Credit Put Spread

Total number of trades executed during the backtest period. This includes all completed trades (both winners and losers).

The number of trades that closed with a profit. This is the count of winning trades.

The percentage of trades that were profitable. Calculated as (Winning Trades / Total Trades) × 100. Also known as win rate.

The single largest profit from any individual trade during the backtest. Shows the best-case trade result.

The number of trades that closed with a loss. This is the count of losing trades.

The percentage of trades that resulted in losses. Calculated as (Losing Trades / Total Trades) × 100. This plus Profit Rate equals 100%.

The single largest loss from any individual trade during the backtest. Shows the worst-case trade result.

The average percentage return per trade. Calculated as (Total P&L / Number of Trades) / Average Trade Cost × 100. Shows average profitability per trade.

The average number of days each trade was held before being closed. Lower values indicate faster trade turnover.

Average Buying Power Reduction (BPR) per trade. BPR is the margin requirement or capital needed to hold the position. Lower BPR means more capital-efficient trades.

The average premium (option price) collected or paid per trade. For credit strategies, this is premium collected. For debit strategies, this is premium paid.

The average profit or loss in dollars per trade. Calculated as Total P&L / Number of Trades. Positive values indicate profitable strategy on average.

The average profit from winning trades only. Calculated as Total Profit from Winners / Number of Winning Trades. Higher values indicate larger average wins.

The average loss from losing trades only. Calculated as Total Loss from Losers / Number of Losing Trades. Lower values (closer to zero) indicate better risk control.

The total profit or loss from all completed trades during the backtest period. This is the sum of all individual trade P&L values.

The starting capital amount used for the backtest. This is the initial account balance at the beginning of the backtest period.

The percentage return on the starting capital. Calculated as (Total P&L / Starting Capital) × 100. Shows how efficiently capital was used.

Compound Annual Growth Rate: The annualized return percentage if the strategy's performance were compounded over the backtest period. Accounts for the time period of the backtest.

MAR (Managed Account Report) Ratio: CAGR divided by Maximum Drawdown. Higher values indicate better risk-adjusted returns. Values above 1.0 are generally considered good.

The largest peak-to-trough decline in account value during the backtest period. Expressed as a negative percentage. Lower (less negative) values indicate better risk control.

The sum of all option premiums collected or paid across all trades. For credit strategies, this is premium collected. For debit strategies, this is premium paid.

The sum of all commissions and fees paid during the backtest. Includes entry commissions, exit commissions, and any other trading fees.

The percentage of total premium that was retained as profit. Calculated as (Total P&L / Total Premium) × 100. Higher values indicate better premium retention.

A measure of risk-adjusted return. Calculated as (Return - Risk-Free Rate) / Standard Deviation of Returns. Higher values indicate better risk-adjusted performance. Values above 1.0 are good, above 2.0 are excellent.