/backtester/strategies/covered-calls/top-strategies-by-portfolio?number_results_to_return={number_results_to_return}&limit_per_symbol={limit_per_symbol}&symbols={symbols}
https://api.livevol.com/v1/backtester/strategies/covered-calls/top-strategies-by-portfolio?number_results_to_return=100&limit_per_symbol=10&symbols=CBOE,AAPL
Name | Description | Type | Additional information |
---|---|---|---|
number_results_to_return |
Number of strategy results to return. |
integer |
Required Range: inclusive between 1 and 2147483647 |
limit_per_symbol |
Max number of strategies to return for each underlying symbol. |
integer |
Required Range: inclusive between 1 and 2147483647 |
symbols |
Comma-separated list of underlying symbols |
string |
Required |
Collection of SummaryResults
Name | Description | Type | Additional information |
---|---|---|---|
symbol |
Stock symbol. |
string |
None. |
strategy_type |
Type of strategy. |
string |
None. |
strategy_description |
Strategy description. Format [symbol]:[strategy type code]@[x-Day],[xDelta] |
string |
None. |
strategy_delta |
Delta used for strategy. |
decimal number |
None. |
strategy_roll_interval |
Interval the strategy rolls to the next expiry in days. |
integer |
None. |
strategy_return |
Percent return of strategy over backtest interval. |
decimal number |
None. |
strategy_annualized_return |
Annualized percent return of strategy over backtest interval. |
decimal number |
None. |
strategy_drawdown |
Max percent drawdown of strategy over backtest interval. |
decimal number |
None. |
stock_return |
Percent return of stock over backtest interval. |
decimal number |
None. |
stock_annualized_return |
Annualized percent return of stock over backtest interval. |
decimal number |
None. |
stock_drawdown |
Max percent drawdown of stock over backtest interval. |
decimal number |
None. |
is_best_strategy |
Indicates if it is the best of all 9 strategy variations for the specific symbol and strategy type. |
boolean |
None. |
[ { "symbol": "GILD", "strategy_type": "CashSecuredPut", "strategy_description": "GILD-CSP-Delta:-0.35-60-Days", "strategy_delta": -0.35, "strategy_roll_interval": 60, "strategy_return": 0.199419369992823, "strategy_annualized_return": 0.0998464609703436, "strategy_drawdown": -0.115672538039798, "stock_return": -0.011463550361714, "stock_annualized_return": 0.0998464609703436, "stock_drawdown": -0.34409654272668, "is_best_strategy": true }, { "symbol": "YHOO", "strategy_type": "CoveredCall", "strategy_description": "YHOO-CSP-Delta:-0.5-30-Days", "strategy_delta": -0.5, "strategy_roll_interval": 30, "strategy_return": 0.198831033514191, "strategy_annualized_return": 0.0995518892080655, "strategy_drawdown": -0.283920676205658, "stock_return": 0.0613445378151259, "stock_annualized_return": 0.0995518892080655, "stock_drawdown": -0.489020431544778, "is_best_strategy": true } ]
<summary_results_list xmlns:i="http://www.w3.org/2001/XMLSchema-instance"> <summary_results> <is_best_strategy>true</is_best_strategy> <stock_annualized_return>0.0998464609703436</stock_annualized_return> <stock_drawdown>-0.34409654272668</stock_drawdown> <stock_return>-0.011463550361714</stock_return> <strategy_annualized_return>0.0998464609703436</strategy_annualized_return> <strategy_delta>-0.35</strategy_delta> <strategy_description>GILD-CSP-Delta:-0.35-60-Days</strategy_description> <strategy_drawdown>-0.115672538039798</strategy_drawdown> <strategy_return>0.199419369992823</strategy_return> <strategy_roll_interval>60</strategy_roll_interval> <strategy_type>CashSecuredPut</strategy_type> <symbol>GILD</symbol> </summary_results> <summary_results> <is_best_strategy>true</is_best_strategy> <stock_annualized_return>0.0995518892080655</stock_annualized_return> <stock_drawdown>-0.489020431544778</stock_drawdown> <stock_return>0.0613445378151259</stock_return> <strategy_annualized_return>0.0995518892080655</strategy_annualized_return> <strategy_delta>-0.5</strategy_delta> <strategy_description>YHOO-CSP-Delta:-0.5-30-Days</strategy_description> <strategy_drawdown>-0.283920676205658</strategy_drawdown> <strategy_return>0.198831033514191</strategy_return> <strategy_roll_interval>30</strategy_roll_interval> <strategy_type>CoveredCall</strategy_type> <symbol>YHOO</symbol> </summary_results> </summary_results_list>