Buy 1 higher put, sell 2 lower puts.
| Symbol | Return % | Sharpe | Max DD % | Win % | Avg/trade % | Trades |
|---|---|---|---|---|---|---|
| SPY | +3775.9% | 0.17 | +3511.2% | +73.7% | +198.7% | 19 |
| QQQ | +2156.7% | 0.81 | +405.6% | +94.7% | +113.5% | 19 |
| IWM | +2022.2% | 0.32 | +1030.1% | +79.0% | +106.4% | 19 |
| DIA | -1060.7% | -0.14 | +1872.5% | +10.5% | -55.8% | 19 |
| Avg | +1723.5% | 0.29 | +1704.9% | +64.5% | — | 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 |
|---|---|---|
| ratio | 1x2 | Long/short put ratio |
Front spread is the inverse of put backspread; short convexity profile.
# +P(K1) - 2P(K2)