Alias of long strangle (strangle).
| Symbol | Return % | Sharpe | Max DD % | Win % | Avg/trade % | Trades |
|---|---|---|---|---|---|---|
| SPY | -1376.6% | -1.79 | +1276.6% | +10.5% | -72.5% | 19 |
| QQQ | -1227.0% | -1.40 | +1127.0% | +10.5% | -64.6% | 19 |
| IWM | -1197.9% | -1.41 | +1097.9% | +15.8% | -63.0% | 19 |
| DIA | -1466.3% | -1.74 | +1382.3% | +10.5% | -77.2% | 19 |
| Avg | -1317.0% | -1.58 | +1221.0% | +11.8% | — | 19 |
| Parameter | Default | Description |
|---|---|---|
| alias_of | strangle | Equivalent strategy id |
Long volatility through OTM put+call.
# Alias of strangle