Volatility Strategy

Figures Below Assume a Starting Capital of $5,000

Summary Statistics

99

Total Trades

73%

Winning Trades %

210%

Cumulative
Return on Account

5.7%

Monthly
CAGR %

Performance Summary

PeriodTotal TradesWinning TradesWin Rate %Cumulative
Return %
Monthly
CAGR %
Avg. Trade SizeAvg. Days per TradeAvg P/L
per Trade
Win:Loss
Ratio
Max.
Drawdown
Max. Consec. WinnersMax. Consec. Losers
All997273%210%5.6%$41739.535%2:1-15.4%103
2020191579%12%4.2%$40843.610%3:1-35.9%103
2019322372%86%5.4%$42548.444%2:1-8.9%82
2018483471%112%6.5%$41932.039%2:1-15.4%93

Monthy 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.
YearJanFebMarAprMayJunJulAugSepOctNovDecAnnual
20207.50%-21.80%5.10%3.20%12.30%6.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
20196.80%6.90%13.30%1.60%34.20%2.90%9.80%4.00%2.50%2.50%1.00%0.00%85.60%
2018-5.10%31.40%11.90%0.60%0.00%-16.60%7.00%13.00%0.00%25.40%23.20%21.20%112.00%

Monthly Trade Returns

Returns based on initial entry debit or net initial margin requirement if a credit position.

YearJanFebMarAprMayJunJulAugSepOctNovDec
202015.10%-66.30%31.30%37.40%38.30%38.50%0.00%0.00%0.00%0.00%0.00%0.00%
201921.10%71.10%45.40%6.60%181.00%6.30%93.50%13.00%5.70%28.70%6.00%0.00%
2018-21.70%53.40%46.50%2.00%0.00%-48.00%39.80%80.20%0.20%29.50%56.00%46.10%

Individual Trade History

Example Historical Trade Format
Trade ID: 216

MHK

Long Strangle
EWO Volatility Strategy
WIN
1 x Contracts:
21Aug20
60 Put/105 Call
Entry:
May 22, 2020
4.45 Db Fill
Exit:
May 28, 2020
7.20 Cr Fill
5 Days in Trade
61.8% Return in Capital
$275 P&L
In order to access individual trade details in the format shown here please login to the EWO platform. Access for historical trades is free.
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