Long Straddles

Volatility

Alias of long straddle (straddle).

Performance across all datasets

Symbol	Return %	Sharpe	Max DD %	Win %	Avg/trade %	Trades
SPY	-955.6%	-1.33	+866.6%	+15.8%	-50.3%	19
QQQ	-861.2%	-1.16	+784.8%	+10.5%	-45.3%	19
IWM	-743.5%	-1.08	+674.2%	+15.8%	-39.1%	19
DIA	-779.4%	-1.11	+766.1%	+10.5%	-41.0%	19
Avg	-834.9%	-1.17	+772.9%	+13.2%	—	19

Cumulative P&L % — all symbols

Detail:

Cumulative P&L % — SPY

Risk Profile

Max Profit

Large moves

Max Loss

Debit paid

Breakeven

Strike ± debit

Outlook

Long volatility

Parameters

Parameter	Default	Description
alias_of	straddle	Equivalent strategy id

Methodology

Long volatility via ATM straddle.

Implementation

# Alias of straddle