Short Put
Short Put • Dec 10, 2019 - Dec 10, 2025
Backtest Performance
Backtest Metrics
Backtest Summary
This backtest shows a Short Put strategy on SPY from Dec 10, 2019 - Dec 10, 2025, placing 1506 trades that stayed open for an average of 9 days. With a solid 62.22% win rate (937 winners and 569 losers), the strategy proved reliable. This translated to $2,753,268.94 in total profits. On average, each position made $1,828.20. When annualized, that's a 47.2% return (CAGR), which suggests strong growth potential if maintained over time. Impressively, the maximum drawdown was only 4.3%, showing excellent risk control. With a Sharpe ratio of 11.60, 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 |
|---|---|---|---|---|---|---|
| 2019-12-10 | $0.82 | $0.00 | Expiration | $3,973.90 | 100.00% | |
| 2019-12-11 | $1.12 | $0.00 | Expiration | $5,402.25 | 100.00% | |
| 2019-12-12 | $0.37 | $0.00 | Expiration | $1,740.48 | 100.00% | |
| 2019-12-17 | $1.07 | $0.16 | Take Profit | $4,418.38 | 85.34% | |
| 2019-12-18 | $1.96 | $0.25 | Take Profit | $8,329.61 | 87.45% | |
| 2019-12-19 | $0.62 | $0.11 | Take Profit | $2,442.26 | 81.98% | |
| 2019-12-13 | $0.51 | $0.00 | Expiration | $2,441.18 | 100.00% | |
| 2019-12-16 | $0.45 | $0.00 | Expiration | $2,136.40 | 100.00% | |
| 2019-12-26 | $0.58 | $0.78 | Stop Loss | $-1,020.79 | -33.60% | |
| 2019-12-20 | $0.95 | $0.00 | Expiration | $4,597.67 | 100.00% | |
| 2020-01-02 | $0.23 | $0.34 | Stop Loss | $-588.00 | -46.93% | |
| 2019-12-23 | $0.12 | $0.00 | Expiration | $529.69 | 100.00% | |
| 2019-12-24 | $0.56 | $0.00 | Expiration | $2,683.24 | 100.00% | |
| 2019-12-27 | $0.15 | $0.00 | Expiration | $655.13 | 100.00% | |
| 2019-12-30 | $0.18 | $0.00 | Expiration | $832.51 | 100.00% | |
| 2019-12-31 | $0.56 | $0.00 | Expiration | $2,678.83 | 100.00% | |
| 2020-01-03 | $0.34 | $0.00 | Expiration | $1,612.10 | 100.00% | |
| 2020-01-06 | $0.51 | $0.00 | Expiration | $2,435.30 | 100.00% | |
| 2020-01-07 | $0.30 | $0.00 | Expiration | $1,398.95 | 100.00% | |
| 2020-01-08 | $0.11 | $0.00 | Expiration | $477.75 | 100.00% | |
| 2020-01-09 | $0.17 | $0.00 | Expiration | $782.04 | 100.00% | |
| 2020-01-10 | $0.15 | $0.00 | Expiration | $660.03 | 100.00% | |
| 2020-01-21 | $0.21 | $0.31 | Stop Loss | $-563.26 | -49.06% | |
| 2020-01-22 | $0.31 | $0.44 | Stop Loss | $-694.45 | -40.88% | |
| 2020-01-23 | $0.13 | $0.21 | Stop Loss | $-466.60 | -63.79% | |
| 2020-01-13 | $0.20 | $0.00 | Expiration | $907.48 | 100.00% | |
| 2020-01-14 | $0.28 | $0.00 | Expiration | $1,324.47 | 100.00% | |
| 2020-01-24 | $0.60 | $0.80 | Stop Loss | $-1,045.29 | -33.32% | |
| 2020-01-28 | $0.23 | $0.34 | Stop Loss | $-595.23 | -46.38% | |
| 2020-01-29 | $0.63 | $0.84 | Stop Loss | $-1,084.37 | -32.90% | |
| 2020-01-30 | $1.38 | $1.78 | Stop Loss | $-1,999.20 | -28.62% | |
| 2020-01-27 | $0.37 | $0.00 | Expiration | $1,742.93 | 100.00% | |
| 2020-02-12 | $0.14 | $0.22 | Stop Loss | $-474.08 | -62.04% | |
| 2020-01-31 | $0.35 | $0.00 | Expiration | $1,656.20 | 100.00% | |
| 2020-02-03 | $0.33 | $0.00 | Expiration | $1,538.60 | 100.00% | |
| 2020-02-04 | $0.28 | $0.00 | Expiration | $1,283.80 | 100.00% | |
| 2020-02-05 | $0.22 | $0.00 | Expiration | $1,030.47 | 100.00% | |
| 2020-02-06 | $0.49 | $0.00 | Expiration | $2,332.40 | 100.00% | |
| 2020-02-07 | $0.26 | $0.00 | Expiration | $1,206.87 | 100.00% | |
| 2020-02-19 | $0.70 | $0.92 | Stop Loss | $-1,165.10 | -32.15% | |
| 2020-02-14 | $0.19 | $0.28 | Stop Loss | $-538.88 | -51.61% | |
| 2020-02-18 | $0.23 | $0.34 | Stop Loss | $-595.23 | -46.38% | |
| 2020-02-20 | $0.42 | $0.57 | Stop Loss | $-820.63 | -36.96% | |
| 2020-02-10 | $0.20 | $0.00 | Expiration | $899.64 | 100.00% | |
| 2020-02-11 | $0.14 | $0.00 | Expiration | $633.57 | 100.00% | |
| 2020-02-13 | $0.45 | $0.62 | Stop Loss | $-865.22 | -36.01% | |
| 2020-02-21 | $1.48 | $1.90 | Stop Loss | $-2,121.33 | -28.38% | |
| 2020-02-24 | $1.03 | $1.34 | Stop Loss | $-1,569.23 | -29.86% | |
| 2020-02-25 | $2.48 | $3.15 | Stop Loss | $-3,345.60 | -27.02% | |
| 2020-02-26 | $0.48 | $0.65 | Stop Loss | $-896.09 | -35.43% |