← strategy library
SPYPNL
iron_condor_delta/range_20200101_20260327_1dte_p15_c8/delta_p15_c8
iron_condor_delta/range_20200101_20260327_1dte_p15_c8/delta_p15_c8
Total P&L
+$6,282
+62.81% on $10,000
Trades
944
7 yrs
Win rate
83.7%
Profit factor
1.16
Max drawdown
−$4,248
−24.30%
Sharpe
0.69
Sortino 0.42
CAGR
0.00%
Calmar 1.48
Equity curve
equity drawdown
Profit & loss
- Gross profit
- $45,389
- Gross loss
- −$39,108
- Avg win
- $57.45
- Avg loss
- −$253.94
- Avg / calendar yr
- +$897.36
- Margin / trade
- —