Credit Put Spread
Credit Put Spread • Dec 10, 2020 - Dec 10, 2025
Backtest Performance
Backtest Metrics
Backtest Summary
This backtest shows a Credit Put Spread strategy on SPX from Dec 10, 2020 - Dec 10, 2025, placing 735 trades that stayed open for an average of 20 days. With a solid 68.03% win rate (500 winners and 235 losers), the strategy proved reliable. This translated to $1,266,851.72 in total profits. On average, each position made $1,723.61. When annualized, that's a 68.7% return (CAGR), which suggests strong growth potential if maintained over time. The journey was quite volatile though - at its worst, the account was down 32.5%, which would require strong conviction to ride out. With a Sharpe ratio of 4.04, the returns were excellent relative to the risk taken. Bottom line: this strategy looks promising for anyone seeking consistent, well-managed returns.
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Trade Log
| Date | Entry | Exit | Exit Reason | P&L | Return | Action |
|---|---|---|---|---|---|---|
| 2020-12-10 | $15.16 | $0.05 | Early Exit | $6,032.48 | 99.67% | |
| 2020-12-11 | $21.79 | $0.05 | Early Exit | $8,685.96 | 99.77% | |
| 2020-12-14 | $13.45 | $0.05 | Early Exit | $5,351.48 | 99.63% | |
| 2020-12-15 | $23.58 | $5.85 | Early Exit | $7,081.16 | 75.18% | |
| 2020-12-16 | $30.51 | $10.53 | Early Exit | $7,983.12 | 65.50% | |
| 2020-12-17 | $15.98 | $4.64 | Early Exit | $4,522.52 | 70.94% | |
| 2020-12-18 | $20.94 | $5.65 | Early Exit | $6,106.88 | 73.02% | |
| 2020-12-21 | $13.37 | $3.53 | Early Exit | $3,925.28 | 73.58% | |
| 2020-12-22 | $25.17 | $9.82 | Early Exit | $6,131.60 | 61.00% | |
| 2020-12-29 | $16.53 | $3.65 | Early Exit | $5,140.56 | 77.92% | |
| 2021-01-04 | $10.52 | $6.60 | Early Exit | $1,559.20 | 37.28% | |
| 2021-01-05 | $13.70 | $11.37 | Early Exit | $925.24 | 17.07% | |
| 2021-01-08 | $15.11 | $25.39 | Early Exit | $-4,123.72 | -68.06% | |
| 2021-01-25 | $15.13 | $30.31 | Stop Loss | $-6,081.88 | -100.33% | |
| 2021-01-11 | $21.41 | $4.87 | Early Exit | $6,608.00 | 77.28% | |
| 2021-01-12 | $10.78 | $0.05 | Early Exit | $4,281.68 | 99.54% | |
| 2021-01-13 | $14.31 | $3.79 | Early Exit | $4,200.00 | 73.55% | |
| 2021-01-14 | $10.28 | $0.05 | Early Exit | $4,082.00 | 99.51% | |
| 2021-01-15 | $13.61 | $0.05 | Early Exit | $5,412.32 | 99.63% | |
| 2021-01-26 | $27.73 | $11.09 | Early Exit | $6,646.36 | 60.01% | |
| 2021-02-01 | $17.79 | $5.29 | Early Exit | $4,989.32 | 70.25% | |
| 2021-02-02 | $21.25 | $11.78 | Early Exit | $3,777.60 | 44.57% | |
| 2021-02-03 | $7.52 | $3.30 | Early Exit | $1,678.36 | 56.14% | |
| 2021-02-04 | $17.21 | $12.65 | Early Exit | $1,813.12 | 26.49% | |
| 2021-02-05 | $12.60 | $9.94 | Early Exit | $1,051.32 | 21.07% | |
| 2021-02-08 | $33.02 | $36.01 | Early Exit | $-1,208.16 | -9.07% | |
| 2021-02-09 | $10.96 | $7.04 | Early Exit | $1,559.20 | 35.79% | |
| 2021-02-12 | $13.38 | $12.88 | Early Exit | $190.64 | 3.76% | |
| 2021-02-17 | $8.78 | $0.05 | Early Exit | $3,480.04 | 99.43% | |
| 2021-02-25 | $10.79 | $0.05 | Early Exit | $4,285.48 | 99.54% | |
| 2021-02-26 | $22.76 | $5.16 | Early Exit | $7,032.44 | 77.35% | |
| 2021-03-01 | $18.27 | $0.05 | Early Exit | $7,277.24 | 99.73% | |
| 2021-03-02 | $12.64 | $0.05 | Early Exit | $5,026.12 | 99.60% | |
| 2021-03-03 | $14.68 | $0.05 | Early Exit | $5,843.16 | 99.66% | |
| 2021-03-04 | $17.78 | $0.05 | Early Exit | $7,079.68 | 99.72% | |
| 2021-03-05 | $22.46 | $0.05 | Early Exit | $8,951.96 | 99.78% | |
| 2021-03-09 | $21.69 | $0.05 | Early Exit | $8,644.92 | 99.77% | |
| 2021-03-10 | $17.30 | $0.05 | Early Exit | $6,888.60 | 99.71% | |
| 2021-03-11 | $14.01 | $0.05 | Early Exit | $5,573.32 | 99.64% | |
| 2021-03-19 | $19.25 | $0.05 | Early Exit | $7,669.92 | 99.74% | |
| 2021-03-23 | $18.26 | $0.05 | Early Exit | $7,273.60 | 99.73% | |
| 2021-03-30 | $16.05 | $0.05 | Early Exit | $6,391.16 | 99.69% | |
| 2021-04-01 | $16.23 | $0.05 | Early Exit | $6,462.84 | 99.69% | |
| 2021-04-06 | $14.99 | $4.67 | Early Exit | $4,115.28 | 68.82% | |
| 2021-04-08 | $7.19 | $0.05 | Early Exit | $2,846.92 | 99.30% | |
| 2021-04-09 | $6.75 | $0.05 | Early Exit | $2,668.04 | 99.26% | |
| 2021-04-12 | $9.63 | $0.05 | Early Exit | $3,822.08 | 99.48% | |
| 2021-04-13 | $25.16 | $8.74 | Early Exit | $6,557.84 | 65.25% | |
| 2021-04-14 | $6.60 | $0.05 | Early Exit | $2,608.40 | 99.24% | |
| 2021-04-15 | $8.73 | $2.95 | Early Exit | $2,298.44 | 66.16% |