Target DD %

Option Type (P/C)

Long/ Short (L/S)

Scaled Norm. Strike

Example (Table 1 data)

Average Profit/ Trade ($)

Total Profit ($)

Percent Profitable (%)

Max DD (%)

C

S

0.948

112

None

C

L

1.034

115

87

12,005

85.5

42.8

P

S

1.061

118

C

S

1.070

119

C

S

0.948

112

40

C

L

1.034

115

83

11,457

86.2

38.5

C

S

1.052

117

P

S

1.061

118

P

S

0.931

110

30

C

S

0.948

112

66

9134

87.0

29.6

P

L

0.965

114

P

S

1.061

118

P

L

0.889

105

20

C

S

0.948

112

42

5728

80.4

9.7

P

S

1.061

118

C

L

1.114

124

P

L

0.889

105

10

C

S

0.948

112

43

5987

80.4

7.1

P

S

1.061

118

C

L

1.123

125