Weekly Options Strategy · PA3JHEGA8FEC

SPY Spy Weekly Iron Condor 200

Strategy 1084 · Alpaca Markets
Generated October 24, 2026
Sep 21 – Sep 23
Performance Data CSV
Strategy: Spy Weekly Iron Condor 200  |  Options Purchased: 0 contract(s)  |  Account: (PA3JHEGA8FEC)  |  Period: 2026-09-21 → 2026-10-24  |  Weekly realized P&L computed from Alpaca FILL activities (cash-flow method, options 100× multiplier).
Cumulative P&L
+$38
3 trading day(s) · 2 active
Capital at Risk
+$1,236
structural max-loss (or notional)
Cumulative Return
+3.07%
cum P&L ÷ capital
Annualized Return
+258.25%
252-day basis
Best Day
+$74
Sep 21 · +5.99%
Worst Day
−$36
Sep 23 · −2.91%

Daily P&L

Cumulative P&L

Daily Detail — Spy Weekly Iron Condor 200

Date Daily P&L Cumulative P&L Daily % Cumulative % Annualized %
Sep 21 +$74 +$74 +5.99% +5.99% +1508.74%
Sep 22 $0 +$74 0.00% +5.99% +754.37%
Sep 23 −$36 +$38 −2.91% +3.07% +258.25%
Oct 24 (today) — +$38 no fills yet
TOTAL +$38 +$38 — +3.07% +258.25%
Source: csv-files/spy-weekly-iron_condor-200_1084.csv P&L computed from Alpaca FILL activities (cash-flow method) Options 100× multiplier applied Capital at risk = structural max-loss (options) or notional (equity) Unrealized P&L = live market price vs average entry (Alpaca positions API)