Credit Put Spread
Credit Put Spread • Dec 10, 2000 - May 10, 2025
Backtest Performance
Backtest Metrics
Backtest Summary
This backtest shows a Credit Put Spread strategy on SPX from Dec 10, 2000 - May 10, 2025, placing 1222 trades that stayed open for an average of 20 days. With a solid 68.09% win rate (832 winners and 390 losers), the strategy proved reliable. This translated to $909,438.18 in total profits. On average, each position made $744.22. The 9.9% annualized return (CAGR) shows this could be a solid long-term strategy. The journey was quite volatile though - at its worst, the account was down 33.9%, which would require strong conviction to ride out. With a Sharpe ratio of 2.08, the returns were excellent relative to the risk taken. Bottom line: this strategy looks promising for anyone seeking consistent, well-managed returns.
Turn This Backtest Into A Bot
Stop trading manually... you're losing because of emotions, volatility, and because you can't watch the market 24/7. Use one of our 15+ proven options bots or automate your own options strategy using our super simple (no coding required) tool called The Options Auto Trader.
Trade Log
| Date | Entry | Exit | Exit Reason | P&L | Return | Action |
|---|---|---|---|---|---|---|
| 2010-11-08 | $11.49 | $23.03 | Stop Loss | $-2,312.94 | -100.44% | |
| 2010-11-09 | $11.17 | $0.05 | Early Exit | $2,219.38 | 99.55% | |
| 2010-11-10 | $12.17 | $0.05 | Early Exit | $2,418.54 | 99.59% | |
| 2010-11-11 | $13.77 | $0.05 | Early Exit | $2,739.00 | 99.64% | |
| 2010-11-12 | $18.14 | $0.05 | Early Exit | $3,612.02 | 99.72% | |
| 2010-11-16 | $17.74 | $0.05 | Early Exit | $3,533.20 | 99.72% | |
| 2010-11-29 | $10.84 | $0.05 | Early Exit | $2,151.80 | 99.54% | |
| 2010-12-01 | $14.71 | $0.05 | Early Exit | $2,926.12 | 99.66% | |
| 2010-12-10 | $10.42 | $4.52 | Early Exit | $1,175.22 | 56.63% | |
| 2010-12-13 | $12.62 | $4.52 | Early Exit | $1,614.16 | 64.17% | |
| 2010-12-14 | $13.52 | $5.94 | Early Exit | $1,510.44 | 56.05% | |
| 2010-12-15 | $19.37 | $7.38 | Early Exit | $2,391.70 | 61.88% | |
| 2010-12-31 | $19.95 | $0.05 | Early Exit | $3,974.14 | 99.75% | |
| 2011-01-03 | $19.98 | $6.73 | Early Exit | $2,643.44 | 66.29% | |
| 2011-01-04 | $11.79 | $4.16 | Early Exit | $1,520.32 | 64.69% | |
| 2011-01-05 | $11.73 | $4.40 | Early Exit | $1,461.40 | 62.51% | |
| 2011-01-06 | $11.33 | $4.40 | Early Exit | $1,380.44 | 61.17% | |
| 2011-01-28 | $11.10 | $0.05 | Early Exit | $2,205.20 | 99.55% | |
| 2011-01-31 | $8.66 | $0.05 | Early Exit | $1,715.84 | 99.42% | |
| 2011-02-01 | $9.83 | $0.05 | Early Exit | $1,951.22 | 99.49% | |
| 2011-02-02 | $9.46 | $0.05 | Early Exit | $1,877.22 | 99.47% | |
| 2011-02-03 | $9.49 | $0.05 | Early Exit | $1,882.72 | 99.47% | |
| 2011-02-28 | $9.89 | $19.83 | Stop Loss | $-1,993.24 | -100.51% | |
| 2011-03-03 | $12.78 | $25.61 | Stop Loss | $-2,571.58 | -100.39% | |
| 2011-03-04 | $17.00 | $34.05 | Stop Loss | $-3,415.60 | -100.29% | |
| 2011-03-01 | $12.23 | $5.61 | Early Exit | $1,319.00 | 54.13% | |
| 2011-03-02 | $12.06 | $6.32 | Early Exit | $1,142.36 | 47.58% | |
| 2011-03-10 | $14.31 | $6.32 | Early Exit | $1,592.40 | 55.83% | |
| 2011-03-15 | $11.86 | $0.05 | Early Exit | $2,357.58 | 99.58% | |
| 2011-03-16 | $13.32 | $0.05 | Early Exit | $2,649.48 | 99.62% | |
| 2011-03-28 | $9.78 | $0.05 | Early Exit | $1,940.98 | 99.49% | |
| 2011-03-29 | $12.65 | $9.11 | Early Exit | $703.58 | 28.01% | |
| 2011-03-30 | $7.75 | $6.13 | Early Exit | $319.02 | 20.92% | |
| 2011-03-31 | $16.50 | $0.05 | Early Exit | $3,284.72 | 99.70% | |
| 2011-04-01 | $11.30 | $0.05 | Early Exit | $2,245.00 | 99.56% | |
| 2011-04-04 | $11.18 | $0.05 | Early Exit | $2,220.38 | 99.55% | |
| 2011-04-05 | $9.45 | $0.05 | Early Exit | $1,873.88 | 99.47% | |
| 2011-04-06 | $10.90 | $0.05 | Early Exit | $2,164.16 | 99.54% | |
| 2011-05-02 | $9.75 | $19.55 | Stop Loss | $-1,964.76 | -100.51% | |
| 2011-05-03 | $9.86 | $0.05 | Early Exit | $1,957.68 | 99.49% | |
| 2011-05-04 | $9.94 | $0.05 | Early Exit | $1,972.60 | 99.50% | |
| 2011-05-05 | $11.37 | $0.05 | Early Exit | $2,259.36 | 99.56% | |
| 2011-05-06 | $10.88 | $0.05 | Early Exit | $2,161.04 | 99.54% | |
| 2011-05-31 | $14.28 | $28.62 | Stop Loss | $-2,871.76 | -100.35% | |
| 2011-05-23 | $10.48 | $12.85 | Early Exit | $-478.26 | -22.56% | |
| 2011-06-01 | $11.39 | $15.82 | Early Exit | $-891.08 | -38.90% | |
| 2011-06-02 | $16.01 | $23.62 | Early Exit | $-1,528.04 | -47.56% | |
| 2011-06-03 | $10.41 | $10.40 | Early Exit | $-3.28 | 0.09% | |
| 2011-06-06 | $12.40 | $10.40 | Early Exit | $395.90 | 16.17% | |
| 2011-06-09 | $12.85 | $11.54 | Early Exit | $256.56 | 10.19% |