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 737 trades that stayed open for an average of 20 days. With a solid 66.35% win rate (489 winners and 248 losers), the strategy proved reliable. This translated to $1,562,855.52 in total profits. On average, each position made $2,120.56. When annualized, that's a 75.5% return (CAGR), which suggests strong growth potential if maintained over time. The journey was quite volatile though - at its worst, the account was down 61.6%, which would require strong conviction to ride out. With a Sharpe ratio of 3.13, 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 |
|---|---|---|---|---|---|---|
| 2020-12-10 | $40.84 | $0.05 | Early Exit | $16,306.52 | 99.88% | |
| 2020-12-11 | $34.75 | $0.05 | Early Exit | $13,870.04 | 99.86% | |
| 2020-12-14 | $33.52 | $7.30 | Early Exit | $10,478.32 | 78.23% | |
| 2020-12-15 | $21.62 | $5.05 | Early Exit | $6,620.52 | 76.66% | |
| 2020-12-16 | $25.25 | $7.92 | Early Exit | $6,925.08 | 68.66% | |
| 2020-12-17 | $19.93 | $6.32 | Early Exit | $5,432.68 | 68.28% | |
| 2020-12-18 | $17.51 | $4.43 | Early Exit | $5,223.40 | 74.72% | |
| 2020-12-21 | $27.01 | $10.33 | Early Exit | $6,663.20 | 61.76% | |
| 2020-12-23 | $27.60 | $14.52 | Early Exit | $5,223.96 | 47.41% | |
| 2020-12-24 | $38.05 | $21.89 | Early Exit | $6,455.52 | 42.48% | |
| 2021-01-04 | $24.40 | $18.52 | Early Exit | $2,341.80 | 24.10% | |
| 2021-01-05 | $23.12 | $21.52 | Early Exit | $629.48 | 6.92% | |
| 2021-01-08 | $22.55 | $37.28 | Early Exit | $-5,900.16 | -65.28% | |
| 2021-01-20 | $22.98 | $46.00 | Stop Loss | $-9,220.76 | -100.22% | |
| 2021-01-11 | $20.33 | $4.50 | Early Exit | $6,320.60 | 77.85% | |
| 2021-01-12 | $19.76 | $5.05 | Early Exit | $5,871.64 | 74.42% | |
| 2021-01-13 | $30.34 | $11.74 | Early Exit | $7,427.16 | 61.29% | |
| 2021-01-14 | $25.12 | $8.45 | Early Exit | $6,657.20 | 66.36% | |
| 2021-01-15 | $23.43 | $5.53 | Early Exit | $7,149.76 | 76.39% | |
| 2021-01-19 | $24.55 | $5.27 | Early Exit | $7,700.44 | 78.52% | |
| 2021-01-29 | $23.79 | $0.05 | Early Exit | $9,485.72 | 99.79% | |
| 2021-02-01 | $28.23 | $11.21 | Early Exit | $6,796.04 | 60.28% | |
| 2021-02-02 | $23.63 | $13.95 | Early Exit | $3,862.36 | 40.97% | |
| 2021-02-03 | $20.82 | $12.98 | Early Exit | $3,126.60 | 37.67% | |
| 2021-02-05 | $21.64 | $21.13 | Early Exit | $193.00 | 2.35% | |
| 2021-02-12 | $25.54 | $51.14 | Stop Loss | $-10,247.56 | -100.20% | |
| 2021-02-16 | $27.45 | $54.96 | Stop Loss | $-11,012.04 | -100.18% | |
| 2021-02-17 | $17.96 | $35.97 | Stop Loss | $-7,214.36 | -100.28% | |
| 2021-02-10 | $19.24 | $15.71 | Early Exit | $1,401.48 | 18.35% | |
| 2021-02-11 | $24.50 | $24.65 | Early Exit | $-71.68 | -0.63% | |
| 2021-02-19 | $31.78 | $19.67 | Early Exit | $4,833.00 | 38.10% | |
| 2021-03-01 | $30.79 | $0.05 | Early Exit | $12,285.52 | 99.84% | |
| 2021-03-02 | $27.63 | $0.05 | Early Exit | $11,022.04 | 99.82% | |
| 2021-03-03 | $24.33 | $0.05 | Early Exit | $9,700.68 | 99.79% | |
| 2021-03-04 | $24.28 | $0.05 | Early Exit | $9,683.56 | 99.79% | |
| 2021-03-05 | $29.80 | $0.05 | Early Exit | $11,889.32 | 99.83% | |
| 2021-03-09 | $26.93 | $0.05 | Early Exit | $10,741.92 | 99.81% | |
| 2021-03-10 | $24.83 | $0.05 | Early Exit | $9,899.96 | 99.80% | |
| 2021-03-11 | $20.86 | $0.05 | Early Exit | $8,314.60 | 99.76% | |
| 2021-03-12 | $17.64 | $0.05 | Early Exit | $7,026.92 | 99.72% | |
| 2021-03-15 | $24.26 | $0.05 | Early Exit | $9,672.04 | 99.79% | |
| 2021-03-30 | $20.53 | $0.05 | Early Exit | $8,181.92 | 99.76% | |
| 2021-04-01 | $38.72 | $9.06 | Early Exit | $11,850.64 | 76.59% | |
| 2021-04-06 | $18.20 | $6.19 | Early Exit | $4,794.36 | 66.00% | |
| 2021-04-08 | $15.94 | $6.53 | Early Exit | $3,753.40 | 59.04% | |
| 2021-04-09 | $20.31 | $11.28 | Early Exit | $3,601.80 | 44.46% | |
| 2021-04-12 | $20.05 | $5.92 | Early Exit | $5,643.44 | 70.50% | |
| 2021-04-13 | $29.02 | $10.40 | Early Exit | $7,435.40 | 64.15% | |
| 2021-04-14 | $34.93 | $11.36 | Early Exit | $9,420.40 | 67.49% | |
| 2021-04-15 | $26.22 | $11.63 | Early Exit | $5,825.92 | 55.64% |