Long Straddles

Volatility

Alias of long straddle (straddle).

Performance across all datasets

Symbol	Return %	Sharpe	Max DD %	Win %	Avg/trade %	Trades
SPY	+926.6%	0.46	+120.7%	+57.9%	+48.8%	19
QQQ	+1427.9%	0.52	+123.5%	+57.9%	+75.2%	19
IWM	+1673.1%	0.62	+189.5%	+63.2%	+88.1%	19
DIA	+9.5%	0.01	+190.6%	+47.4%	+0.5%	19
Avg	+1009.3%	0.40	+156.1%	+56.6%	—	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