Long Straddle
Long Straddle • Dec 10, 2020 - Dec 10, 2025
Backtest Performance
Backtest Metrics
Backtest Summary
This backtest shows a Long Straddle strategy on QQQ from Dec 10, 2020 - Dec 10, 2025, placing 541 trades that stayed open for an average of 29 days. The results were impressive - winning 89.65% of the time (485 wins vs 56 losses), which shows remarkable consistency. This translated to $229,154.01 in total profits. On average, each position made $423.57. When annualized, that's a 26.9% return (CAGR), which suggests strong growth potential if maintained over time. Impressively, the maximum drawdown was only 8.8%, showing excellent risk control. With a Sharpe ratio of 10.67, 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 |
|---|---|---|---|---|---|---|
| 2020-12-28 | $6.38 | $4.67 | Early Exit | $168.48 | 26.83% | |
| 2020-12-30 | $7.82 | $5.82 | Early Exit | $196.51 | 25.47% | |
| 2021-01-04 | $5.78 | $3.75 | Early Exit | $200.91 | 35.18% | |
| 2021-01-06 | $4.98 | $3.86 | Early Exit | $109.22 | 22.46% | |
| 2021-01-08 | $5.91 | $3.00 | Take Profit | $287.86 | 49.15% | |
| 2021-01-22 | $5.20 | $2.65 | Take Profit | $252.58 | 49.04% | |
| 2021-01-20 | $8.19 | $4.14 | Take Profit | $401.76 | 49.39% | |
| 2021-01-11 | $7.89 | $4.00 | Take Profit | $386.91 | 49.37% | |
| 2021-01-25 | $7.05 | $3.57 | Take Profit | $344.74 | 49.29% | |
| 2021-01-13 | $9.52 | $4.81 | Take Profit | $468.54 | 49.47% | |
| 2021-02-01 | $8.84 | $4.47 | Take Profit | $434.29 | 49.43% | |
| 2021-01-15 | $6.32 | $3.21 | Take Profit | $308.46 | 49.21% | |
| 2021-01-27 | $14.12 | $7.11 | Take Profit | $698.40 | 49.65% | |
| 2021-01-29 | $15.20 | $7.65 | Take Profit | $752.16 | 49.67% | |
| 2021-02-03 | $10.32 | $0.05 | Early Exit | $1,024.54 | 99.52% | |
| 2021-02-05 | $5.34 | $0.05 | Early Exit | $526.32 | 99.06% | |
| 2021-02-10 | $9.08 | $4.59 | Take Profit | $446.18 | 49.45% | |
| 2021-03-03 | $3.92 | $2.01 | Take Profit | $188.22 | 48.72% | |
| 2021-02-22 | $10.17 | $5.14 | Take Profit | $500.95 | 49.51% | |
| 2021-02-24 | $4.52 | $2.31 | Take Profit | $218.59 | 48.89% | |
| 2021-02-26 | $8.06 | $4.08 | Take Profit | $395.28 | 49.38% | |
| 2021-03-08 | $6.87 | $3.48 | Take Profit | $335.66 | 49.27% | |
| 2021-02-12 | $8.82 | $4.46 | Take Profit | $433.20 | 49.43% | |
| 2021-03-01 | $5.09 | $2.60 | Take Profit | $247.08 | 49.02% | |
| 2021-03-05 | $9.95 | $5.02 | Take Profit | $489.90 | 49.50% | |
| 2021-03-10 | $5.32 | $2.71 | Take Profit | $258.38 | 49.06% | |
| 2021-02-17 | $5.72 | $0.05 | Early Exit | $563.93 | 99.13% | |
| 2021-02-19 | $7.53 | $0.05 | Early Exit | $745.59 | 99.34% | |
| 2021-03-12 | $7.17 | $3.63 | Take Profit | $350.65 | 49.30% | |
| 2021-03-15 | $10.65 | $5.38 | Take Profit | $524.96 | 49.53% | |
| 2021-03-17 | $10.24 | $5.17 | Take Profit | $504.65 | 49.51% | |
| 2021-03-19 | $8.63 | $4.37 | Take Profit | $424.00 | 49.42% | |
| 2021-03-22 | $9.31 | $4.70 | Take Profit | $457.85 | 49.46% | |
| 2021-04-07 | $3.57 | $1.83 | Take Profit | $170.81 | 48.60% | |
| 2021-04-05 | $4.27 | $2.18 | Take Profit | $205.72 | 48.83% | |
| 2021-04-09 | $5.04 | $2.57 | Take Profit | $244.55 | 49.01% | |
| 2021-03-24 | $7.66 | $0.05 | Early Exit | $758.26 | 99.35% | |
| 2021-03-26 | $4.92 | $0.05 | Early Exit | $484.24 | 98.98% | |
| 2021-03-29 | $7.45 | $6.98 | Early Exit | $45.22 | 6.41% | |
| 2021-03-31 | $5.26 | $2.68 | Take Profit | $255.55 | 49.05% | |
| 2021-04-14 | $8.49 | $4.30 | Take Profit | $417.00 | 49.41% | |
| 2021-04-12 | $7.90 | $4.00 | Take Profit | $387.48 | 49.37% | |
| 2021-04-21 | $5.29 | $2.69 | Take Profit | $256.81 | 49.05% | |
| 2021-05-12 | $5.35 | $2.73 | Take Profit | $260.11 | 49.07% | |
| 2021-04-23 | $7.38 | $3.74 | Take Profit | $361.21 | 49.32% | |
| 2021-05-05 | $4.02 | $2.06 | Take Profit | $193.49 | 48.76% | |
| 2021-04-28 | $7.88 | $3.99 | Take Profit | $386.63 | 49.37% | |
| 2021-04-30 | $11.89 | $6.00 | Take Profit | $587.15 | 49.58% | |
| 2021-05-07 | $4.09 | $2.10 | Take Profit | $197.11 | 48.78% | |
| 2021-05-10 | $4.80 | $2.45 | Take Profit | $232.41 | 48.96% |