Credit Put Spread
Credit Put Spread • Jan 10, 2018 - Dec 10, 2025
Backtest Performance
Backtest Metrics
Backtest Summary
This backtest shows a Credit Put Spread strategy on SPX from Jan 10, 2018 - Dec 10, 2025, placing 475 trades that stayed open for an average of 30 days. The results were impressive - winning 79.79% of the time (379 wins vs 96 losses), which shows remarkable consistency. This translated to $3,734,119.70 in total profits. On average, each position made $7,861.30. When annualized, that's a 58.5% return (CAGR), which suggests strong growth potential if maintained over time. The journey was quite volatile though - at its worst, the account was down 27.2%, which would require strong conviction to ride out. With a Sharpe ratio of 4.34, 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 |
|---|---|---|---|---|---|---|
| 2018-01-10 | $7.53 | $3.81 | Take Profit | $3,686.65 | 49.34% | |
| 2018-01-11 | $9.19 | $4.64 | Take Profit | $4,516.65 | 49.46% | |
| 2018-01-16 | $8.48 | $4.29 | Take Profit | $4,163.80 | 49.41% | |
| 2018-01-17 | $4.30 | $8.65 | Stop Loss | $-4,377.30 | -101.16% | |
| 2018-01-12 | $7.30 | $3.70 | Take Profit | $3,574.15 | 49.32% | |
| 2018-01-22 | $11.47 | $5.78 | Take Profit | $5,658.50 | 49.56% | |
| 2018-01-26 | $10.05 | $5.07 | Take Profit | $4,947.35 | 49.50% | |
| 2018-01-19 | $7.64 | $15.33 | Stop Loss | $-7,716.60 | -100.65% | |
| 2018-02-05 | $3.83 | $5.70 | Take Profit | $1,839.35 | 48.69% | |
| 2018-02-06 | $6.64 | $13.32 | Stop Loss | $-6,711.40 | -100.75% | |
| 2018-02-07 | $9.12 | $18.29 | Stop Loss | $-9,193.50 | -100.55% | |
| 2018-02-08 | $10.26 | $5.18 | Take Profit | $5,051.65 | 49.51% | |
| 2018-02-13 | $10.21 | $5.15 | Take Profit | $5,028.85 | 49.51% | |
| 2018-02-09 | $10.07 | $5.08 | Take Profit | $4,958.60 | 49.50% | |
| 2018-01-18 | $7.93 | $5.00 | Expiration | $2,904.80 | 36.95% | |
| 2018-03-02 | $10.09 | $5.10 | Take Profit | $4,969.55 | 49.50% | |
| 2018-01-23 | $9.68 | $5.00 | Expiration | $4,655.10 | 48.35% | |
| 2018-02-20 | $9.51 | $4.81 | Take Profit | $4,680.75 | 49.47% | |
| 2018-02-23 | $12.37 | $6.24 | Take Profit | $6,109.85 | 49.60% | |
| 2018-03-06 | $15.47 | $7.79 | Take Profit | $7,659.30 | 49.68% | |
| 2018-03-12 | $16.08 | $8.09 | Take Profit | $7,965.50 | 49.69% | |
| 2018-02-16 | $9.30 | $5.00 | Expiration | $4,276.40 | 46.25% | |
| 2018-03-13 | $17.58 | $8.84 | Take Profit | $8,715.35 | 49.72% | |
| 2018-03-15 | $10.69 | $21.43 | Stop Loss | $-10,766.60 | -100.47% | |
| 2018-03-29 | $7.79 | $15.63 | Stop Loss | $-7,864.80 | -100.64% | |
| 2018-04-06 | $13.00 | $6.55 | Take Profit | $6,426.10 | 49.62% | |
| 2018-04-12 | $9.09 | $4.60 | Take Profit | $4,469.85 | 49.45% | |
| 2018-03-09 | $12.44 | $5.00 | Expiration | $7,414.60 | 59.81% | |
| 2018-03-23 | $6.13 | $0.00 | Expiration | $6,101.10 | 100.00% | |
| 2018-04-19 | $10.16 | $5.13 | Take Profit | $5,002.75 | 49.51% | |
| 2018-04-20 | $6.64 | $3.37 | Take Profit | $3,244.45 | 49.25% | |
| 2018-05-04 | $11.36 | $5.73 | Take Profit | $5,603.55 | 49.56% | |
| 2018-05-14 | $12.38 | $6.24 | Take Profit | $6,115.00 | 49.60% | |
| 2018-04-10 | $11.96 | $0.00 | Expiration | $11,938.40 | 100.00% | |
| 2018-04-11 | $8.34 | $0.00 | Expiration | $8,309.30 | 100.00% | |
| 2018-05-29 | $9.52 | $4.81 | Take Profit | $4,685.45 | 49.47% | |
| 2018-05-30 | $7.21 | $3.65 | Take Profit | $3,527.10 | 49.31% | |
| 2018-06-01 | $2.94 | $5.93 | Stop Loss | $-3,017.00 | -101.70% | |
| 2018-05-25 | $11.77 | $5.94 | Take Profit | $5,809.50 | 49.58% | |
| 2018-06-05 | $10.03 | $5.06 | Take Profit | $4,936.65 | 49.50% | |
| 2018-06-06 | $8.21 | $4.16 | Take Profit | $4,030.30 | 49.39% | |
| 2018-06-07 | $11.23 | $5.66 | Take Profit | $5,538.65 | 49.55% | |
| 2018-05-22 | $8.72 | $4.41 | Take Profit | $4,285.55 | 49.43% | |
| 2018-06-12 | $5.25 | $10.54 | Stop Loss | $-5,321.20 | -100.95% | |
| 2018-05-10 | $11.87 | $0.00 | Expiration | $11,841.00 | 100.00% | |
| 2018-05-11 | $12.41 | $0.00 | Expiration | $12,386.50 | 100.00% | |
| 2018-06-22 | $2.84 | $5.72 | Stop Loss | $-2,912.40 | -101.76% | |
| 2018-06-26 | $14.93 | $7.52 | Take Profit | $7,391.20 | 49.67% | |
| 2018-07-06 | $6.16 | $3.13 | Take Profit | $3,002.50 | 49.19% | |
| 2018-06-11 | $8.51 | $0.00 | Expiration | $8,481.00 | 100.00% |