← strategy library
SPXWPNL
iron_condor_delta_spxw/range_2022_p15_c10_w75/delta_p15_c10
iron_condor_delta_spxw/range_2022_p15_c10_w75/delta_p15_c10
Total P&L
+$15,400
+154.00% on $10,000
Trades
831
5 yrs
Win rate
81.0%
Profit factor
1.04
Max drawdown
−$30,273
−55.70%
Sharpe
0.19
Sortino 0.13
CAGR
0.00%
Calmar 0.51
Equity curve
equity drawdown
Profit & loss
- Gross profit
- $420,283
- Gross loss
- −$404,883
- Avg win
- $624.49
- Avg loss
- −$2,563
- Avg / calendar yr
- +$3,080
- Margin / trade
- —