Target DD %

Option Type (P/C)

Long/ Short (L/S)

Delta (Abs. value)

Example (Table 1 data)

Average Profit/ Trade ($)

Total Profit ($)

Percent Profitable (%)

Max DD (%)

P

S

0.212

107

None

C

L

0.403

117

71

9766

81.2

48.4

C

S

0.211

121

C

S

0.135

123

P

S

0.212

107

40

C

L

0.403

117

64

8835

81.2

39.7

C

S

0.256

120

C

S

0.211

121

P

S

0.212

107

30

P

S

0.239

108

48

6567

82.6

29.4

P

L

0.333

111

C

S

0.135

123

P

L

0.025

89

20

P

L

0.029

90

38

5257

81.9

14.7

P

S

0.212

107

C

S

0.105

124

P

L

0.036

92

10

P

L

0.041

93

36

4967

82.6

8.6

P

S

0.212

107

C

S

0.105

124