Short Put
Short Put • Dec 10, 2015 - Dec 10, 2025
Backtest Performance
Backtest Metrics
Backtest Summary
This backtest shows a Short Put strategy on SPX from Dec 10, 2015 - Dec 10, 2025, placing 1520 trades that stayed open for an average of 10 days. The results were impressive - winning 79.01% of the time (1201 wins vs 319 losses), which shows remarkable consistency. This translated to $6,837,091.86 in total profits. On average, each position made $4,498.09. When annualized, that's a 52.8% return (CAGR), which suggests strong growth potential if maintained over time. The journey was quite volatile though - at its worst, the account was down 89.8%, which would require strong conviction to ride out. With a Sharpe ratio of 3.81, 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 |
|---|---|---|---|---|---|---|
| 2015-12-11 | $12.92 | $6.51 | Take Profit | $6,395.80 | 49.61% | |
| 2015-12-14 | $17.89 | $9.00 | Take Profit | $8,884.45 | 49.72% | |
| 2015-12-16 | $20.19 | $40.42 | Stop Loss | $-20,249.20 | -100.25% | |
| 2015-12-10 | $7.42 | $3.76 | Take Profit | $3,644.80 | 49.33% | |
| 2015-12-18 | $12.59 | $6.34 | Take Profit | $6,231.80 | 49.60% | |
| 2015-12-15 | $13.71 | $6.91 | Take Profit | $6,792.15 | 49.64% | |
| 2015-12-17 | $6.82 | $3.46 | Take Profit | $3,348.10 | 49.27% | |
| 2015-12-21 | $16.24 | $8.17 | Take Profit | $8,058.40 | 49.69% | |
| 2015-12-24 | $6.99 | $14.03 | Stop Loss | $-7,052.10 | -100.72% | |
| 2015-12-29 | $8.00 | $16.05 | Stop Loss | $-8,065.20 | -100.62% | |
| 2015-12-23 | $16.54 | $33.13 | Stop Loss | $-16,602.60 | -100.30% | |
| 2015-12-22 | $11.07 | $22.18 | Stop Loss | $-11,128.50 | -100.45% | |
| 2015-12-28 | $8.17 | $16.38 | Stop Loss | $-8,229.10 | -100.61% | |
| 2016-01-05 | $10.95 | $21.95 | Stop Loss | $-11,011.10 | -100.46% | |
| 2016-01-04 | $16.79 | $33.64 | Stop Loss | $-16,857.70 | -100.30% | |
| 2016-01-06 | $8.52 | $17.10 | Stop Loss | $-8,586.00 | -100.59% | |
| 2016-01-08 | $11.66 | $5.88 | Take Profit | $3,461.07 | 49.57% | |
| 2016-01-07 | $9.89 | $5.00 | Take Profit | $4,882.55 | 49.49% | |
| 2016-01-13 | $9.31 | $4.70 | Take Profit | $3,213.84 | 49.46% | |
| 2016-01-11 | $10.32 | $5.21 | Take Profit | $3,058.83 | 49.52% | |
| 2016-01-12 | $14.22 | $7.16 | Take Profit | $3,522.55 | 49.65% | |
| 2016-01-22 | $9.29 | $4.69 | Take Profit | $3,665.16 | 49.46% | |
| 2016-01-27 | $19.32 | $9.71 | Take Profit | $3,838.96 | 49.74% | |
| 2016-01-26 | $9.40 | $4.75 | Take Profit | $4,638.50 | 49.47% | |
| 2016-01-29 | $11.40 | $22.85 | Stop Loss | $-11,463.50 | -100.44% | |
| 2016-02-01 | $9.72 | $19.49 | Stop Loss | $-9,783.60 | -100.51% | |
| 2016-02-03 | $12.76 | $25.57 | Stop Loss | $-12,823.10 | -100.39% | |
| 2016-01-28 | $10.76 | $5.43 | Take Profit | $4,787.51 | 49.54% | |
| 2016-02-09 | $12.37 | $6.23 | Take Profit | $4,283.90 | 49.60% | |
| 2016-02-11 | $17.03 | $8.56 | Take Profit | $2,535.33 | 49.71% | |
| 2016-02-08 | $12.74 | $6.42 | Take Profit | $4,415.88 | 49.61% | |
| 2016-02-02 | $26.52 | $13.31 | Take Profit | $5,279.60 | 49.81% | |
| 2016-02-16 | $9.90 | $5.00 | Take Profit | $3,909.44 | 49.49% | |
| 2016-02-17 | $9.48 | $4.79 | Take Profit | $4,676.20 | 49.47% | |
| 2016-02-18 | $9.27 | $4.69 | Take Profit | $4,573.00 | 49.46% | |
| 2016-02-19 | $9.09 | $4.60 | Take Profit | $4,482.45 | 49.45% | |
| 2016-02-23 | $10.50 | $5.30 | Take Profit | $5,184.65 | 49.52% | |
| 2016-02-22 | $9.99 | $5.04 | Take Profit | $4,931.65 | 49.50% | |
| 2016-02-26 | $8.37 | $4.23 | Take Profit | $4,121.75 | 49.40% | |
| 2016-02-25 | $34.61 | $17.36 | Take Profit | $5,173.11 | 49.86% | |
| 2016-03-01 | $16.40 | $8.25 | Take Profit | $7,323.89 | 49.70% | |
| 2016-03-02 | $19.25 | $9.68 | Take Profit | $7,650.32 | 49.74% | |
| 2016-03-03 | $10.46 | $5.28 | Take Profit | $5,165.55 | 49.52% | |
| 2016-03-04 | $25.79 | $12.95 | Take Profit | $7,700.04 | 49.81% | |
| 2016-03-07 | $16.28 | $8.19 | Take Profit | $8,076.35 | 49.69% | |
| 2016-03-11 | $7.51 | $3.80 | Take Profit | $3,690.10 | 49.33% | |
| 2016-03-14 | $8.24 | $4.17 | Take Profit | $4,055.60 | 49.39% | |
| 2016-03-16 | $5.68 | $2.89 | Take Profit | $2,778.90 | 49.12% | |
| 2016-03-17 | $7.91 | $4.00 | Take Profit | $3,890.25 | 49.37% | |
| 2016-03-18 | $9.86 | $4.98 | Take Profit | $4,865.45 | 49.49% |
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