Long Call
Long Call • Jan 1, 2020 - Dec 1, 2025
Backtest Performance
Backtest Metrics
Backtest Summary
This backtest shows a Long Call strategy on SPY from Jan 1, 2020 - Dec 1, 2025, placing 269 trades that stayed open for an average of 162 days. The results were impressive - winning 72.86% of the time (196 wins vs 73 losses), which shows remarkable consistency. This translated to $215,877,352.36 in total profits. On average, each position made $802,518.04. When annualized, that's a 362.7% return (CAGR), which suggests strong growth potential if maintained over time. The journey was quite volatile though - at its worst, the account was down 481.5%, which would require strong conviction to ride out. With a Sharpe ratio of 3.88, 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 |
|---|---|---|---|---|---|---|
| 2020-03-24 | $7.62 | $16.82 | Take Profit | $300,146.76 | 120.58% | |
| 2020-03-17 | $11.70 | $25.39 | Take Profit | $291,171.00 | 116.91% | |
| 2020-03-31 | $17.64 | $36.53 | Take Profit | $266,162.88 | 107.07% | |
| 2020-04-07 | $20.28 | $43.76 | Take Profit | $2,346,560.00 | 115.77% | |
| 2020-04-21 | $13.69 | $29.43 | Take Profit | $1,573,000.00 | 114.98% | |
| 2020-05-05 | $3.42 | $7.69 | Take Profit | $425,650.00 | 124.80% | |
| 2020-05-12 | $10.43 | $22.32 | Take Profit | $1,187,820.00 | 113.99% | |
| 2020-03-03 | $6.81 | $13.89 | Take Profit | $259,274.49 | 103.95% | |
| 2020-04-14 | $15.54 | $32.83 | Take Profit | $1,727,800.00 | 111.26% | |
| 2020-04-28 | $15.11 | $31.23 | Take Profit | $1,610,710.00 | 106.68% | |
| 2020-03-10 | $17.72 | $36.40 | Take Profit | $263,215.98 | 105.40% | |
| 2020-05-19 | $21.68 | $43.81 | Take Profit | $2,211,100.00 | 102.03% | |
| 2020-05-26 | $15.49 | $32.07 | Take Profit | $1,656,580.00 | 107.04% | |
| 2020-02-25 | $9.68 | $19.72 | Take Profit | $258,696.60 | 103.75% | |
| 2020-06-02 | $16.54 | $33.57 | Take Profit | $1,702,260.00 | 103.01% | |
| 2020-06-30 | $16.13 | $33.62 | Take Profit | $1,747,710.00 | 108.43% | |
| 2020-07-07 | $14.19 | $28.44 | Take Profit | $1,422,880.00 | 100.34% | |
| 2020-01-28 | $0.69 | $1.37 | Take Profit | $67,150.00 | 99.61% | |
| 2020-06-16 | $12.60 | $27.80 | Take Profit | $1,518,580.00 | 120.65% | |
| 2020-06-23 | $10.71 | $23.88 | Take Profit | $1,315,930.00 | 122.97% | |
| 2020-07-14 | $13.19 | $26.46 | Take Profit | $1,325,800.00 | 100.62% | |
| 2020-01-21 | $3.11 | $6.28 | Take Profit | $252,565.84 | 101.57% | |
| 2020-01-14 | $10.65 | $22.11 | Take Profit | $268,044.66 | 107.71% | |
| 2020-02-04 | $9.49 | $19.34 | Take Profit | $258,713.10 | 103.85% | |
| 2020-06-09 | $17.28 | $34.81 | Take Profit | $1,751,380.00 | 101.44% | |
| 2020-07-21 | $13.74 | $28.23 | Take Profit | $1,447,260.00 | 105.43% | |
| 2020-07-28 | $18.64 | $37.36 | Take Profit | $1,870,420.00 | 100.42% | |
| 2020-01-07 | $13.99 | $32.24 | Take Profit | $324,529.60 | 130.39% | |
| 2020-02-11 | $9.65 | $23.72 | Take Profit | $362,657.70 | 145.73% | |
| 2020-02-18 | $9.01 | $22.41 | Take Profit | $370,833.75 | 148.67% | |
| 2020-08-04 | $0.28 | $0.86 | Take Profit | $56,790.00 | 209.56% | |
| 2020-08-18 | $12.94 | $26.44 | Take Profit | $1,348,600.00 | 104.34% | |
| 2020-09-29 | $13.23 | $26.51 | Take Profit | $1,326,620.00 | 100.35% | |
| 2020-11-03 | $11.26 | $23.22 | Take Profit | $1,194,460.00 | 106.18% | |
| 2020-09-22 | $16.66 | $33.27 | Take Profit | $1,660,200.00 | 99.74% | |
| 2020-08-11 | $17.63 | $35.55 | Take Profit | $1,791,050.00 | 101.69% | |
| 2020-10-27 | $12.02 | $24.13 | Take Profit | $1,209,480.00 | 100.70% | |
| 2020-09-08 | $13.66 | $27.43 | Take Profit | $1,374,970.00 | 100.73% | |
| 2020-09-15 | $18.51 | $38.25 | Take Profit | $1,972,820.00 | 106.66% | |
| 2020-10-06 | $19.63 | $42.15 | Take Profit | $2,250,860.00 | 114.76% | |
| 2020-08-25 | $21.08 | $43.83 | Take Profit | $2,273,180.00 | 107.88% | |
| 2020-10-13 | $13.36 | $26.92 | Take Profit | $1,354,670.00 | 101.53% | |
| 2020-10-20 | $20.87 | $42.12 | Take Profit | $2,124,620.00 | 101.89% | |
| 2020-11-10 | $14.13 | $30.00 | Take Profit | $1,586,390.00 | 112.38% | |
| 2020-11-24 | $14.29 | $28.78 | Take Profit | $1,448,170.00 | 101.43% | |
| 2020-11-17 | $19.98 | $40.04 | Take Profit | $2,005,040.00 | 100.41% | |
| 2020-12-01 | $15.68 | $31.54 | Take Profit | $1,584,570.00 | 101.13% | |
| 2020-12-08 | $13.18 | $27.86 | Take Profit | $1,467,200.00 | 111.44% | |
| 2020-12-22 | $15.23 | $31.57 | Take Profit | $1,633,380.00 | 107.35% | |
| 2020-12-29 | $10.66 | $21.59 | Take Profit | $1,092,140.00 | 102.61% |
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