The max VaR per position is very small. PnL +40 is with VaR of 100 PnL +90 is with VaR of 200
PnL: +90 ------------------------ 3130
PnL: +40 ------------------------ 3040
A debut strategy in option swing trading account. As it's fully automated, I am ready for a full blowup of the $3k capital with some stupid...
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