ELLIOTT WAVE OPTIONS
Hybrid Strategy Performance
Summary Statistics
Assumes Starting Capital of $10,000
0
Total Trades
0%
Winning Trades
0%
Cumulative Return on Account
0%
Monthly CAGR
Performance Summary
| Period | Total Trades | Winning Trades | Win Rate % | Cumulative Return | Monthly CAGR % | Avg. Trade Size | Avg. Days per Trade | Avg. P/L per Trade | Win:Loss Ratio | Max Draw- down | Max. Consec. Winners | Max. Consec. losers |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| All | 265 | 213 | 80% | 479% | 6.0% | $417 | 50.7 | 54% | 4:1 | -23.6% | 23 | 4 |
| 2021 | 39 | 35 | 90% | 78% | 9.9% | $420 | 49.3 | 53% | 8:1 | -4.8% | 23 | 1 |
| 2020 | 83 | 69 | 83% | 93% | 2.7% | $413 | 75.4 | 33% | 4:1 | -23.6% | 17 | 3 |
| 2019 | 65 | 49 | 75% | 110% | 4.6% | $401 | 45.5 | 56% | 3:1 | -11.5% | 13 | 4 |
| 2018 | 78 | 60 | 77% | 198% | 9.5% | $422 | 29.5 | 78% | 3:1 | -5.1% | 12 | 3 |
Monthly Portfolio Returns
Non-compounded returns based on starting capital, reset each year. Results attributed to the month and year the trade was marked as closed.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2021 | 47.6% | 11.7% | 6.3% | -6.4% | 4.1% | 15.1% | – | – | – | – | – | – |
| 2020 | 24.2% | -16.0% | 1.1% | 4.5% | -4.1% | 5.2% | 7.3% | 21.4% | 5.0% | 8.7% | 16.4% | 19.2% |
| 2019 | 3.4% | 28.5% | 12.4% | -6.5% | 21.5% | 3.0% | 8.1% | 6.5% | 14.7% | 4.4% | 2.2% | 12.0% |
| 2018 | 6.8% | 47.7% | 7.6% | 7.9% | 10.5% | -5.3% | 15.4% | 19.8% | 4.6% | 38.5% | 12.3% | 32.0% |
Monthly Trade Returns
Returns based on initial entry debit or net initial margin requirement if a credit position.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2021 | 97.3% | 36.8% | 31.9% | -78.7% | 18.5% | 46.1% | – | – | – | – | – | – |
| 2020 | 52.4% | -40.2% | 7.1% | 38.2% | -16.5% | 48.7% | 17.6% | 67.2% | 36.5% | 38.1% | 38.5% | 45.6% |
| 2019 | 21.1% | 288.8% | 55.2% | -20.6% | 112.3% | 11.3% | 42.6% | 27.6% | 41.0% | 25.4% | 11.1% | 59.1% |
| 2018 | 41.2% | 127.7% | 43.1% | 29.4% | 115.0% | -24.8% | 89.3% | 94.1% | 32.7% | 59.2% | 42.6% | 59.1% |
Individual Trade History
Example Historical Trade Format
Trade ID: 204
OLLI
Long Call
EWO Impulse
Strategy
WIN
1 x Contracts
17 Jul20
1Call
Entry
Apr 23, 2020
3.20 Db Fill
Exit
Apr 27, 2020
4.80 Cr Fill
3 Days in Trade
50% Return in
Capital
$160 P&L
