Iron Condor
Iron Condor • Dec 31, 2015 - Dec 31, 2025
Backtest Performance
Backtest Metrics
Backtest Summary
This backtest shows a Iron Condor strategy on QQQ from Dec 31, 2015 - Dec 31, 2025, placing 465 trades that stayed open for an average of 24 days. The results were impressive - winning 95.48% of the time (444 wins vs 21 losses), which shows remarkable consistency. This translated to $387,685.33 in total profits. On average, each position made $833.73. When annualized, that's a 35.2% return (CAGR), which suggests strong growth potential if maintained over time. Impressively, the maximum drawdown was only 1.1%, showing excellent risk control. With a Sharpe ratio of 16.35, the returns were excellent relative to the risk taken. Notably, the strategy captured 87.1% of the premium sold, which is excellent. Bottom line: this strategy looks promising for anyone seeking consistent, well-managed returns.
Stop Trading By Hand, Start Automating
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 |
|---|---|---|---|---|---|---|
| 2016-01-04 | $4.42 | $0.05 | Early Exit | $431.84 | 98.87% | |
| 2016-01-11 | $4.69 | $0.05 | Early Exit | $458.49 | 98.93% | |
| 2016-01-25 | $4.38 | $0.05 | Early Exit | $427.50 | 98.86% | |
| 2016-02-01 | $3.03 | $0.05 | Early Exit | $292.60 | 98.35% | |
| 2016-02-08 | $3.73 | $0.05 | Early Exit | $362.33 | 98.66% | |
| 2016-02-22 | $3.49 | $0.05 | Early Exit | $338.63 | 98.57% | |
| 2016-02-29 | $3.37 | $0.05 | Early Exit | $326.59 | 98.52% | |
| 2016-03-07 | $3.50 | $0.05 | Early Exit | $339.82 | 98.57% | |
| 2016-03-14 | $3.50 | $0.05 | Early Exit | $340.23 | 98.57% | |
| 2016-03-21 | $2.57 | $2.83 | Early Exit | $-31.60 | -10.29% | |
| 2016-03-28 | $3.01 | $0.05 | Early Exit | $291.03 | 98.34% | |
| 2016-04-04 | $2.28 | $0.05 | Early Exit | $218.11 | 97.81% | |
| 2016-04-11 | $2.94 | $0.05 | Early Exit | $283.30 | 98.30% | |
| 2016-04-18 | $2.52 | $0.05 | Early Exit | $241.83 | 98.02% | |
| 2016-04-25 | $2.87 | $0.05 | Early Exit | $276.89 | 98.26% | |
| 2016-05-02 | $3.11 | $0.05 | Early Exit | $301.19 | 98.39% | |
| 2016-05-09 | $2.35 | $0.05 | Early Exit | $224.66 | 97.87% | |
| 2016-05-16 | $3.07 | $0.05 | Early Exit | $297.03 | 98.37% | |
| 2016-05-23 | $3.03 | $2.32 | Early Exit | $65.44 | 23.35% | |
| 2016-06-06 | $1.86 | $3.77 | Stop Loss | $-196.43 | -102.68% | |
| 2016-06-13 | $3.52 | $0.05 | Early Exit | $341.45 | 98.58% | |
| 2016-06-20 | $3.24 | $0.05 | Early Exit | $313.43 | 98.46% | |
| 2016-06-27 | $3.44 | $0.05 | Early Exit | $334.19 | 98.55% | |
| 2016-07-11 | $2.85 | $0.05 | Early Exit | $274.66 | 98.24% | |
| 2016-07-18 | $2.37 | $0.05 | Early Exit | $227.29 | 97.89% | |
| 2016-07-25 | $2.55 | $0.05 | Early Exit | $244.82 | 98.04% | |
| 2016-08-01 | $2.59 | $0.05 | Early Exit | $249.00 | 98.07% | |
| 2016-08-08 | $2.42 | $0.05 | Early Exit | $231.80 | 97.93% | |
| 2016-08-15 | $2.73 | $0.05 | Early Exit | $263.17 | 98.17% | |
| 2016-08-22 | $2.43 | $0.05 | Early Exit | $232.51 | 97.94% | |
| 2016-08-29 | $2.51 | $2.19 | Early Exit | $27.45 | 12.99% | |
| 2016-09-12 | $3.10 | $0.05 | Early Exit | $299.65 | 98.39% | |
| 2016-09-19 | $2.99 | $0.05 | Early Exit | $288.41 | 98.33% | |
| 2016-09-26 | $2.56 | $0.05 | Early Exit | $246.12 | 98.05% | |
| 2016-10-03 | $2.89 | $0.05 | Early Exit | $278.40 | 98.27% | |
| 2016-10-10 | $2.49 | $0.05 | Early Exit | $239.17 | 97.99% | |
| 2016-10-17 | $3.36 | $0.05 | Early Exit | $325.37 | 98.51% | |
| 2016-10-24 | $1.83 | $0.05 | Early Exit | $172.84 | 97.27% | |
| 2016-10-31 | $3.82 | $0.05 | Early Exit | $371.35 | 98.69% | |
| 2016-11-07 | $3.36 | $0.05 | Early Exit | $326.10 | 98.51% | |
| 2016-11-14 | $3.99 | $0.05 | Early Exit | $388.78 | 98.75% | |
| 2016-11-21 | $2.58 | $1.90 | Early Exit | $63.20 | 26.52% | |
| 2016-11-28 | $3.13 | $0.05 | Early Exit | $303.09 | 98.40% | |
| 2016-12-05 | $2.17 | $0.05 | Early Exit | $207.03 | 97.70% | |
| 2016-12-12 | $2.47 | $0.05 | Early Exit | $236.90 | 97.98% | |
| 2016-12-19 | $2.57 | $0.05 | Early Exit | $247.27 | 98.06% | |
| 2017-01-09 | $2.42 | $0.05 | Early Exit | $232.24 | 97.94% | |
| 2017-01-23 | $2.56 | $0.05 | Early Exit | $246.27 | 98.05% | |
| 2017-01-30 | $2.38 | $0.05 | Early Exit | $228.29 | 97.90% | |
| 2017-02-06 | $2.14 | $0.05 | Early Exit | $204.17 | 97.67% |