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 1508 trades that stayed open for an average of 9 days. With a solid 60.81% win rate (917 winners and 591 losers), the strategy proved reliable. This translated to $1,171,734.09 in total profits. On average, each position made $777.01. When annualized, that's a 37.8% return (CAGR), which suggests strong growth potential if maintained over time. Impressively, the maximum drawdown was only 4.7%, showing excellent risk control. With a Sharpe ratio of 9.44, 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 | $1.36 | $0.00 | Expiration | $2,698.40 | 100.00% | |
| 2019-12-11 | $0.47 | $0.00 | Expiration | $921.40 | 100.00% | |
| 2019-12-12 | $0.40 | $0.00 | Expiration | $777.60 | 100.00% | |
| 2019-12-18 | $1.28 | $0.18 | Take Profit | $2,181.42 | 86.10% | |
| 2019-12-19 | $1.06 | $0.16 | Take Profit | $1,775.16 | 85.27% | |
| 2019-12-13 | $0.48 | $0.00 | Expiration | $930.60 | 100.00% | |
| 2019-12-26 | $0.10 | $0.18 | Stop Loss | $-176.70 | -74.31% | |
| 2019-12-16 | $0.49 | $0.00 | Expiration | $953.00 | 100.00% | |
| 2019-12-17 | $0.55 | $0.00 | Expiration | $1,076.60 | 100.00% | |
| 2019-12-20 | $0.50 | $0.00 | Expiration | $982.60 | 100.00% | |
| 2020-01-02 | $0.19 | $0.29 | Stop Loss | $-221.15 | -51.27% | |
| 2019-12-23 | $0.40 | $0.00 | Expiration | $778.80 | 100.00% | |
| 2019-12-27 | $0.28 | $0.00 | Expiration | $532.40 | 100.00% | |
| 2019-12-30 | $0.91 | $0.00 | Expiration | $1,793.80 | 100.00% | |
| 2019-12-31 | $0.37 | $0.00 | Expiration | $723.20 | 100.00% | |
| 2020-01-06 | $0.79 | $0.13 | Take Profit | $1,303.02 | 83.70% | |
| 2020-01-03 | $0.38 | $0.00 | Expiration | $737.80 | 100.00% | |
| 2020-01-14 | $0.08 | $0.16 | Stop Loss | $-168.05 | -84.45% | |
| 2020-01-07 | $0.19 | $0.00 | Expiration | $356.00 | 100.00% | |
| 2020-01-08 | $0.18 | $0.00 | Expiration | $343.40 | 100.00% | |
| 2020-01-16 | $0.21 | $0.31 | Stop Loss | $-228.80 | -49.32% | |
| 2020-01-17 | $0.09 | $0.16 | Stop Loss | $-171.45 | -80.01% | |
| 2020-01-09 | $0.29 | $0.00 | Expiration | $552.80 | 100.00% | |
| 2020-01-10 | $0.19 | $0.00 | Expiration | $361.80 | 100.00% | |
| 2020-01-21 | $0.11 | $0.19 | Stop Loss | $-183.45 | -68.52% | |
| 2020-01-22 | $0.31 | $0.44 | Stop Loss | $-283.45 | -40.88% | |
| 2020-01-23 | $0.38 | $0.53 | Stop Loss | $-316.95 | -38.09% | |
| 2020-01-13 | $0.26 | $0.00 | Expiration | $485.00 | 100.00% | |
| 2020-01-15 | $0.66 | $0.87 | Stop Loss | $-454.50 | -32.61% | |
| 2020-01-24 | $0.31 | $0.43 | Stop Loss | $-279.05 | -41.33% | |
| 2020-01-28 | $0.31 | $0.43 | Stop Loss | $-278.90 | -41.35% | |
| 2020-01-29 | $0.21 | $0.31 | Stop Loss | $-231.95 | -48.60% | |
| 2020-01-30 | $0.38 | $0.52 | Stop Loss | $-315.45 | -38.20% | |
| 2020-02-06 | $0.23 | $0.33 | Stop Loss | $-239.90 | -46.95% | |
| 2020-01-27 | $0.72 | $0.00 | Expiration | $1,407.60 | 100.00% | |
| 2020-02-12 | $0.38 | $0.53 | Stop Loss | $-316.10 | -38.15% | |
| 2020-01-31 | $0.35 | $0.00 | Expiration | $676.00 | 100.00% | |
| 2020-02-03 | $0.29 | $0.00 | Expiration | $556.60 | 100.00% | |
| 2020-02-04 | $0.77 | $0.00 | Expiration | $1,519.00 | 100.00% | |
| 2020-02-05 | $0.38 | $0.00 | Expiration | $740.60 | 100.00% | |
| 2020-02-07 | $0.31 | $0.00 | Expiration | $587.20 | 100.00% | |
| 2020-02-19 | $0.41 | $0.56 | Stop Loss | $-330.80 | -37.21% | |
| 2020-02-14 | $0.24 | $0.35 | Stop Loss | $-246.85 | -45.69% | |
| 2020-02-18 | $0.40 | $0.55 | Stop Loss | $-324.25 | -37.61% | |
| 2020-02-20 | $0.77 | $1.01 | Stop Loss | $-510.65 | -31.50% | |
| 2020-02-10 | $0.64 | $0.00 | Expiration | $1,245.80 | 100.00% | |
| 2020-02-11 | $0.18 | $0.00 | Expiration | $340.60 | 100.00% | |
| 2020-02-13 | $0.54 | $0.73 | Stop Loss | $-396.90 | -34.23% | |
| 2020-02-21 | $1.13 | $1.47 | Stop Loss | $-693.40 | -29.41% | |
| 2020-02-24 | $1.03 | $1.34 | Stop Loss | $-640.50 | -29.86% |