Alias of long call implementation (buy_call).

Performance across all datasets

SymbolReturn %SharpeMax DD %Win %Avg/trade %Trades
SPY-1190.7%-1.05+1154.3%+15.8%-62.7%19
QQQ-972.6%-0.69+964.3%+21.1%-51.2%19
IWM-977.3%-0.80+951.7%+10.5%-51.4%19
DIA-1461.8%-1.39+1523.6%+10.5%-76.9%19
Avg-1150.6%-0.98+1148.5%+14.5%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