Iron Condor

Iron Condor • Dec 8, 2025 - Dec 10, 2025

Backtest Performance

Backtest Metrics

Number of trades
3
Trades with profits
3
Profit rate
100.00%
Largest profit
$47,703.20
Trades with losses
0
Loss rate
0.00%
Largest loss
-$0.00
Avg. return per trade
99.85%
Avg. days in trade
1
Avg. BPR per trade
$11,333.33
Avg. premium
$38,046.57
Avg. P&L per trade
$37,944.57
Avg. win size
$37,944.57
Avg. loss size
-$0.00
Total P&L
$113,833.70
Used capital
$100,000.00
Return on used capital
0.00%
CAGR
101,768,897,317,096,823,809,443,839,323,668,480.00%
MAR ratio
10,654,305,085,857,525,047,964,962,463,416,320.00
Max drawdown
-9.55%
Total premium
$114,139.70
Total fees
$168.00
Premium capture rate
99.87%
Sharpe ratio
27,600.89

Backtest Summary

This backtest shows a Iron Condor strategy on SPX from Dec 8, 2025 - Dec 10, 2025, placing 3 trades that stayed open for an average of 1 days. The results were impressive - winning 100% of the time (3 wins vs 0 losses), which shows remarkable consistency. This translated to $113,833.70 in total profits. On average, each position made $37,944.57. When annualized, that's a 101,768,897,317,096,823,809,443,839,323,668,480.0% return (CAGR), which suggests strong growth potential if maintained over time. Impressively, the maximum drawdown was only 9.6%, showing excellent risk control. With a Sharpe ratio of 27,600.89, the returns were excellent relative to the risk taken. Notably, the strategy captured 99.9% of the premium sold, which is excellent. 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
2025-12-08 $47.81 $0.05 Backtest Finished $47,703.20 99.90%
2025-12-09 $43.40 $0.05 Backtest Finished $43,299.50 99.88%
2025-12-10 $22.93 $0.05 Backtest Finished $22,831.00 99.78%

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Strategy Details

Use exact DTE matching

Options Trade Legs

Leg 1
Leg 2
Leg 3
Leg 4

Entry Rules

Entry Days

Technical Indicators

Trade Filters

Exit Rules

Technical Indicators

Misc Settings

Misc Settings

Commission & Slippage

Trade Filters