Iron Condor
Iron Condor • Dec 10, 2024 - Dec 10, 2025
Backtest Performance
Backtest Metrics
Backtest Summary
This backtest shows a Iron Condor strategy on SPX from Dec 10, 2024 - Dec 10, 2025, placing 104 trades that stayed open for an average of 17 days. The results were impressive - winning 75.96% of the time (79 wins vs 25 losses), which shows remarkable consistency. This translated to $1,838,223.28 in total profits. On average, each position made $17,675.22. When annualized, that's a 1,842.2% return (CAGR), which suggests strong growth potential if maintained over time. The journey was quite volatile though - at its worst, the account was down 35.6%, which would require strong conviction to ride out. With a Sharpe ratio of 5.66, the returns were excellent relative to the risk taken. The strategy managed to keep 53.0% of the premium collected. 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 |
|---|---|---|---|---|---|---|
| 2024-12-11 | $16.38 | $4.96 | Take Profit | $11,363.79 | 69.69% | |
| 2024-12-12 | $11.41 | $19.34 | Take Profit | $7,883.11 | 69.56% | |
| 2024-12-16 | $12.32 | $24.68 | Stop Loss | $-12,418.70 | -100.41% | |
| 2024-12-10 | $50.79 | $17.89 | Early Exit | $9,853.86 | 64.78% | |
| 2024-12-13 | $75.27 | $30.32 | Early Exit | $8,980.30 | 59.72% | |
| 2025-01-03 | $0.10 | $0.11 | Take Profit | $-35.01 | 17.75% | |
| 2024-12-18 | $22.09 | $9.30 | Early Exit | $-11,563.20 | -57.92% | |
| 2024-12-19 | $54.13 | $0.05 | Early Exit | $16,207.74 | 99.91% | |
| 2024-12-20 | $24.28 | $0.05 | Early Exit | $-19,426.80 | -99.79% | |
| 2025-01-10 | $13.05 | $26.16 | Stop Loss | $-13,155.80 | -100.38% | |
| 2025-01-13 | $2.80 | $0.89 | Take Profit | $1,860.87 | 68.22% | |
| 2025-01-06 | $68.54 | $0.05 | Early Exit | $20,530.14 | 99.93% | |
| 2025-01-07 | $22.03 | $0.05 | Early Exit | $21,923.10 | 99.77% | |
| 2025-01-14 | $22.11 | $0.05 | Early Exit | $-22,113.90 | -99.77% | |
| 2025-01-16 | $53.21 | $0.05 | Early Exit | $15,933.03 | 99.91% | |
| 2025-02-03 | $45.21 | $13.61 | Take Profit | $18,925.24 | 69.89% | |
| 2025-02-07 | $4.63 | $9.31 | Stop Loss | $-4,730.30 | -101.08% | |
| 2025-01-29 | $25.19 | $7.61 | Take Profit | $12,270.52 | 69.80% | |
| 2025-01-31 | $40.45 | $23.78 | Early Exit | $11,631.62 | 41.21% | |
| 2025-02-10 | $3.63 | $7.30 | Stop Loss | $-3,727.20 | -101.38% | |
| 2025-02-24 | $10.75 | $18.22 | Take Profit | $7,420.69 | 69.53% | |
| 2025-02-27 | $30.94 | $52.55 | Take Profit | $21,558.17 | 69.84% | |
| 2025-02-13 | $34.82 | $0.05 | Early Exit | $27,777.84 | 99.86% | |
| 2025-02-14 | $18.82 | $0.05 | Early Exit | $18,722.70 | 99.73% | |
| 2025-03-06 | $9.56 | $16.21 | Take Profit | $6,591.75 | 69.48% | |
| 2025-03-07 | $49.71 | $99.46 | Stop Loss | $-44,827.11 | -100.10% | |
| 2025-02-21 | $25.19 | $0.05 | Early Exit | $25,086.40 | 99.80% | |
| 2025-02-28 | $45.11 | $0.05 | Early Exit | $31,503.50 | 99.89% | |
| 2025-03-11 | $9.00 | $0.05 | Early Exit | $8,899.80 | 99.44% | |
| 2025-03-13 | $18.11 | $12.21 | Early Exit | $-5,951.70 | -32.58% | |
| 2025-03-14 | $109.69 | $0.05 | Early Exit | $43,835.28 | 99.95% | |
| 2025-03-17 | $37.45 | $38.16 | Early Exit | $-757.10 | -1.88% | |
| 2025-03-21 | $54.26 | $16.33 | Take Profit | $34,091.37 | 69.91% | |
| 2025-04-09 | $49.06 | $14.77 | Take Profit | $34,236.71 | 69.90% | |
| 2025-04-21 | $33.63 | $10.14 | Take Profit | $23,437.32 | 69.85% | |
| 2025-04-03 | $16.63 | $14.40 | Early Exit | $2,175.10 | 13.39% | |
| 2025-04-04 | $147.53 | $0.05 | Early Exit | $-59,013.80 | -99.97% | |
| 2025-04-07 | $43.96 | $0.05 | Early Exit | $43,855.60 | 99.89% | |
| 2025-04-10 | $63.19 | $0.05 | Early Exit | $63,091.00 | 99.92% | |
| 2025-04-28 | $25.83 | $7.80 | Take Profit | $17,978.09 | 69.81% | |
| 2025-05-05 | $14.05 | $23.84 | Take Profit | $9,733.49 | 69.64% | |
| 2025-05-12 | $2.33 | $4.72 | Stop Loss | $-2,436.50 | -102.14% | |
| 2025-04-23 | $45.66 | $0.05 | Early Exit | $45,556.70 | 99.89% | |
| 2025-04-25 | $91.66 | $0.05 | Early Exit | $64,088.78 | 99.95% | |
| 2025-05-13 | $22.64 | $6.84 | Take Profit | $15,743.41 | 69.78% | |
| 2025-05-02 | $27.12 | $0.05 | Early Exit | $27,018.70 | 99.82% | |
| 2025-05-23 | $8.31 | $14.07 | Take Profit | $5,711.92 | 69.40% | |
| 2025-05-14 | $42.84 | $0.05 | Early Exit | $42,735.40 | 99.88% | |
| 2025-05-16 | $74.04 | $0.05 | Early Exit | $73,942.00 | 99.93% | |
| 2025-05-19 | $57.93 | $0.05 | Early Exit | $57,826.60 | 99.91% |