Credit Put Spread
Credit Put Spread • Dec 10, 2020 - Dec 10, 2025
Backtest Performance
Backtest Metrics
Backtest Summary
This backtest shows a Credit Put Spread strategy on SPX from Dec 10, 2020 - Dec 10, 2025, placing 252 trades that stayed open for an average of 6 days. With a solid 69.84% win rate (176 winners and 76 losers), the strategy proved reliable. This translated to $721,139.80 in total profits. On average, each position made $2,861.67. When annualized, that's a 52.4% return (CAGR), which suggests strong growth potential if maintained over time. The journey was quite volatile though - at its worst, the account was down 72.6%, which would require strong conviction to ride out. The Sharpe ratio of 0.82 shows modest risk-adjusted performance. 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 |
|---|---|---|---|---|---|---|
| 2020-12-10 | $20.67 | $0.00 | Expiration | $8,259.40 | 100.00% | |
| 2020-12-17 | $18.80 | $14.62 | Expiration | $2,078.70 | 22.25% | |
| 2020-12-24 | $17.02 | $0.00 | Expiration | $10,198.92 | 100.00% | |
| 2020-12-31 | $20.72 | $0.40 | Expiration | $10,145.55 | 98.07% | |
| 2021-01-07 | $19.48 | $0.00 | Expiration | $11,675.22 | 100.00% | |
| 2021-01-14 | $20.28 | $0.00 | Expiration | $14,179.13 | 100.00% | |
| 2021-01-21 | $17.77 | $90.00 | Expiration | $-57,806.80 | -406.54% | |
| 2021-01-28 | $22.91 | $0.00 | Expiration | $9,154.16 | 100.00% | |
| 2021-02-04 | $17.75 | $0.00 | Expiration | $10,636.38 | 100.00% | |
| 2021-02-11 | $18.86 | $0.00 | Expiration | $11,300.28 | 100.00% | |
| 2021-02-18 | $19.25 | $0.00 | Expiration | $11,536.80 | 100.00% | |
| 2021-02-25 | $25.12 | $0.00 | Expiration | $12,547.55 | 100.00% | |
| 2021-03-04 | $28.14 | $0.00 | Expiration | $14,057.75 | 100.00% | |
| 2021-03-11 | $21.56 | $0.00 | Expiration | $15,071.35 | 100.00% | |
| 2021-03-18 | $22.73 | $0.05 | Expiration | $18,126.00 | 99.78% | |
| 2021-03-25 | $19.23 | $0.05 | Expiration | $19,150.10 | 99.74% | |
| 2021-04-01 | $16.07 | $0.05 | Expiration | $15,989.10 | 99.69% | |
| 2021-04-08 | $17.97 | $0.00 | Expiration | $17,940.50 | 100.00% | |
| 2021-04-15 | $17.32 | $0.00 | Expiration | $17,296.90 | 100.00% | |
| 2021-04-22 | $21.11 | $0.00 | Expiration | $21,082.70 | 100.00% | |
| 2021-04-29 | $17.96 | $44.29 | Expiration | $-26,355.40 | -146.60% | |
| 2021-05-06 | $17.63 | $90.00 | Expiration | $-72,394.90 | -410.46% | |
| 2021-05-13 | $22.22 | $30.90 | Expiration | $-6,961.84 | -39.04% | |
| 2021-05-20 | $20.15 | $0.00 | Expiration | $18,114.03 | 100.00% | |
| 2021-05-27 | $14.77 | $0.00 | Expiration | $14,742.20 | 100.00% | |
| 2021-06-03 | $19.11 | $0.00 | Expiration | $19,082.90 | 100.00% | |
| 2021-06-10 | $15.77 | $5.25 | Expiration | $10,495.70 | 66.71% | |
| 2021-06-17 | $16.84 | $0.00 | Expiration | $16,816.00 | 100.00% | |
| 2021-06-24 | $13.77 | $0.00 | Expiration | $13,741.70 | 100.00% | |
| 2021-07-01 | $12.15 | $0.00 | Expiration | $12,126.00 | 100.00% | |
| 2021-07-08 | $20.26 | $0.00 | Expiration | $20,230.90 | 100.00% | |
| 2021-07-15 | $18.38 | $7.21 | Expiration | $11,148.60 | 60.78% | |
| 2021-07-22 | $16.21 | $0.00 | Expiration | $16,182.60 | 100.00% | |
| 2021-07-29 | $16.53 | $12.78 | Expiration | $3,721.40 | 22.67% | |
| 2021-08-05 | $17.92 | $0.00 | Expiration | $17,892.10 | 100.00% | |
| 2021-08-12 | $15.07 | $45.89 | Expiration | $-30,849.10 | -204.57% | |
| 2021-08-19 | $19.60 | $0.00 | Expiration | $19,570.80 | 100.00% | |
| 2021-08-26 | $17.16 | $0.00 | Expiration | $17,138.80 | 100.00% | |
| 2021-09-02 | $15.30 | $17.91 | Expiration | $-2,639.10 | -17.08% | |
| 2021-09-09 | $18.05 | $18.98 | Expiration | $-956.60 | -5.16% | |
| 2021-09-16 | $18.02 | $78.62 | Expiration | $-60,630.60 | -336.40% | |
| 2021-09-23 | $18.38 | $83.92 | Expiration | $-65,569.90 | -356.68% | |
| 2021-09-30 | $25.98 | $0.00 | Expiration | $23,354.37 | 100.00% | |
| 2021-10-07 | $21.95 | $38.79 | Expiration | $-16,870.70 | -76.76% | |
| 2021-10-14 | $19.56 | $0.00 | Expiration | $19,532.90 | 100.00% | |
| 2021-10-21 | $16.44 | $0.00 | Expiration | $16,409.50 | 100.00% | |
| 2021-10-28 | $19.31 | $0.00 | Expiration | $19,279.00 | 100.00% | |
| 2021-11-04 | $18.03 | $29.07 | Expiration | $-11,070.90 | -61.28% | |
| 2021-11-11 | $19.71 | $0.00 | Expiration | $19,679.60 | 100.00% | |
| 2021-11-18 | $17.38 | $7.19 | Expiration | $10,164.60 | 58.63% |
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