Alias of long strangle (strangle).
| Symbol | Return % | Sharpe | Max DD % | Win % | Avg/trade % | Trades |
|---|---|---|---|---|---|---|
| SPY | -1363.6% | -1.28 | +1277.7% | +10.5% | -71.8% | 19 |
| QQQ | -1364.3% | -1.65 | +1272.3% | +10.5% | -71.8% | 19 |
| IWM | -1185.7% | -0.99 | +1085.7% | +15.8% | -62.4% | 19 |
| DIA | -1255.3% | -0.83 | +1155.3% | +15.8% | -66.1% | 19 |
| Avg | -1292.2% | -1.19 | +1197.7% | +13.2% | — | 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 | strangle | Equivalent strategy id |
Long volatility through OTM put+call.
# Alias of strangle