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 1495 trades that stayed open for an average of 9 days. With a solid 64.35% win rate (962 winners and 533 losers), the strategy proved reliable. This translated to $1,545,367.48 in total profits. On average, each position made $1,033.69. When annualized, that's a 35.4% return (CAGR), which suggests strong growth potential if maintained over time. Impressively, the maximum drawdown was only 4.7%, showing excellent risk control. With a Sharpe ratio of 11.51, 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 |
|---|---|---|---|---|---|---|
| 2019-12-10 | $0.39 | $0.00 | Expiration | $1,866.50 | 100.00% | |
| 2019-12-11 | $0.38 | $0.00 | Expiration | $1,836.00 | 100.00% | |
| 2019-12-12 | $0.37 | $0.00 | Expiration | $1,776.00 | 100.00% | |
| 2019-12-18 | $0.55 | $0.10 | Take Profit | $2,141.10 | 80.84% | |
| 2019-12-19 | $0.62 | $0.11 | Take Profit | $2,492.10 | 81.98% | |
| 2019-12-13 | $0.49 | $0.00 | Expiration | $2,373.50 | 100.00% | |
| 2019-12-16 | $0.45 | $0.00 | Expiration | $2,180.00 | 100.00% | |
| 2019-12-17 | $0.49 | $0.00 | Expiration | $2,373.00 | 100.00% | |
| 2019-12-20 | $0.18 | $0.00 | Expiration | $816.00 | 100.00% | |
| 2020-01-02 | $0.23 | $0.34 | Stop Loss | $-600.00 | -46.93% | |
| 2019-12-23 | $0.12 | $0.00 | Expiration | $540.50 | 100.00% | |
| 2019-12-27 | $0.15 | $0.00 | Expiration | $668.50 | 100.00% | |
| 2019-12-30 | $0.18 | $0.00 | Expiration | $849.50 | 100.00% | |
| 2020-01-03 | $0.06 | $0.00 | Expiration | $228.50 | 100.00% | |
| 2020-01-14 | $0.05 | $0.12 | Stop Loss | $-383.00 | -116.91% | |
| 2020-01-06 | $0.16 | $0.00 | Expiration | $747.00 | 100.00% | |
| 2020-01-07 | $0.10 | $0.00 | Expiration | $458.50 | 100.00% | |
| 2020-01-08 | $0.11 | $0.00 | Expiration | $487.50 | 100.00% | |
| 2020-01-09 | $0.17 | $0.00 | Expiration | $798.00 | 100.00% | |
| 2020-01-22 | $0.11 | $0.19 | Stop Loss | $-457.38 | -68.90% | |
| 2020-01-10 | $0.15 | $0.00 | Expiration | $673.50 | 100.00% | |
| 2020-01-21 | $0.08 | $0.14 | Stop Loss | $-409.75 | -90.96% | |
| 2020-01-23 | $0.13 | $0.21 | Stop Loss | $-476.13 | -63.79% | |
| 2020-01-13 | $0.20 | $0.00 | Expiration | $926.00 | 100.00% | |
| 2020-01-24 | $0.34 | $0.47 | Stop Loss | $-735.50 | -39.86% | |
| 2020-01-28 | $0.17 | $0.27 | Stop Loss | $-533.38 | -53.62% | |
| 2020-01-29 | $0.21 | $0.31 | Stop Loss | $-579.88 | -48.60% | |
| 2020-01-30 | $0.15 | $0.23 | Stop Loss | $-496.50 | -59.44% | |
| 2020-02-06 | $0.15 | $0.23 | Stop Loss | $-498.25 | -59.11% | |
| 2020-01-27 | $0.24 | $0.00 | Expiration | $1,152.50 | 100.00% | |
| 2020-02-12 | $0.14 | $0.22 | Stop Loss | $-483.75 | -62.04% | |
| 2020-01-31 | $0.35 | $0.00 | Expiration | $1,690.00 | 100.00% | |
| 2020-02-03 | $0.21 | $0.00 | Expiration | $996.00 | 100.00% | |
| 2020-02-04 | $0.20 | $0.00 | Expiration | $925.50 | 100.00% | |
| 2020-02-05 | $0.17 | $0.00 | Expiration | $770.00 | 100.00% | |
| 2020-02-07 | $0.26 | $0.00 | Expiration | $1,231.50 | 100.00% | |
| 2020-02-19 | $0.34 | $0.48 | Stop Loss | $-743.00 | -39.60% | |
| 2020-02-14 | $0.19 | $0.28 | Stop Loss | $-549.88 | -51.61% | |
| 2020-02-18 | $0.10 | $0.18 | Stop Loss | $-441.13 | -74.55% | |
| 2020-02-20 | $0.20 | $0.30 | Stop Loss | $-569.38 | -49.57% | |
| 2020-02-10 | $0.20 | $0.00 | Expiration | $918.00 | 100.00% | |
| 2020-02-11 | $0.14 | $0.00 | Expiration | $646.50 | 100.00% | |
| 2020-02-13 | $0.17 | $0.26 | Stop Loss | $-524.38 | -54.85% | |
| 2020-02-21 | $0.27 | $0.38 | Stop Loss | $-648.00 | -43.77% | |
| 2020-02-24 | $0.45 | $0.61 | Stop Loss | $-878.88 | -36.08% | |
| 2020-02-25 | $0.34 | $0.47 | Stop Loss | $-738.50 | -39.76% | |
| 2020-02-26 | $0.33 | $0.47 | Stop Loss | $-732.00 | -39.99% | |
| 2020-02-27 | $0.62 | $0.83 | Stop Loss | $-1,095.00 | -33.01% | |
| 2020-03-02 | $0.56 | $0.75 | Stop Loss | $-1,014.00 | -33.94% | |
| 2020-03-03 | $0.57 | $0.76 | Stop Loss | $-1,025.38 | -33.80% |