Credit Call Spread
Credit Call Spread • Dec 10, 2020 - Dec 10, 2025
Backtest Performance
Backtest Metrics
Backtest Summary
This backtest shows a Credit Call Spread strategy on SPY from Dec 10, 2020 - Dec 10, 2025, placing 673 trades that stayed open for an average of 41 days. The results were impressive - winning 82.62% of the time (556 wins vs 117 losses), which shows remarkable consistency. This translated to $9,566,728.00 in total profits. On average, each position made $14,215.05. When annualized, that's a 60.3% return (CAGR), which suggests strong growth potential if maintained over time. The account experienced a 11.1% drawdown at its lowest point, which is moderate but manageable. With a Sharpe ratio of 12.16, the returns were excellent relative to the risk taken. The strategy managed to keep 78.0% of the premium collected. 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 | $5.20 | $0.10 | Early Exit | $25,093.00 | 98.08% | |
| 2020-12-14 | $3.34 | $0.10 | Early Exit | $15,802.00 | 97.01% | |
| 2020-12-15 | $3.10 | $4.57 | Early Exit | $-7,750.50 | -47.39% | |
| 2020-12-17 | $1.19 | $2.04 | Early Exit | $-4,644.00 | -71.06% | |
| 2020-12-21 | $6.49 | $0.10 | Early Exit | $31,545.50 | 98.46% | |
| 2020-12-22 | $0.15 | $0.60 | Early Exit | $-2,634.00 | -299.46% | |
| 2020-12-24 | $3.41 | $0.10 | Early Exit | $16,135.50 | 97.06% | |
| 2020-12-28 | $1.62 | $0.10 | Early Exit | $7,201.00 | 93.83% | |
| 2020-12-29 | $3.49 | $0.10 | Early Exit | $16,525.50 | 97.13% | |
| 2020-12-31 | $0.90 | $0.10 | Early Exit | $-4,418.50 | -88.93% | |
| 2021-01-04 | $5.60 | $0.10 | Early Exit | $27,102.50 | 98.21% | |
| 2021-01-05 | $7.24 | $0.10 | Early Exit | $35,299.00 | 98.62% | |
| 2021-01-07 | $7.40 | $0.10 | Early Exit | $36,078.50 | 98.65% | |
| 2021-01-11 | $3.38 | $4.75 | Early Exit | $-7,256.00 | -40.54% | |
| 2021-01-12 | $7.03 | $9.24 | Early Exit | $-11,485.00 | -31.55% | |
| 2021-01-14 | $5.86 | $7.66 | Early Exit | $-9,416.50 | -30.77% | |
| 2021-01-19 | $2.29 | $2.46 | Early Exit | $438.50 | 7.33% | |
| 2021-01-21 | $5.07 | $3.71 | Early Exit | $6,384.00 | 26.78% | |
| 2021-01-25 | $4.00 | $2.38 | Early Exit | $7,719.00 | 40.59% | |
| 2021-01-26 | $3.99 | $2.05 | Early Exit | $9,317.00 | 48.65% | |
| 2021-01-28 | $3.10 | $0.10 | Early Exit | $14,618.50 | 96.78% | |
| 2021-02-01 | $3.41 | $0.10 | Early Exit | $16,139.50 | 97.07% | |
| 2021-02-02 | $4.16 | $0.10 | Early Exit | $19,879.50 | 97.59% | |
| 2021-02-04 | $8.99 | $0.10 | Early Exit | $44,042.50 | 98.89% | |
| 2021-02-08 | $2.81 | $0.10 | Early Exit | $13,161.00 | 96.44% | |
| 2021-02-09 | $3.56 | $0.10 | Early Exit | $16,880.50 | 97.19% | |
| 2021-02-11 | $1.96 | $2.87 | Early Exit | $-4,981.50 | -46.80% | |
| 2021-02-16 | $7.35 | $0.10 | Early Exit | $35,860.00 | 98.64% | |
| 2021-02-18 | $7.03 | $0.10 | Early Exit | $34,225.50 | 98.58% | |
| 2021-02-22 | $4.83 | $0.10 | Early Exit | $23,228.50 | 97.93% | |
| 2021-02-23 | $5.62 | $0.10 | Early Exit | $27,182.50 | 98.22% | |
| 2021-03-01 | $2.79 | $0.10 | Early Exit | $13,050.00 | 96.42% | |
| 2021-03-02 | $6.55 | $0.10 | Early Exit | $31,827.50 | 98.47% | |
| 2021-03-04 | $4.93 | $0.10 | Early Exit | $23,749.50 | 97.97% | |
| 2021-03-08 | $9.61 | $0.10 | Early Exit | $47,149.00 | 98.96% | |
| 2021-03-09 | $8.17 | $0.10 | Early Exit | $39,965.00 | 98.78% | |
| 2021-03-11 | $3.77 | $0.10 | Early Exit | $17,938.50 | 97.35% | |
| 2021-03-15 | $0.20 | $0.10 | Early Exit | $-900.00 | -50.00% | |
| 2021-03-16 | $3.19 | $0.10 | Early Exit | $15,051.00 | 96.87% | |
| 2021-03-18 | $2.46 | $0.10 | Early Exit | $11,407.50 | 95.94% | |
| 2021-03-22 | $2.69 | $0.10 | Early Exit | $12,572.00 | 96.29% | |
| 2021-03-23 | $0.48 | $0.10 | Early Exit | $1,509.00 | 79.24% | |
| 2021-03-25 | $3.37 | $0.10 | Early Exit | $15,939.50 | 97.03% | |
| 2021-03-29 | $5.73 | $0.10 | Early Exit | $27,742.00 | 98.25% | |
| 2021-03-30 | $7.16 | $0.10 | Early Exit | $34,908.50 | 98.60% | |
| 2021-04-01 | $5.88 | $0.10 | Early Exit | $28,522.00 | 98.30% | |
| 2021-04-05 | $1.14 | $0.10 | Early Exit | $4,805.00 | 91.24% | |
| 2021-04-06 | $4.31 | $0.10 | Early Exit | $20,638.50 | 97.68% | |
| 2021-04-08 | $0.20 | $0.10 | Early Exit | $-900.00 | -50.00% | |
| 2021-04-12 | $4.63 | $0.10 | Early Exit | $22,264.00 | 97.84% |