Short Put
Short Put • Dec 10, 2019 - Dec 10, 2025
Backtest Performance
Backtest Metrics
Backtest Summary
This backtest shows a Short Put strategy on SPY from Dec 10, 2019 - Dec 10, 2025, placing 1377 trades that stayed open for an average of 9 days. With a solid 51.49% win rate (709 winners and 668 losers), the strategy proved reliable. This translated to $931,181.59 in total profits. On average, each position made $676.24. When annualized, that's a 47.5% return (CAGR), which suggests strong growth potential if maintained over time. The journey was quite volatile though - at its worst, the account was down 29.4%, which would require strong conviction to ride out. With a Sharpe ratio of 6.82, 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 |
|---|---|---|---|---|---|---|
| 2019-12-16 | $0.43 | $0.58 | Stop Loss | $-169.65 | -36.72% | |
| 2019-12-18 | $0.43 | $0.59 | Stop Loss | $-171.40 | -36.53% | |
| 2019-12-17 | $0.40 | $0.55 | Stop Loss | $-162.15 | -37.61% | |
| 2019-12-10 | $1.26 | $0.05 | Days In Trade | $1,199.60 | 96.04% | |
| 2019-12-11 | $1.04 | $0.05 | Days In Trade | $973.40 | 95.18% | |
| 2019-12-12 | $0.87 | $0.05 | Days In Trade | $804.90 | 94.24% | |
| 2019-12-23 | $0.32 | $0.45 | Stop Loss | $-142.30 | -40.76% | |
| 2019-12-13 | $0.68 | $0.05 | Days In Trade | $621.40 | 92.69% | |
| 2019-12-20 | $0.31 | $0.44 | Stop Loss | $-140.05 | -41.22% | |
| 2019-12-24 | $0.35 | $0.49 | Stop Loss | $-150.10 | -39.35% | |
| 2019-12-26 | $0.36 | $0.50 | Stop Loss | $-152.98 | -38.89% | |
| 2019-12-27 | $0.86 | $1.13 | Stop Loss | $-278.63 | -30.80% | |
| 2019-12-19 | $0.57 | $0.05 | Days In Trade | $507.30 | 91.23% | |
| 2020-01-02 | $0.45 | $0.61 | Stop Loss | $-175.23 | -36.14% | |
| 2020-01-09 | $0.49 | $0.66 | Stop Loss | $-185.30 | -35.22% | |
| 2019-12-30 | $0.91 | $0.05 | Days In Trade | $850.30 | 94.53% | |
| 2019-12-31 | $0.90 | $0.16 | Days In Trade | $725.10 | 82.07% | |
| 2020-01-03 | $0.89 | $0.05 | Days In Trade | $831.60 | 94.41% | |
| 2020-01-16 | $0.38 | $0.53 | Stop Loss | $-158.75 | -38.05% | |
| 2020-01-06 | $0.97 | $0.05 | Days In Trade | $906.70 | 94.84% | |
| 2020-01-07 | $0.81 | $0.18 | Days In Trade | $612.80 | 77.29% | |
| 2020-01-08 | $0.94 | $0.27 | Days In Trade | $663.20 | 71.65% | |
| 2020-01-10 | $0.72 | $0.49 | Days In Trade | $214.20 | 31.49% | |
| 2020-01-17 | $0.75 | $0.99 | Stop Loss | $-251.28 | -31.64% | |
| 2020-01-21 | $0.73 | $0.97 | Stop Loss | $-246.05 | -31.83% | |
| 2020-01-22 | $0.75 | $0.99 | Stop Loss | $-250.48 | -31.67% | |
| 2020-01-23 | $0.71 | $0.94 | Stop Loss | $-241.10 | -32.02% | |
| 2020-01-13 | $0.63 | $1.05 | Days In Trade | $-441.40 | -68.52% | |
| 2020-01-14 | $0.67 | $0.89 | Stop Loss | $-231.20 | -32.43% | |
| 2020-01-15 | $0.59 | $0.79 | Stop Loss | $-211.13 | -33.44% | |
| 2020-01-24 | $1.04 | $1.35 | Stop Loss | $-323.95 | -29.79% | |
| 2020-01-27 | $1.56 | $2.00 | Stop Loss | $-452.93 | -28.21% | |
| 2020-01-28 | $1.38 | $1.78 | Stop Loss | $-408.33 | -28.62% | |
| 2020-01-29 | $1.15 | $1.49 | Stop Loss | $-350.20 | -29.35% | |
| 2020-01-30 | $1.27 | $1.64 | Stop Loss | $-381.05 | -28.93% | |
| 2020-01-31 | $1.71 | $0.22 | Take Profit | $1,477.62 | 87.08% | |
| 2020-02-03 | $1.30 | $0.05 | Days In Trade | $1,236.10 | 96.15% | |
| 2020-02-04 | $1.30 | $0.33 | Days In Trade | $963.80 | 74.93% | |
| 2020-02-05 | $1.22 | $0.05 | Days In Trade | $1,157.70 | 95.90% | |
| 2020-02-06 | $1.14 | $0.16 | Take Profit | $963.18 | 85.61% | |
| 2020-02-07 | $1.19 | $0.85 | Days In Trade | $330.50 | 28.75% | |
| 2020-02-12 | $0.83 | $1.08 | Stop Loss | $-269.85 | -31.04% | |
| 2020-02-13 | $1.11 | $1.44 | Stop Loss | $-340.23 | -29.51% | |
| 2020-02-14 | $0.94 | $1.23 | Stop Loss | $-299.20 | -30.29% | |
| 2020-02-18 | $1.18 | $1.53 | Stop Loss | $-358.05 | -29.24% | |
| 2020-02-19 | $1.11 | $1.44 | Stop Loss | $-340.10 | -29.51% | |
| 2020-02-20 | $1.15 | $1.49 | Stop Loss | $-351.08 | -29.34% | |
| 2020-02-10 | $1.09 | $3.46 | Days In Trade | $-2,378.90 | -217.23% | |
| 2020-02-11 | $1.13 | $1.46 | Stop Loss | $-345.05 | -29.43% | |
| 2020-02-21 | $1.44 | $1.86 | Stop Loss | $-424.08 | -28.46% |
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