Short Put
Short Put • Dec 10, 2020 - Dec 10, 2025
Backtest Performance
Backtest Metrics
Backtest Summary
This backtest shows a Short Put strategy on SPX from Dec 10, 2020 - Dec 10, 2025, placing 893 trades that stayed open for an average of 8 days. The results were impressive - winning 72.68% of the time (649 wins vs 244 losses), which shows remarkable consistency. This translated to $7,889,888.88 in total profits. On average, each position made $8,835.26. When annualized, that's a 140.2% return (CAGR), which suggests strong growth potential if maintained over time. The journey was quite volatile though - at its worst, the account was down 62.0%, which would require strong conviction to ride out. With a Sharpe ratio of 4.30, 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 |
|---|---|---|---|---|---|---|
| 2020-12-10 | $10.76 | $18.24 | Take Profit | $7,455.44 | 69.54% | |
| 2020-12-11 | $15.41 | $26.14 | Take Profit | $10,708.97 | 69.68% | |
| 2020-12-17 | $2.35 | $4.75 | Stop Loss | $-2,428.00 | -102.13% | |
| 2020-12-21 | $2.99 | $0.95 | Take Profit | $2,014.41 | 68.33% | |
| 2020-12-14 | $35.72 | $10.77 | Take Profit | $12,464.11 | 69.86% | |
| 2020-12-15 | $11.20 | $3.41 | Take Profit | $7,767.08 | 69.55% | |
| 2020-12-18 | $10.70 | $18.14 | Take Profit | $7,414.63 | 69.53% | |
| 2020-12-23 | $6.12 | $1.89 | Take Profit | $4,207.72 | 69.18% | |
| 2020-12-16 | $20.08 | $6.07 | Take Profit | $13,976.64 | 69.75% | |
| 2020-12-30 | $1.53 | $3.11 | Stop Loss | $-1,606.90 | -103.27% | |
| 2020-12-28 | $14.45 | $4.38 | Take Profit | $10,036.69 | 69.65% | |
| 2020-12-31 | $7.85 | $13.29 | Take Profit | $5,415.50 | 69.36% | |
| 2021-01-05 | $6.10 | $12.24 | Stop Loss | $-6,172.80 | -100.82% | |
| 2021-01-11 | $0.79 | $1.30 | Take Profit | $478.61 | 63.69% | |
| 2020-12-29 | $56.62 | $17.03 | Take Profit | $19,777.32 | 69.91% | |
| 2021-01-04 | $56.09 | $16.88 | Take Profit | $19,593.61 | 69.91% | |
| 2021-01-07 | $19.41 | $5.87 | Take Profit | $13,513.94 | 69.74% | |
| 2021-01-21 | $0.74 | $1.20 | Take Profit | $440.32 | 63.22% | |
| 2021-01-08 | $14.94 | $29.93 | Stop Loss | $-15,015.60 | -100.33% | |
| 2021-01-20 | $7.15 | $14.35 | Stop Loss | $-7,227.00 | -100.70% | |
| 2021-01-22 | $35.19 | $70.43 | Stop Loss | $-35,265.80 | -100.14% | |
| 2021-01-25 | $23.65 | $47.36 | Stop Loss | $-23,729.60 | -100.21% | |
| 2021-01-28 | $19.54 | $39.13 | Stop Loss | $-19,613.80 | -100.26% | |
| 2021-01-27 | $30.10 | $9.08 | Take Profit | $18,896.93 | 69.83% | |
| 2021-01-29 | $40.68 | $12.25 | Take Profit | $17,038.57 | 69.88% | |
| 2021-02-02 | $13.90 | $4.22 | Take Profit | $9,650.85 | 69.64% | |
| 2021-01-12 | $54.45 | $16.39 | Take Profit | $22,824.20 | 69.91% | |
| 2021-02-04 | $11.76 | $19.94 | Take Profit | $8,155.44 | 69.57% | |
| 2021-02-01 | $10.42 | $20.88 | Stop Loss | $-10,493.30 | -100.48% | |
| 2021-02-03 | $49.19 | $14.81 | Take Profit | $20,613.02 | 69.90% | |
| 2021-02-08 | $7.60 | $12.87 | Take Profit | $5,242.04 | 69.34% | |
| 2021-02-10 | $7.27 | $2.23 | Take Profit | $5,010.90 | 69.31% | |
| 2021-02-12 | $21.91 | $43.87 | Stop Loss | $-21,985.80 | -100.23% | |
| 2021-02-16 | $24.98 | $50.00 | Stop Loss | $-25,053.10 | -100.20% | |
| 2021-02-05 | $42.21 | $0.05 | Early Exit | $37,918.26 | 99.88% | |
| 2021-02-09 | $33.13 | $0.17 | Early Exit | $-32,982.70 | -99.47% | |
| 2021-03-05 | $28.00 | $8.45 | Take Profit | $19,526.80 | 69.82% | |
| 2021-02-25 | $31.37 | $9.46 | Take Profit | $21,881.53 | 69.84% | |
| 2021-02-26 | $40.36 | $12.16 | Take Profit | $28,174.39 | 69.88% | |
| 2021-02-17 | $55.72 | $30.59 | Early Exit | $17,573.22 | 45.10% | |
| 2021-03-09 | $27.26 | $46.30 | Take Profit | $19,009.29 | 69.82% | |
| 2021-03-10 | $2.69 | $4.52 | Take Profit | $1,806.72 | 68.14% | |
| 2021-03-11 | $5.89 | $1.82 | Take Profit | $4,048.19 | 69.15% | |
| 2021-03-15 | $0.97 | $1.59 | Take Profit | $599.71 | 64.82% | |
| 2021-03-01 | $29.25 | $8.83 | Take Profit | $20,400.47 | 69.83% | |
| 2021-03-19 | $0.40 | $0.62 | Take Profit | $201.83 | 57.40% | |
| 2021-03-23 | $3.65 | $6.16 | Take Profit | $2,481.31 | 68.63% | |
| 2021-03-18 | $10.94 | $21.94 | Stop Loss | $-11,019.10 | -100.46% | |
| 2021-03-25 | $37.10 | $11.18 | Take Profit | $25,897.36 | 69.87% | |
| 2021-03-12 | $20.34 | $0.05 | Early Exit | $-20,314.70 | -99.75% |
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