Credit Put Spread
Credit Put Spread • Jan 1, 2020 - Apr 10, 2026
Backtest Performance
Backtest Metrics
Backtest Summary
This backtest shows a Credit Put Spread strategy on SPY from Jan 1, 2020 - Apr 10, 2026, placing 268 trades that stayed open for an average of 178 days. With a solid 57.46% win rate (154 winners and 114 losers), the strategy proved reliable. This translated to $843,790.44 in total profits. On average, each position made $3,148.47. When annualized, that's a 43.0% return (CAGR), which suggests strong growth potential if maintained over time. The journey was quite volatile though - at its worst, the account was down 105.2%, which would require strong conviction to ride out. With a Sharpe ratio of 2.60, the returns were excellent relative to the risk taken. Overall, this is a viable strategy that could be improved with some fine-tuning.
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Trade Log
| Date | Entry | Exit | Exit Reason | P&L | Return | Action |
|---|---|---|---|---|---|---|
| 2020-01-17 | $11.74 | $17.66 | Stop Loss | $-6,000.80 | -50.43% | |
| 2020-02-07 | $12.17 | $18.31 | Stop Loss | $-6,217.30 | -50.41% | |
| 2020-01-03 | $12.26 | $18.44 | Stop Loss | $-6,260.40 | -50.41% | |
| 2020-01-10 | $12.19 | $18.33 | Stop Loss | $-6,224.30 | -50.41% | |
| 2020-01-24 | $13.14 | $19.76 | Stop Loss | $-6,701.35 | -50.38% | |
| 2020-02-14 | $13.86 | $20.84 | Stop Loss | $-7,058.60 | -50.36% | |
| 2020-02-21 | $12.99 | $19.54 | Stop Loss | $-6,625.20 | -50.38% | |
| 2020-01-31 | $13.30 | $20.01 | Stop Loss | $-6,781.95 | -50.38% | |
| 2020-03-06 | $11.85 | $17.83 | Stop Loss | $-4,844.28 | -50.42% | |
| 2020-02-28 | $12.22 | $18.37 | Stop Loss | $-4,366.43 | -50.41% | |
| 2020-03-13 | $11.19 | $16.84 | Stop Loss | $-4,007.92 | -50.45% | |
| 2020-03-20 | $9.41 | $1.93 | Take Profit | $5,918.02 | 79.47% | |
| 2020-04-03 | $11.11 | $2.27 | Take Profit | $5,253.02 | 79.55% | |
| 2020-03-27 | $11.33 | $2.32 | Take Profit | $5,361.79 | 79.56% | |
| 2020-04-24 | $12.25 | $2.50 | Take Profit | $4,833.12 | 79.59% | |
| 2020-05-01 | $11.98 | $2.45 | Take Profit | $4,728.40 | 79.58% | |
| 2020-04-17 | $12.22 | $2.49 | Take Profit | $4,823.16 | 79.59% | |
| 2020-05-08 | $11.79 | $2.41 | Take Profit | $4,650.56 | 79.58% | |
| 2020-05-15 | $12.23 | $2.50 | Take Profit | $4,828.16 | 79.59% | |
| 2020-05-22 | $12.32 | $2.51 | Take Profit | $4,864.56 | 79.59% | |
| 2020-06-12 | $12.15 | $2.48 | Take Profit | $4,796.56 | 79.59% | |
| 2020-06-26 | $11.95 | $2.44 | Take Profit | $4,716.28 | 79.58% | |
| 2020-05-29 | $12.26 | $2.50 | Take Profit | $4,838.16 | 79.59% | |
| 2020-06-19 | $12.73 | $2.60 | Take Profit | $5,026.68 | 79.61% | |
| 2020-06-05 | $12.20 | $2.49 | Take Profit | $4,816.24 | 79.59% | |
| 2020-07-10 | $12.74 | $2.60 | Take Profit | $5,030.20 | 79.61% | |
| 2020-07-17 | $12.93 | $2.64 | Take Profit | $5,108.68 | 79.61% | |
| 2020-07-24 | $12.75 | $2.60 | Take Profit | $5,033.88 | 79.61% | |
| 2020-07-31 | $13.30 | $2.71 | Take Profit | $5,254.20 | 79.62% | |
| 2020-08-07 | $13.01 | $2.65 | Take Profit | $5,139.48 | 79.62% | |
| 2020-09-25 | $13.74 | $2.80 | Take Profit | $6,515.04 | 79.64% | |
| 2020-10-30 | $13.81 | $2.81 | Take Profit | $7,642.82 | 79.64% | |
| 2020-09-11 | $14.49 | $2.95 | Take Profit | $6,876.19 | 79.65% | |
| 2020-09-18 | $13.61 | $2.77 | Take Profit | $6,453.84 | 79.63% | |
| 2020-08-14 | $14.44 | $2.94 | Take Profit | $5,712.00 | 79.65% | |
| 2020-08-21 | $13.65 | $2.78 | Take Profit | $5,396.20 | 79.63% | |
| 2020-10-02 | $14.09 | $2.87 | Take Profit | $6,687.36 | 79.65% | |
| 2020-09-04 | $14.03 | $2.86 | Take Profit | $6,657.17 | 79.64% | |
| 2020-10-09 | $14.56 | $2.96 | Take Profit | $8,061.76 | 79.66% | |
| 2020-10-23 | $14.15 | $2.88 | Take Profit | $7,832.78 | 79.65% | |
| 2020-08-28 | $14.48 | $2.95 | Take Profit | $6,871.10 | 79.65% | |
| 2020-10-16 | $14.24 | $2.90 | Take Profit | $7,883.85 | 79.65% | |
| 2020-11-06 | $14.41 | $2.93 | Take Profit | $7,976.75 | 79.65% | |
| 2020-11-20 | $14.35 | $2.92 | Take Profit | $9,079.94 | 79.65% | |
| 2020-11-13 | $14.48 | $2.95 | Take Profit | $8,016.74 | 79.65% | |
| 2020-11-27 | $14.75 | $3.00 | Take Profit | $9,336.77 | 79.66% | |
| 2020-12-11 | $14.59 | $2.97 | Take Profit | $10,388.23 | 79.66% | |
| 2020-12-04 | $16.30 | $3.31 | Take Profit | $10,327.42 | 79.69% | |
| 2021-01-08 | $14.94 | $3.04 | Take Profit | $11,825.84 | 79.67% | |
| 2021-01-15 | $15.63 | $3.18 | Take Profit | $12,375.60 | 79.68% |