Options test Daily Long 08:30 Exit next day 08:00 UTC — Strategy by surf48
By surf48
Performance Metrics
- Author: surf48
- Symbol: BYBIT:ETHUSDT
- Timeframe: 5 minutes
- Net P&L: −1,072.87 USDT (−0.11%)
- Win Rate: 48.6%
- Profit Factor: 0.613
- Max Drawdown: 1,560.92 USDT (0.16%)
- Total Trades: 70
Description
This strategy allows to "backtest" 0DTE option straddles. It "buys" right after the expiration time and sells next day on expiration. Once you run the script, you can download the excel file with the results of each trade that will give you the followng information:- potential move at expiry- largest drawups and drawdownsWith this information you can manually backtest your options strategy on diffrent assets.