Long Puts

Directional

Alias of long put implementation (buy_put).

Performance across all datasets

SymbolReturn %SharpeMax DD %Win %Avg/trade %Trades
SPY-1604.9%-1.28+1504.9%+5.3%-84.5%19
QQQ-1542.5%-1.21+1442.5%+5.3%-81.2%19
IWM-1455.4%-0.92+1355.4%+5.3%-76.6%19
DIA-1465.5%-0.94+1365.5%+5.3%-77.1%19
Avg-1517.1%-1.09+1417.1%+5.3%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