Long Call
Long Call • Dec 10, 2024 - Dec 10, 2025
Backtest Performance
Backtest Metrics
Backtest Summary
This backtest shows a Long Call strategy on SPX from Dec 10, 2024 - Dec 10, 2025, placing 251 trades that stayed open for an average of 1 days. With a solid 52.19% win rate (131 winners and 120 losers), the strategy proved reliable. This translated to $4,857,558.10 in total profits. On average, each position made $19,352.82. When annualized, that's a 4,870.8% return (CAGR), which suggests strong growth potential if maintained over time. Impressively, the maximum drawdown was only 7.8%, showing excellent risk control. With a Sharpe ratio of 9.50, the returns were excellent relative to the risk taken. Notably, the strategy captured 438.2% of the premium sold, which is excellent. 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 |
|---|---|---|---|---|---|---|
| 2024-12-10 | $2.31 | $51.93 | Expiration | $49,609.20 | 2,150.19% | |
| 2024-12-11 | $2.93 | $0.00 | Expiration | $-2,947.80 | -100.00% | |
| 2024-12-12 | $2.74 | $0.00 | Expiration | $-2,748.40 | -100.00% | |
| 2024-12-13 | $1.26 | $19.84 | Expiration | $18,565.20 | 1,472.36% | |
| 2024-12-16 | $2.39 | $0.00 | Expiration | $-2,405.70 | -100.00% | |
| 2024-12-17 | $1.75 | $0.00 | Expiration | $-1,766.00 | -100.00% | |
| 2024-12-18 | $8.55 | $0.00 | Expiration | $-8,567.30 | -100.00% | |
| 2024-12-19 | $6.60 | $57.75 | Expiration | $51,135.00 | 774.73% | |
| 2024-12-20 | $4.78 | $26.26 | Expiration | $21,468.80 | 449.58% | |
| 2024-12-23 | $4.11 | $53.25 | Expiration | $49,122.50 | 1,194.20% | |
| 2024-12-24 | $1.61 | $0.05 | Expiration | $-1,571.30 | -96.89% | |
| 2024-12-26 | $2.20 | $0.00 | Expiration | $-2,214.20 | -100.00% | |
| 2024-12-27 | $2.87 | $0.00 | Expiration | $-2,883.60 | -100.00% | |
| 2024-12-30 | $4.50 | $0.00 | Expiration | $-4,510.80 | -100.00% | |
| 2024-12-31 | $6.23 | $0.05 | Expiration | $-6,197.70 | -99.20% | |
| 2025-01-02 | $5.25 | $73.70 | Expiration | $68,432.70 | 1,302.66% | |
| 2025-01-03 | $2.54 | $27.18 | Expiration | $24,623.00 | 968.40% | |
| 2025-01-06 | $4.36 | $0.00 | Expiration | $-4,377.40 | -100.00% | |
| 2025-01-07 | $4.13 | $12.05 | Expiration | $7,903.40 | 191.51% | |
| 2025-01-08 | $4.95 | $0.05 | Expiration | $-4,911.00 | -98.99% | |
| 2025-01-10 | $4.67 | $0.00 | Expiration | $-4,679.20 | -100.00% | |
| 2025-01-13 | $3.09 | $0.18 | Expiration | $-2,919.20 | -94.17% | |
| 2025-01-14 | $4.63 | $132.18 | Expiration | $127,537.00 | 2,754.86% | |
| 2025-01-15 | $4.36 | $0.00 | Expiration | $-4,374.70 | -100.00% | |
| 2025-01-16 | $2.69 | $53.71 | Expiration | $51,002.60 | 1,893.39% | |
| 2025-01-17 | $2.67 | $0.05 | Expiration | $-2,634.30 | -98.13% | |
| 2025-01-21 | $2.87 | $46.50 | Expiration | $43,614.30 | 1,518.69% | |
| 2025-01-22 | $2.91 | $10.69 | Expiration | $7,770.80 | 267.83% | |
| 2025-01-23 | $2.34 | $0.00 | Expiration | $-2,348.00 | -100.00% | |
| 2025-01-24 | $4.19 | $0.00 | Expiration | $-4,204.20 | -100.00% | |
| 2025-01-27 | $4.06 | $66.56 | Expiration | $62,482.90 | 1,537.75% | |
| 2025-01-28 | $3.91 | $0.00 | Expiration | $-3,919.20 | -100.00% | |
| 2025-01-29 | $5.46 | $6.35 | Expiration | $878.80 | 16.34% | |
| 2025-01-30 | $7.69 | $0.00 | Expiration | $-7,699.70 | -100.00% | |
| 2025-01-31 | $6.44 | $0.00 | Expiration | $-6,455.30 | -100.00% | |
| 2025-02-03 | $6.86 | $35.16 | Expiration | $28,287.40 | 412.57% | |
| 2025-02-04 | $3.26 | $16.31 | Expiration | $13,039.30 | 400.66% | |
| 2025-02-05 | $3.37 | $20.79 | Expiration | $17,408.10 | 517.12% | |
| 2025-02-06 | $3.30 | $0.00 | Expiration | $-3,310.70 | -100.00% | |
| 2025-02-07 | $4.48 | $41.84 | Expiration | $37,349.90 | 834.53% | |
| 2025-02-10 | $3.45 | $3.33 | Expiration | $-134.10 | -3.51% | |
| 2025-02-11 | $1.80 | $0.00 | Expiration | $-1,808.70 | -100.00% | |
| 2025-02-12 | $3.82 | $65.78 | Expiration | $61,942.90 | 1,620.14% | |
| 2025-02-13 | $2.87 | $4.34 | Expiration | $1,453.00 | 51.01% | |
| 2025-02-14 | $2.25 | $0.05 | Expiration | $-2,208.40 | -97.77% | |
| 2025-02-18 | $2.27 | $24.13 | Expiration | $21,850.60 | 964.68% | |
| 2025-02-19 | $2.58 | $0.00 | Expiration | $-2,590.60 | -100.00% | |
| 2025-02-20 | $3.00 | $0.00 | Expiration | $-3,016.20 | -100.00% | |
| 2025-02-21 | $4.08 | $0.00 | Expiration | $-4,096.30 | -100.00% | |
| 2025-02-24 | $4.66 | $0.00 | Expiration | $-4,670.40 | -100.00% |
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