Short Call
Short Call • Dec 10, 2024 - Dec 10, 2025
Backtest Performance
Backtest Metrics
Backtest Summary
This backtest shows a Short Call strategy on SPX from Dec 10, 2024 - Dec 10, 2025, placing 251 trades that stayed open for an average of 1 days. Despite winning only 35.86% of trades (90 vs 161), the winners were big enough to generate $3,767,406.10 in profits. On average, each position made $15,009.59. When annualized, that's a 3,777.1% return (CAGR), which suggests strong growth potential if maintained over time. Impressively, the maximum drawdown was only 4.7%, showing excellent risk control. With a Sharpe ratio of 6.47, the returns were excellent relative to the risk taken. Notably, the strategy captured 720.4% of the premium sold, which is excellent. While it made money, there's definitely room to improve the consistency and risk management here.
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Trade Log
| Date | Entry | Exit | Exit Reason | P&L | Return | Action |
|---|---|---|---|---|---|---|
| 2024-12-10 | $0.75 | $0.00 | Expiration | $-763.60 | -100.00% | |
| 2024-12-11 | $1.03 | $23.90 | Expiration | $22,853.90 | 2,213.43% | |
| 2024-12-12 | $1.65 | $6.64 | Expiration | $4,980.60 | 303.30% | |
| 2024-12-13 | $0.67 | $0.00 | Expiration | $-681.30 | -100.00% | |
| 2024-12-16 | $0.93 | $21.12 | Expiration | $20,178.10 | 2,173.66% | |
| 2024-12-17 | $1.02 | $162.35 | Expiration | $161,319.70 | 15,858.91% | |
| 2024-12-18 | $5.28 | $0.00 | Expiration | $-5,296.20 | -100.00% | |
| 2024-12-19 | $3.34 | $0.00 | Expiration | $-3,356.40 | -100.00% | |
| 2024-12-20 | $3.14 | $0.00 | Expiration | $-3,153.20 | -100.00% | |
| 2024-12-23 | $1.36 | $0.00 | Expiration | $-1,371.50 | -100.00% | |
| 2024-12-24 | $1.28 | $0.05 | Expiration | $-1,245.10 | -96.10% | |
| 2024-12-26 | $1.18 | $87.10 | Expiration | $85,909.80 | 7,298.91% | |
| 2024-12-27 | $1.30 | $20.60 | Expiration | $19,290.20 | 1,488.53% | |
| 2024-12-30 | $2.97 | $36.62 | Expiration | $33,637.90 | 1,133.37% | |
| 2024-12-31 | $3.79 | $0.05 | Expiration | $-3,750.60 | -98.68% | |
| 2025-01-02 | $2.93 | $0.00 | Expiration | $-2,940.10 | -100.00% | |
| 2025-01-03 | $1.83 | $0.00 | Expiration | $-1,840.50 | -100.00% | |
| 2025-01-06 | $2.21 | $66.40 | Expiration | $64,174.00 | 2,900.45% | |
| 2025-01-07 | $1.90 | $0.00 | Expiration | $-1,909.30 | -100.00% | |
| 2025-01-08 | $1.40 | $0.05 | Expiration | $-1,360.00 | -96.42% | |
| 2025-01-10 | $3.11 | $0.00 | Expiration | $-3,125.80 | -100.00% | |
| 2025-01-13 | $2.34 | $0.00 | Expiration | $-2,354.70 | -100.00% | |
| 2025-01-14 | $2.56 | $0.00 | Expiration | $-2,576.20 | -100.00% | |
| 2025-01-15 | $2.18 | $5.51 | Expiration | $3,318.30 | 152.90% | |
| 2025-01-16 | $1.38 | $0.00 | Expiration | $-1,388.60 | -100.00% | |
| 2025-01-17 | $1.93 | $0.05 | Expiration | $-1,897.10 | -97.41% | |
| 2025-01-21 | $0.73 | $0.00 | Expiration | $-740.90 | -100.00% | |
| 2025-01-22 | $1.40 | $0.00 | Expiration | $-1,417.00 | -100.00% | |
| 2025-01-23 | $0.50 | $2.85 | Expiration | $2,337.90 | 471.03% | |
| 2025-01-24 | $2.05 | $85.62 | Expiration | $83,560.70 | 4,084.14% | |
| 2025-01-27 | $2.71 | $0.00 | Expiration | $-2,720.40 | -100.00% | |
| 2025-01-28 | $1.01 | $24.50 | Expiration | $23,479.90 | 2,332.73% | |
| 2025-01-29 | $3.02 | $0.00 | Expiration | $-3,037.70 | -100.00% | |
| 2025-01-30 | $3.13 | $0.05 | Expiration | $-3,091.00 | -98.40% | |
| 2025-01-31 | $2.86 | $22.95 | Expiration | $20,072.30 | 701.13% | |
| 2025-02-03 | $3.09 | $0.00 | Expiration | $-3,101.10 | -100.00% | |
| 2025-02-04 | $1.41 | $0.00 | Expiration | $-1,425.20 | -100.00% | |
| 2025-02-05 | $0.86 | $0.00 | Expiration | $-869.80 | -100.00% | |
| 2025-02-06 | $1.09 | $38.39 | Expiration | $37,288.50 | 3,426.87% | |
| 2025-02-07 | $1.49 | $0.00 | Expiration | $-1,501.30 | -100.00% | |
| 2025-02-10 | $1.58 | $0.00 | Expiration | $-1,589.40 | -100.00% | |
| 2025-02-11 | $1.41 | $18.21 | Expiration | $16,785.40 | 1,190.03% | |
| 2025-02-12 | $2.02 | $0.00 | Expiration | $-2,037.70 | -100.00% | |
| 2025-02-13 | $0.93 | $0.00 | Expiration | $-938.40 | -100.00% | |
| 2025-02-14 | $1.10 | $0.05 | Expiration | $-1,067.80 | -95.47% | |
| 2025-02-18 | $0.90 | $0.00 | Expiration | $-916.90 | -100.00% | |
| 2025-02-19 | $1.46 | $20.15 | Expiration | $18,673.20 | 1,276.55% | |
| 2025-02-20 | $1.31 | $96.12 | Expiration | $94,793.10 | 7,215.63% | |
| 2025-02-21 | $1.62 | $3.55 | Expiration | $1,921.20 | 119.71% | |
| 2025-02-24 | $1.61 | $40.77 | Expiration | $39,149.90 | 2,436.87% |
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