Alias of long straddle (straddle).
| Symbol | Return % | Sharpe | Max DD % | Win % | Avg/trade % | Trades |
|---|---|---|---|---|---|---|
| SPY | -904.0% | -1.09 | +864.0% | +10.5% | -47.6% | 19 |
| QQQ | -992.7% | -1.46 | +931.5% | +10.5% | -52.3% | 19 |
| IWM | -763.1% | -0.85 | +688.5% | +21.1% | -40.2% | 19 |
| DIA | -742.4% | -0.74 | +708.3% | +15.8% | -39.1% | 19 |
| Avg | -850.5% | -1.03 | +798.1% | +14.5% | — | 19 |
What this shows: Overlayed cumulative return series for this strategy across all available symbols.
How to read it: Look for symbols with smoother curves and faster recoveries to assess whether performance is broad-based or driven by a few outliers.
What this shows: Single-symbol cumulative return path for SPY.
How to read it: Use this detailed view to inspect entry/exit behavior over time and whether drawdowns cluster in specific periods.
| Parameter | Default | Description |
|---|---|---|
| alias_of | straddle | Equivalent strategy id |
Long volatility via ATM straddle.
# Alias of straddle