Search Options Backtests

Our comprehensive backtest search allows you to find and analyze options trading strategies that meet your specific criteria. Search through extensive historical data to discover strategies that work.

How to Use the Backtest Search

• Filter by Ticker: Search for backtests on specific symbols like SPY, SPX, QQQ, or any stock
• Strategy Type: Find specific strategies like Iron Condors, Credit Spreads, or Straddles
• Minimum Trades: Set thresholds for statistical significance (default 50+ trades)
• Minimum Days: Filter for long-term backtests (default 365+ days)
• Sort Results: Order by P&L, CAGR, win rate, or other performance metrics

Why Search Long-Term Backtests?

When evaluating options trading strategies, comprehensive historical data is essential. Our search focuses on quality backtests that provide meaningful insights:

• Market Cycle Coverage: A full year of data captures bull markets, bear markets, and sideways action
• Statistical Reliability: 50+ trades provide enough sample size to evaluate strategy consistency
• Drawdown Analysis: Longer timeframes reveal maximum drawdown periods and recovery characteristics
• Volatility Testing: See how strategies perform across various VIX levels and market conditions
• Risk Assessment: Long-term data shows true risk-adjusted returns and Sharpe ratios

Search Filters Explained

Understanding Search Results

Each backtest in the search results displays key performance metrics:

• Total P&L: Absolute profit or loss from the strategy
• Win Rate: Percentage of profitable trades
• CAGR: Compound Annual Growth Rate for annualized performance comparison
• Total Trades: Number of trades executed (higher is better for statistical confidence)
• Date Range: Start and end dates showing market conditions tested
• Days Duration: Total length of backtest period

Popular Backtest Searches