Credit Put Spread
Credit Put Spread • Dec 10, 2020 - Dec 10, 2025
Backtest Performance
Backtest Metrics
Backtest Summary
This backtest shows a Credit Put Spread strategy on SPX from Dec 10, 2020 - Dec 10, 2025, placing 721 trades that stayed open for an average of 20 days. With a solid 67.55% win rate (487 winners and 234 losers), the strategy proved reliable. This translated to $1,208,540.52 in total profits. On average, each position made $1,676.20. When annualized, that's a 67.3% return (CAGR), which suggests strong growth potential if maintained over time. The journey was quite volatile though - at its worst, the account was down 36.0%, 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 |
|---|---|---|---|---|---|---|
| 2020-12-10 | $15.16 | $0.05 | Early Exit | $6,032.48 | 99.67% | |
| 2020-12-11 | $21.79 | $0.05 | Early Exit | $8,685.96 | 99.77% | |
| 2020-12-14 | $13.45 | $0.05 | Early Exit | $5,351.48 | 99.63% | |
| 2020-12-15 | $23.58 | $5.85 | Early Exit | $7,081.16 | 75.18% | |
| 2020-12-16 | $30.51 | $10.53 | Early Exit | $7,983.12 | 65.50% | |
| 2021-01-04 | $10.52 | $6.60 | Early Exit | $1,559.20 | 37.28% | |
| 2021-01-05 | $13.70 | $11.37 | Early Exit | $925.24 | 17.07% | |
| 2021-01-08 | $15.11 | $25.39 | Early Exit | $-4,123.72 | -68.06% | |
| 2021-01-11 | $21.41 | $4.87 | Early Exit | $6,608.00 | 77.28% | |
| 2021-01-12 | $10.78 | $0.05 | Early Exit | $4,281.68 | 99.54% | |
| 2021-01-13 | $14.31 | $3.79 | Early Exit | $4,200.00 | 73.55% | |
| 2021-02-01 | $17.79 | $5.29 | Early Exit | $4,989.32 | 70.25% | |
| 2021-02-02 | $21.25 | $11.78 | Early Exit | $3,777.60 | 44.57% | |
| 2021-02-03 | $7.52 | $3.30 | Early Exit | $1,678.36 | 56.14% | |
| 2021-02-05 | $12.60 | $9.94 | Early Exit | $1,051.32 | 21.07% | |
| 2021-02-08 | $33.02 | $36.01 | Early Exit | $-1,208.16 | -9.07% | |
| 2021-02-09 | $10.96 | $7.04 | Early Exit | $1,559.20 | 35.79% | |
| 2021-02-12 | $13.38 | $12.88 | Early Exit | $190.64 | 3.76% | |
| 2021-02-26 | $22.76 | $5.16 | Early Exit | $7,032.44 | 77.35% | |
| 2021-03-01 | $18.27 | $0.05 | Early Exit | $7,277.24 | 99.73% | |
| 2021-03-02 | $12.64 | $0.05 | Early Exit | $5,026.12 | 99.60% | |
| 2021-03-03 | $14.68 | $0.05 | Early Exit | $5,843.16 | 99.66% | |
| 2021-03-04 | $17.78 | $0.05 | Early Exit | $7,079.68 | 99.72% | |
| 2021-03-05 | $22.46 | $0.05 | Early Exit | $8,951.96 | 99.78% | |
| 2021-03-09 | $21.69 | $0.05 | Early Exit | $8,644.92 | 99.77% | |
| 2021-03-10 | $17.30 | $0.05 | Early Exit | $6,888.60 | 99.71% | |
| 2021-03-19 | $19.25 | $0.05 | Early Exit | $7,669.92 | 99.74% | |
| 2021-03-30 | $16.05 | $0.05 | Early Exit | $6,391.16 | 99.69% | |
| 2021-04-01 | $16.23 | $0.05 | Early Exit | $6,462.84 | 99.69% | |
| 2021-04-06 | $14.99 | $4.67 | Early Exit | $4,115.28 | 68.82% | |
| 2021-04-08 | $7.19 | $0.05 | Early Exit | $2,846.92 | 99.30% | |
| 2021-04-09 | $6.75 | $0.05 | Early Exit | $2,668.04 | 99.26% | |
| 2021-04-12 | $9.63 | $0.05 | Early Exit | $3,822.08 | 99.48% | |
| 2021-04-13 | $25.16 | $8.74 | Early Exit | $6,557.84 | 65.25% | |
| 2021-04-14 | $6.60 | $0.05 | Early Exit | $2,608.40 | 99.24% | |
| 2021-04-15 | $8.73 | $2.95 | Early Exit | $2,298.44 | 66.16% | |
| 2021-04-16 | $7.09 | $0.05 | Early Exit | $2,804.80 | 99.29% | |
| 2021-04-28 | $11.23 | $22.51 | Stop Loss | $-4,523.20 | -100.45% | |
| 2021-05-03 | $12.74 | $25.53 | Stop Loss | $-5,126.00 | -100.39% | |
| 2021-05-07 | $12.07 | $24.19 | Stop Loss | $-4,858.12 | -100.41% | |
| 2021-05-10 | $10.75 | $21.54 | Stop Loss | $-4,328.56 | -100.47% | |
| 2021-04-23 | $12.69 | $7.75 | Early Exit | $1,967.00 | 38.95% | |
| 2021-04-30 | $11.38 | $6.05 | Early Exit | $2,120.40 | 46.82% | |
| 2021-05-04 | $25.12 | $5.99 | Early Exit | $7,642.84 | 76.17% | |
| 2021-05-12 | $11.75 | $0.05 | Early Exit | $4,668.48 | 99.57% | |
| 2021-05-13 | $15.16 | $0.05 | Early Exit | $6,034.24 | 99.67% | |
| 2021-05-14 | $12.15 | $0.05 | Early Exit | $4,830.48 | 99.59% | |
| 2021-05-17 | $8.95 | $0.05 | Early Exit | $3,550.36 | 99.44% | |
| 2021-05-18 | $8.93 | $0.05 | Early Exit | $3,540.12 | 99.44% | |
| 2021-05-19 | $9.60 | $0.05 | Early Exit | $3,810.48 | 99.48% |