- Strategy Overview
- Position Monitor
- Full Tearsheet
- Analytics
- Margin Report
- Events
- Strategy Definition
| Name | Chital / 2025 |
| Period | 2025-01-02 - 2025-11-28 |
| Version | MesoSim-3.0.17-0-g6d8e9b6d |
| Symbol | SPX |
| Cash | $10000 |
| Structure | Double Diagonal |
| Max number of positions in flight | 1 |
| Expirations | 2 |
| Legs | 4 |
| Metric | Strategy | SPX |
|---|---|---|
| Trade Count | 43 | 1 |
| Win/Loss rate | 31 / 12 = 2.58 | |
| Adjustments | 0 | |
| PT Hits | 0 | |
| SL Hits | 0 | |
| Max DIT Reaches | 39 | |
| Settlements | 0 | |
| Avg Days in Trade | 2.95 | 330 |
| Cumulative Return | 53.04% | 16.09% |
| CAGR | 60.33% | 18% |
| Max Drawdown | -10.02% | -18.63% |
| Sharpe | 1.8 | 0.95 |
| Alpha | 0.63 | - |
| Beta | -0.65 | - |
| Kelly Criterion | 24.46 | -3.19 |
| Profit Factor | 2.01 | 1.21 |
| Probabilistic Sharpe | 98.68% | 82.04% |
| Smart Sharpe | 1.41 | 0.75 |
| Annual Volatility | 28.21% | 19.32% |
| Omega | 2.01 | - |
| Information ratio | 0.05 | - |
| Avg Drawdown | -1.68% | -2.78% |
| Avg Drawdown Days | 13 | 19 |
| Avg Up Month | 4.9300 | 2.6000 |
| Avg Down Month | ||
| R^2 | 0.2 | 0.2 |
| Calmar | 6.02 | 0.97 |
| Treynor | -81.17 | - |