Long Butterfly Spread TP 30%
Butterfly Spread • Jan 1, 2018 - Dec 10, 2025
Backtest Performance
Backtest Metrics
Backtest Summary
This backtest shows a Butterfly Spread strategy on SPY from Jan 1, 2018 - Dec 10, 2025, placing 76 trades that stayed open for an average of 17 days. The results were impressive - winning 71.05% of the time (54 wins vs 22 losses), which shows remarkable consistency. This translated to $20,211.75 in total profits. On average, each position made $265.94. Annualized, that's a 2.4% return (CAGR) - modest but positive. Impressively, the maximum drawdown was only 3.3%, showing excellent risk control. 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 |
|---|---|---|---|---|---|---|
| 2018-02-05 | $4.91 | $5.33 | Early Exit | $37.76 | 8.48% | |
| 2018-03-05 | $7.33 | $0.05 | Early Exit | $724.25 | 99.32% | |
| 2018-04-09 | $3.37 | $4.33 | Take Profit | $92.24 | 28.52% | |
| 2018-05-14 | $8.65 | $11.20 | Take Profit | $250.66 | 29.42% | |
| 2018-06-18 | $9.77 | $0.05 | Early Exit | $968.37 | 99.49% | |
| 2018-07-23 | $8.02 | $0.05 | Early Exit | $792.67 | 99.38% | |
| 2018-08-27 | $8.08 | $0.05 | Early Exit | $798.63 | 99.38% | |
| 2018-10-01 | $8.90 | $0.05 | Early Exit | $881.52 | 99.44% | |
| 2018-11-05 | $1.31 | $1.65 | Take Profit | $30.30 | 26.17% | |
| 2018-12-10 | $4.92 | $6.35 | Take Profit | $138.68 | 28.98% | |
| 2019-01-14 | $7.60 | $0.16 | Early Exit | $-747.33 | -97.86% | |
| 2019-03-18 | $2.10 | $1.52 | Take Profit | $54.02 | 27.62% | |
| 2019-04-22 | $4.16 | $5.35 | Take Profit | $115.78 | 28.80% | |
| 2019-07-01 | $3.52 | $6.76 | Early Exit | $-327.32 | -91.85% | |
| 2019-08-05 | $0.08 | $0.06 | Take Profit | $-6.37 | -29.38% | |
| 2019-09-09 | $7.88 | $10.19 | Take Profit | $227.44 | 29.37% | |
| 2019-10-14 | $2.62 | $2.67 | Early Exit | $1.07 | 1.90% | |
| 2019-11-18 | $4.41 | $5.68 | Take Profit | $123.42 | 28.87% | |
| 2019-12-23 | $12.58 | $0.05 | Early Exit | $1,248.64 | 99.60% | |
| 2020-01-27 | $5.15 | $6.65 | Take Profit | $145.66 | 29.03% | |
| 2020-03-02 | $0.16 | $0.16 | Take Profit | $-4.08 | -1.11% | |
| 2020-04-06 | $13.82 | $18.50 | Early Exit | $-472.14 | -33.88% | |
| 2020-05-11 | $10.18 | $13.18 | Take Profit | $296.52 | 29.51% | |
| 2020-06-15 | $1.60 | $12.72 | Early Exit | $-1,115.47 | -693.91% | |
| 2020-07-20 | $11.12 | $1.87 | Early Exit | $-928.96 | -83.16% | |
| 2020-08-24 | $1.80 | $1.31 | Take Profit | $45.12 | 27.22% | |
| 2020-09-28 | $31.17 | $0.05 | Early Exit | $3,108.33 | 99.84% | |
| 2020-11-02 | $6.50 | $0.05 | Early Exit | $640.85 | 99.23% | |
| 2020-12-07 | $9.37 | $0.05 | Early Exit | $928.49 | 99.47% | |
| 2021-01-11 | $3.60 | $4.63 | Take Profit | $99.03 | 28.61% | |
| 2021-03-15 | $4.06 | $2.89 | Take Profit | $112.89 | 28.77% | |
| 2021-04-19 | $0.97 | $1.21 | Take Profit | $20.09 | 24.83% | |
| 2021-05-24 | $0.60 | $0.74 | Take Profit | $9.24 | 21.73% | |
| 2021-06-28 | $6.34 | $8.19 | Take Profit | $181.29 | 29.21% | |
| 2021-08-02 | $0.73 | $0.90 | Take Profit | $13.03 | 23.16% | |
| 2021-10-11 | $14.24 | $14.68 | Early Exit | $-47.54 | -3.06% | |
| 2021-11-15 | $10.01 | $12.96 | Take Profit | $291.32 | 29.50% | |
| 2021-12-20 | $0.84 | $13.04 | Early Exit | $-1,224.38 | -1,456.59% | |
| 2022-01-24 | $25.95 | $0.05 | Early Exit | $2,585.84 | 99.81% | |
| 2022-02-28 | $21.36 | $0.05 | Early Exit | $2,126.96 | 99.77% | |
| 2022-03-28 | $6.66 | $8.61 | Take Profit | $190.83 | 29.25% | |
| 2022-05-02 | $7.64 | $9.88 | Take Profit | $220.34 | 29.35% | |
| 2022-06-06 | $3.09 | $2.21 | Take Profit | $83.71 | 28.38% | |
| 2022-07-11 | $31.44 | $0.05 | Early Exit | $3,135.49 | 99.84% | |
| 2022-08-15 | $11.71 | $15.18 | Take Profit | $342.51 | 29.57% | |
| 2022-09-19 | $3.04 | $3.90 | Take Profit | $82.29 | 28.36% | |
| 2022-10-24 | $43.01 | $0.05 | Early Exit | $4,292.26 | 99.88% | |
| 2022-11-28 | $2.20 | $0.05 | Early Exit | $211.26 | 97.73% | |
| 2023-02-06 | $13.93 | $18.05 | Take Profit | $408.90 | 29.64% | |
| 2023-03-06 | $1.99 | $1.45 | Take Profit | $50.92 | 27.49% |