Options Strategy · Live Instrumentation

The options track, instrumented.

The short-dated long-options strategy in the $10k → $100k race — KPIs, equity curve, and every fill, computed live from the option-alerts journal. Back to the engines →

Live · Balance: — · To $100k: — · Net P&L: — · Fills: —

$10,000 start$100,000 target

— of the way to $100,000.

Follow every options trade → Each alert — entry, strike, stop, and exit — is posted to the public #option-alerts channel in real time. 1R = premium paid at entry.

Key Performance Indicators · live

Window: Custom: → —

Edge, magnitudes, and risk over the selected window. The trade log below also filters; the equity curve and monthly chart stay all-time as context. 1R is the premium paid at entry on a single long-option position. Sample is pre-asymptotic until 100 qualified trades.

Net P&L—cumulative realized

Win rate——

Profit factor—gross profit / gross loss

R-expectancy—per unit of premium risked

Annual R—extrapolated from cadence

EV / trade—avg net per trade

Closed fills——

Avg win—mean winning fill

Avg loss—mean losing fill

Best fill——

Worst fill——

Max drawdown—deepest peak-to-trough

Recovery—trades to restore peak

Loss streak (max)—longest consecutive losses

Avg risk / trade—1R · premium paid

Equity curve · $10,000 base

Account balance ($10,000 + cumulative realized P&L) after each closed fill, in sequence, since the first fill. Dashed line marks the $100,000 target.

Monthly realized profit

Net dollar result per month from closed fills. Green = profitable month, red = losing month.

Every fill · options trade log

Every closed options fill in the journal.

ID	Date / Time	Underlying	Strike	DTE	Side	Entry	Exit	$ P&L	Result	R
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Each row is a single closed long-option position. Sample is pre-asymptotic until 100 qualified trades.