Long Puts

Directional

Alias of long put implementation (buy_put).

Performance across all datasets

SymbolReturn %SharpeMax DD %Win %Avg/trade %Trades
SPY+1519.5%0.14+1000.0%+10.5%+80.0%19
QQQ+5226.5%0.25+1000.0%+10.5%+275.1%19
IWM+5535.6%0.26+1000.0%+10.5%+291.4%19
DIA-1434.6%-0.73+1334.6%+5.3%-75.5%19
Avg+2711.8%-0.02+1083.7%+9.2%19
Cumulative P&L % — all symbols
Detail:
Cumulative P&L % — SPY

Risk Profile

Max Profit
Large downside move
Max Loss
Premium paid
Breakeven
Strike - premium
Outlook
Bearish

Parameters

ParameterDefaultDescription
alias_ofbuy_putEquivalent strategy id

Methodology

Directional bearish put buying with premium-defined risk.

Implementation

# Alias of buy_put