Credit Put Spread
Credit Put Spread • Jan 2, 2022 - Dec 31, 2025
Backtest Performance
Backtest Metrics
Backtest Summary
This backtest shows a Credit Put Spread strategy on SPX from Jan 2, 2022 - Dec 31, 2025, placing 727 trades that stayed open for an average of 4 days. With a solid 53.78% win rate (391 winners and 336 losers), the strategy proved reliable. This translated to $3,082,236.59 in total profits. On average, each position made $4,239.67. When annualized, that's a 137.8% return (CAGR), which suggests strong growth potential if maintained over time. The journey was quite volatile though - at its worst, the account was down 38.4%, which would require strong conviction to ride out. With a Sharpe ratio of 7.30, the returns were excellent relative to the risk taken. Overall, this is a viable strategy that could be improved with some fine-tuning.
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Trade Log
| Date | Entry | Exit | Exit Reason | P&L | Return | Action |
|---|---|---|---|---|---|---|
| 2022-01-03 | $11.03 | $12.74 | Stop Loss | $-1,731.09 | -15.45% | |
| 2022-01-04 | $7.45 | $8.62 | Stop Loss | $-1,193.59 | -15.67% | |
| 2022-01-05 | $7.23 | $8.36 | Stop Loss | $-1,159.95 | -15.69% | |
| 2022-01-06 | $9.03 | $10.43 | Stop Loss | $-1,430.23 | -15.55% | |
| 2022-01-11 | $10.23 | $11.82 | Stop Loss | $-1,610.95 | -15.49% | |
| 2022-01-12 | $6.47 | $7.49 | Stop Loss | $-1,046.37 | -15.77% | |
| 2022-01-10 | $8.73 | $0.00 | Expiration | $8,708.30 | 100.00% | |
| 2022-01-13 | $8.27 | $9.56 | Stop Loss | $-1,316.32 | -15.60% | |
| 2022-01-20 | $16.23 | $18.72 | Stop Loss | $-2,510.67 | -15.31% | |
| 2022-01-24 | $16.33 | $0.00 | Expiration | $16,303.90 | 100.00% | |
| 2022-01-25 | $12.80 | $0.00 | Expiration | $12,774.50 | 100.00% | |
| 2022-01-26 | $12.27 | $0.00 | Expiration | $12,247.20 | 100.00% | |
| 2022-01-27 | $13.54 | $0.00 | Expiration | $13,513.90 | 100.00% | |
| 2022-02-01 | $17.56 | $20.24 | Stop Loss | $-2,710.03 | -15.28% | |
| 2022-02-02 | $6.72 | $7.78 | Stop Loss | $-1,084.62 | -15.74% | |
| 2022-01-31 | $10.64 | $0.00 | Expiration | $10,613.30 | 100.00% | |
| 2022-02-03 | $10.51 | $0.00 | Expiration | $10,486.70 | 100.00% | |
| 2022-02-08 | $9.35 | $10.80 | Stop Loss | $-1,478.53 | -15.53% | |
| 2022-02-09 | $6.15 | $7.13 | Stop Loss | $-998.95 | -15.81% | |
| 2022-02-07 | $10.90 | $12.59 | Stop Loss | $-1,711.09 | -15.46% | |
| 2022-02-10 | $10.34 | $11.94 | Stop Loss | $-1,626.81 | -15.48% | |
| 2022-02-15 | $12.53 | $14.46 | Stop Loss | $-1,956.15 | -15.40% | |
| 2022-02-16 | $11.84 | $13.66 | Stop Loss | $-1,851.42 | -15.42% | |
| 2022-02-14 | $10.68 | $0.00 | Expiration | $10,657.40 | 100.00% | |
| 2022-02-17 | $12.22 | $14.10 | Stop Loss | $-1,908.52 | -15.41% | |
| 2022-02-22 | $12.54 | $14.47 | Stop Loss | $-1,957.09 | -15.40% | |
| 2022-02-28 | $16.43 | $18.94 | Stop Loss | $-2,540.46 | -15.30% | |
| 2022-02-24 | $11.00 | $0.00 | Expiration | $10,978.00 | 100.00% | |
| 2022-03-02 | $13.64 | $15.74 | Stop Loss | $-2,122.39 | -15.37% | |
| 2022-03-03 | $14.04 | $16.19 | Stop Loss | $-2,181.73 | -15.36% | |
| 2022-03-01 | $20.34 | $0.00 | Expiration | $20,316.80 | 100.00% | |
| 2022-03-09 | $12.10 | $13.96 | Stop Loss | $-1,890.52 | -15.41% | |
| 2022-03-10 | $11.54 | $13.32 | Stop Loss | $-1,806.43 | -15.43% | |
| 2022-03-07 | $14.91 | $0.00 | Expiration | $14,883.50 | 100.00% | |
| 2022-03-08 | $11.59 | $0.00 | Expiration | $11,564.00 | 100.00% | |
| 2022-03-14 | $19.15 | $0.00 | Expiration | $19,126.50 | 100.00% | |
| 2022-03-15 | $20.39 | $0.00 | Expiration | $20,364.40 | 100.00% | |
| 2022-03-16 | $13.78 | $0.00 | Expiration | $13,755.70 | 100.00% | |
| 2022-03-17 | $9.61 | $0.00 | Expiration | $9,583.10 | 100.00% | |
| 2022-03-22 | $8.49 | $9.81 | Stop Loss | $-1,349.31 | -15.59% | |
| 2022-03-21 | $12.10 | $0.00 | Expiration | $12,078.00 | 100.00% | |
| 2022-03-23 | $6.17 | $0.00 | Expiration | $6,144.10 | 100.00% | |
| 2022-03-24 | $12.45 | $0.00 | Expiration | $12,425.50 | 100.00% | |
| 2022-03-29 | $9.69 | $11.19 | Stop Loss | $-1,529.62 | -15.52% | |
| 2022-03-30 | $13.48 | $15.56 | Stop Loss | $-2,098.47 | -15.37% | |
| 2022-03-31 | $9.15 | $10.57 | Stop Loss | $-1,448.62 | -15.55% | |
| 2022-03-28 | $10.38 | $0.00 | Expiration | $10,350.10 | 100.00% | |
| 2022-04-04 | $13.13 | $15.15 | Stop Loss | $-2,045.88 | -15.38% | |
| 2022-04-05 | $8.29 | $9.58 | Stop Loss | $-1,319.10 | -15.60% | |
| 2022-04-06 | $12.49 | $14.42 | Stop Loss | $-1,949.91 | -15.40% |