Strategy
Performance
Cumulative
+50.7%
Ann. Return
+5.6%
Volatility
+7.5%
Return / Vol
0.75
Max Drawdown
-18.7%
Win Rate
73%
Compounded P/L
Total P/L over time
Individual Structure P/L
Mark-to-market path per structure
Annual Return
Calendar year performance
Running Max Drawdown
Peak-to-trough drawdown over time
Monthly Returns
Heatmap of calendar month P/L
Daily Returns Distribution
Histogram of strategy daily returns
For informational purposes only. Backtest results are hypothetical and based on historical data — they do not represent actual trading results and are not a guarantee of future performance. Past performance is not indicative of future results. This content does not constitute financial advice, investment advice, or a recommendation to buy or sell any security. Options trading involves significant risk.