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SPXWPNL
put_credit_spread_spxw/range_2022_p15_w200/delta_p15_w200
put_credit_spread_spxw/range_2022_p15_w200/delta_p15_w200
Total P&L
+$37,948
+379.48% on $10,000
Trades
811
5 yrs
Win rate
90.0%
Profit factor
1.12
Max drawdown
−$57,958
−120.90%
Sharpe
0.41
Sortino 0.19
CAGR
0.00%
Calmar 0.65
Equity curve
equity drawdown
Profit & loss
- Gross profit
- $350,183
- Gross loss
- −$312,235
- Avg win
- $479.70
- Avg loss
- −$3,855
- Avg / calendar yr
- +$7,590
- Margin / trade
- —