Credit Put Spread
Credit Put Spread • Dec 10, 2015 - Dec 10, 2025
Backtest Performance
Backtest Metrics
Backtest Summary
This backtest shows a Credit Put Spread strategy on SPX from Dec 10, 2015 - Dec 10, 2025, placing 355 trades that stayed open for an average of 29 days. Despite winning only 13.52% of trades (48 vs 307), the winners were big enough to generate $592,079.88 in profits. On average, each position made $1,667.83. When annualized, that's a 21.3% return (CAGR), which suggests strong growth potential if maintained over time. The account experienced a 10.7% drawdown at its lowest point, which is moderate but manageable. The Sharpe ratio of 1.96 suggests the returns were worth the risk. While it made money, there's definitely room to improve the consistency and risk management here.
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Trade Log
| Date | Entry | Exit | Exit Reason | P&L | Return | Action |
|---|---|---|---|---|---|---|
| 2016-03-21 | $78.25 | $78.30 | Stop Loss | $-7.60 | -0.06% | |
| 2016-04-04 | $79.88 | $79.93 | Stop Loss | $-7.60 | -0.06% | |
| 2016-04-18 | $73.31 | $73.36 | Stop Loss | $-7.60 | -0.07% | |
| 2016-04-25 | $67.13 | $67.18 | Stop Loss | $-7.60 | -0.07% | |
| 2016-05-02 | $77.06 | $77.11 | Stop Loss | $-7.60 | -0.06% | |
| 2016-05-09 | $76.17 | $76.22 | Stop Loss | $-7.60 | -0.07% | |
| 2016-05-16 | $78.63 | $78.68 | Stop Loss | $-7.60 | -0.06% | |
| 2016-06-06 | $68.64 | $68.69 | Stop Loss | $-7.60 | -0.07% | |
| 2016-06-13 | $83.84 | $83.89 | Stop Loss | $-7.60 | -0.06% | |
| 2016-06-20 | $79.22 | $79.27 | Stop Loss | $-7.60 | -0.06% | |
| 2016-05-23 | $89.51 | $89.56 | Stop Loss | $-7.60 | -0.06% | |
| 2016-03-14 | $88.34 | $0.00 | Expiration | $8,831.24 | 100.00% | |
| 2016-09-19 | $75.57 | $75.62 | Stop Loss | $-7.60 | -0.07% | |
| 2016-03-28 | $83.66 | $0.00 | Expiration | $8,363.06 | 100.00% | |
| 2016-04-11 | $87.21 | $0.00 | Expiration | $8,717.91 | 100.00% | |
| 2016-10-03 | $73.15 | $73.20 | Stop Loss | $-7.60 | -0.07% | |
| 2016-09-26 | $68.70 | $68.75 | Stop Loss | $-7.60 | -0.07% | |
| 2016-10-10 | $71.74 | $71.79 | Stop Loss | $-7.60 | -0.07% | |
| 2016-10-24 | $65.47 | $65.52 | Stop Loss | $-7.60 | -0.08% | |
| 2016-10-17 | $73.27 | $73.32 | Stop Loss | $-7.60 | -0.07% | |
| 2016-10-31 | $73.23 | $73.28 | Stop Loss | $-7.60 | -0.07% | |
| 2016-11-21 | $63.54 | $63.59 | Stop Loss | $-7.60 | -0.08% | |
| 2016-11-28 | $97.34 | $97.39 | Stop Loss | $-7.60 | -0.05% | |
| 2016-12-05 | $73.25 | $73.30 | Stop Loss | $-7.60 | -0.07% | |
| 2016-12-12 | $81.43 | $81.48 | Stop Loss | $-7.60 | -0.06% | |
| 2016-06-27 | $73.02 | $0.00 | Expiration | $7,299.03 | 100.00% | |
| 2016-07-11 | $77.33 | $0.00 | Expiration | $7,730.34 | 100.00% | |
| 2017-01-23 | $58.19 | $58.24 | Stop Loss | $-7.60 | -0.09% | |
| 2017-01-30 | $59.80 | $59.85 | Stop Loss | $-7.60 | -0.08% | |
| 2016-11-07 | $69.46 | $0.00 | Expiration | $6,943.46 | 100.00% | |
| 2016-11-14 | $69.21 | $0.00 | Expiration | $6,918.63 | 100.00% | |
| 2017-05-01 | $61.27 | $61.32 | Stop Loss | $-7.60 | -0.08% | |
| 2017-05-08 | $45.35 | $45.40 | Stop Loss | $-7.60 | -0.11% | |
| 2017-05-15 | $62.66 | $62.71 | Stop Loss | $-7.60 | -0.08% | |
| 2017-05-22 | $60.00 | $60.05 | Stop Loss | $-7.60 | -0.08% | |
| 2017-06-05 | $52.03 | $52.08 | Stop Loss | $-7.60 | -0.10% | |
| 2017-06-19 | $70.63 | $70.68 | Stop Loss | $-7.60 | -0.07% | |
| 2017-06-26 | $68.85 | $68.90 | Stop Loss | $-7.60 | -0.07% | |
| 2017-01-09 | $77.70 | $0.00 | Expiration | $7,767.40 | 100.00% | |
| 2017-06-12 | $69.70 | $69.75 | Stop Loss | $-7.60 | -0.07% | |
| 2017-07-03 | $65.38 | $65.43 | Stop Loss | $-7.60 | -0.08% | |
| 2017-07-10 | $70.01 | $70.06 | Stop Loss | $-7.60 | -0.07% | |
| 2017-07-24 | $69.46 | $69.51 | Stop Loss | $-7.60 | -0.07% | |
| 2017-02-06 | $56.91 | $0.00 | Expiration | $5,688.65 | 100.00% | |
| 2017-02-13 | $65.97 | $0.00 | Expiration | $6,594.37 | 100.00% | |
| 2017-08-07 | $50.38 | $50.43 | Stop Loss | $-7.60 | -0.10% | |
| 2017-07-31 | $56.55 | $56.60 | Stop Loss | $-7.60 | -0.09% | |
| 2017-07-17 | $75.15 | $75.20 | Stop Loss | $-7.60 | -0.07% | |
| 2017-08-14 | $56.49 | $56.54 | Stop Loss | $-7.60 | -0.09% | |
| 2017-08-28 | $72.92 | $72.97 | Stop Loss | $-7.60 | -0.07% |