Long Call
Long Call • Dec 10, 2021 - Dec 10, 2025
Backtest Performance
Backtest Metrics
Backtest Summary
This backtest shows a Long Call strategy on SPX from Dec 10, 2021 - Dec 10, 2025, placing 306 trades that stayed open for an average of 3 days. Despite winning only 23.53% of trades (72 vs 234), the winners were big enough to generate $467,882.74 in profits. On average, each position made $1,529.03. When annualized, that's a 54.4% return (CAGR), which suggests strong growth potential if maintained over time. The journey was quite volatile though - at its worst, the account was down 40.6%, which would require strong conviction to ride out. The Sharpe ratio of 0.98 shows modest risk-adjusted performance. 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 |
|---|---|---|---|---|---|---|
| 2021-12-13 | $42.63 | $29.79 | Stop Loss | $-2,572.96 | -30.12% | |
| 2021-12-15 | $40.18 | $28.08 | Stop Loss | $-2,426.02 | -30.12% | |
| 2021-12-20 | $48.99 | $290.78 | Expiration | $48,353.32 | 493.58% | |
| 2021-12-27 | $28.85 | $20.14 | Stop Loss | $-1,746.06 | -30.17% | |
| 2022-01-03 | $28.53 | $0.00 | Expiration | $-5,710.60 | -100.00% | |
| 2022-01-07 | $41.31 | $28.87 | Stop Loss | $-2,493.97 | -30.12% | |
| 2022-01-10 | $46.07 | $7.96 | Expiration | $-7,628.06 | -82.72% | |
| 2022-01-14 | $24.71 | $0.00 | Expiration | $-4,946.92 | -100.00% | |
| 2022-01-18 | $49.30 | $34.46 | Stop Loss | $-2,973.16 | -30.10% | |
| 2022-01-19 | $73.69 | $51.53 | Stop Loss | $-4,436.64 | -30.07% | |
| 2022-01-20 | $50.11 | $35.02 | Stop Loss | $-3,021.55 | -30.10% | |
| 2022-01-21 | $72.67 | $50.82 | Stop Loss | $-4,375.65 | -30.07% | |
| 2022-01-24 | $86.53 | $60.52 | Stop Loss | $-5,206.70 | -30.06% | |
| 2022-01-26 | $121.33 | $289.66 | Expiration | $33,660.70 | 138.74% | |
| 2022-01-31 | $63.91 | $44.69 | Stop Loss | $-3,849.86 | -30.08% | |
| 2022-02-07 | $51.53 | $36.02 | Stop Loss | $-3,106.79 | -30.10% | |
| 2022-02-11 | $66.29 | $46.35 | Stop Loss | $-3,992.77 | -30.08% | |
| 2022-02-14 | $66.15 | $46.25 | Stop Loss | $-3,984.14 | -30.08% | |
| 2022-02-17 | $66.09 | $46.21 | Stop Loss | $-3,980.50 | -30.08% | |
| 2022-02-18 | $41.45 | $0.00 | Expiration | $-8,296.04 | -100.00% | |
| 2022-02-22 | $70.00 | $48.95 | Stop Loss | $-4,215.24 | -30.07% | |
| 2022-02-23 | $72.57 | $161.30 | Expiration | $17,741.64 | 122.28% | |
| 2022-02-28 | $68.43 | $47.85 | Stop Loss | $-4,121.13 | -30.07% | |
| 2022-03-01 | $70.64 | $18.98 | Expiration | $-10,337.46 | -73.13% | |
| 2022-03-07 | $86.48 | $60.49 | Stop Loss | $-5,204.04 | -30.06% | |
| 2022-03-08 | $67.33 | $28.43 | Expiration | $-7,784.26 | -57.77% | |
| 2022-03-11 | $67.87 | $47.46 | Stop Loss | $-4,087.68 | -30.07% | |
| 2022-03-14 | $77.38 | $451.22 | Expiration | $74,763.24 | 483.14% | |
| 2022-03-21 | $57.98 | $108.78 | Expiration | $10,154.92 | 87.62% | |
| 2022-03-28 | $39.29 | $27.45 | Stop Loss | $-2,372.41 | -30.13% | |
| 2022-04-04 | $38.08 | $26.60 | Stop Loss | $-2,299.83 | -30.13% | |
| 2022-04-07 | $37.86 | $26.46 | Stop Loss | $-2,287.06 | -30.13% | |
| 2022-04-11 | $45.00 | $31.45 | Stop Loss | $-2,715.30 | -30.11% | |
| 2022-04-12 | $36.13 | $12.72 | Expiration | $-4,688.04 | -64.80% | |
| 2022-04-14 | $24.39 | $0.00 | Expiration | $-4,883.30 | -100.00% | |
| 2022-04-18 | $53.52 | $0.00 | Expiration | $-10,708.30 | -100.00% | |
| 2022-04-28 | $50.07 | $0.00 | Expiration | $-10,018.58 | -100.00% | |
| 2022-05-03 | $67.92 | $47.49 | Stop Loss | $-4,090.29 | -30.07% | |
| 2022-05-13 | $61.43 | $42.95 | Stop Loss | $-3,701.22 | -30.08% | |
| 2022-05-16 | $66.02 | $46.17 | Stop Loss | $-3,976.56 | -30.08% | |
| 2022-05-23 | $66.19 | $268.16 | Expiration | $40,388.04 | 305.11% | |
| 2022-05-31 | $59.02 | $41.26 | Stop Loss | $-3,556.22 | -30.08% | |
| 2022-06-06 | $63.65 | $44.51 | Stop Loss | $-3,834.46 | -30.08% | |
| 2022-06-17 | $37.73 | $90.80 | Expiration | $10,609.00 | 140.66% | |
| 2022-06-21 | $52.61 | $36.78 | Stop Loss | $-3,171.71 | -30.10% | |
| 2022-06-22 | $57.90 | $208.88 | Expiration | $30,190.12 | 260.74% | |
| 2022-06-27 | $57.17 | $39.97 | Stop Loss | $-3,445.17 | -30.09% | |
| 2022-06-29 | $48.11 | $33.63 | Stop Loss | $-2,901.82 | -30.10% | |
| 2022-06-30 | $46.49 | $39.15 | Expiration | $-1,472.62 | -15.78% | |
| 2022-07-05 | $50.26 | $79.34 | Expiration | $5,810.36 | 57.85% |