Long Call
Long Call • Dec 10, 2020 - Dec 10, 2025
Backtest Performance
Backtest Metrics
Backtest Summary
This backtest shows a Long Call strategy on SPY from Dec 10, 2020 - Dec 10, 2025, placing 438 trades that stayed open for an average of 133 days. The results were impressive - winning 80.59% of the time (353 wins vs 85 losses), which shows remarkable consistency. This translated to $2,504,245.01 in total profits. On average, each position made $5,717.45. When annualized, that's a 91.9% return (CAGR), which suggests strong growth potential if maintained over time. The journey was quite volatile though - at its worst, the account was down 73.5%, which would require strong conviction to ride out. With a Sharpe ratio of 3.31, 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 |
|---|---|---|---|---|---|---|
| 2020-12-14 | $31.41 | $47.01 | Take Profit | $9,337.77 | 49.68% | |
| 2020-12-10 | $31.47 | $47.10 | Take Profit | $9,355.77 | 49.68% | |
| 2020-12-11 | $32.23 | $48.24 | Take Profit | $9,583.86 | 49.69% | |
| 2020-12-15 | $32.40 | $48.50 | Take Profit | $9,636.54 | 49.69% | |
| 2020-12-18 | $31.97 | $47.86 | Take Profit | $9,507.96 | 49.69% | |
| 2020-12-22 | $32.16 | $48.14 | Take Profit | $9,563.91 | 49.69% | |
| 2020-12-16 | $31.87 | $47.70 | Take Profit | $9,476.49 | 49.69% | |
| 2020-12-24 | $36.10 | $54.05 | Take Profit | $8,954.68 | 49.72% | |
| 2020-12-17 | $33.75 | $50.52 | Take Profit | $8,366.65 | 49.70% | |
| 2020-12-21 | $37.02 | $55.43 | Take Profit | $9,184.28 | 49.73% | |
| 2020-12-23 | $35.93 | $53.79 | Take Profit | $8,911.70 | 49.72% | |
| 2020-12-28 | $37.07 | $55.50 | Take Profit | $9,196.75 | 49.73% | |
| 2020-12-29 | $31.48 | $47.12 | Take Profit | $9,360.48 | 49.68% | |
| 2020-12-30 | $35.97 | $53.85 | Take Profit | $8,921.28 | 49.72% | |
| 2020-12-31 | $33.47 | $50.11 | Take Profit | $8,297.90 | 49.70% | |
| 2021-01-04 | $37.70 | $56.46 | Take Profit | $9,355.90 | 49.73% | |
| 2021-01-05 | $38.44 | $57.55 | Take Profit | $9,539.08 | 49.74% | |
| 2021-01-15 | $40.73 | $60.99 | Take Profit | $8,089.82 | 49.75% | |
| 2021-01-07 | $37.74 | $56.50 | Take Profit | $9,363.98 | 49.74% | |
| 2021-01-08 | $33.23 | $49.74 | Take Profit | $9,884.55 | 49.70% | |
| 2021-01-11 | $38.71 | $57.96 | Take Profit | $9,606.50 | 49.74% | |
| 2021-01-12 | $39.23 | $58.75 | Take Profit | $9,738.33 | 49.75% | |
| 2021-01-19 | $37.35 | $55.92 | Take Profit | $9,267.20 | 49.73% | |
| 2021-01-13 | $39.72 | $59.48 | Take Profit | $9,860.83 | 49.75% | |
| 2021-01-14 | $39.38 | $58.97 | Take Profit | $9,774.93 | 49.75% | |
| 2021-01-20 | $31.62 | $47.33 | Take Profit | $9,402.96 | 49.68% | |
| 2021-02-01 | $42.63 | $63.84 | Take Profit | $8,469.72 | 49.77% | |
| 2021-02-03 | $33.41 | $50.01 | Take Profit | $8,281.35 | 49.70% | |
| 2021-01-22 | $36.64 | $54.86 | Take Profit | $9,089.98 | 49.73% | |
| 2021-01-28 | $42.19 | $63.19 | Take Profit | $8,382.96 | 49.76% | |
| 2021-03-08 | $40.00 | $59.90 | Take Profit | $15,889.12 | 49.75% | |
| 2021-02-04 | $33.34 | $49.92 | Take Profit | $8,266.18 | 49.70% | |
| 2021-03-09 | $33.00 | $49.39 | Take Profit | $16,357.50 | 49.70% | |
| 2021-01-21 | $37.11 | $55.57 | Take Profit | $9,208.13 | 49.73% | |
| 2021-01-25 | $39.71 | $59.47 | Take Profit | $9,857.93 | 49.75% | |
| 2021-01-26 | $40.43 | $60.55 | Take Profit | $8,030.32 | 49.75% | |
| 2021-02-02 | $38.94 | $58.31 | Take Profit | $9,665.83 | 49.74% | |
| 2021-03-23 | $38.96 | $58.34 | Take Profit | $17,405.15 | 49.74% | |
| 2021-03-24 | $38.59 | $57.79 | Take Profit | $17,240.04 | 49.74% | |
| 2021-03-25 | $38.72 | $57.98 | Take Profit | $17,298.63 | 49.74% | |
| 2021-03-26 | $31.86 | $47.69 | Take Profit | $15,791.35 | 49.69% | |
| 2021-03-30 | $33.26 | $49.79 | Take Profit | $16,491.05 | 49.70% | |
| 2021-02-22 | $33.52 | $50.18 | Take Profit | $16,620.15 | 49.70% | |
| 2021-03-02 | $37.57 | $56.25 | Take Profit | $16,780.46 | 49.73% | |
| 2021-03-19 | $34.00 | $50.89 | Take Profit | $16,857.70 | 49.71% | |
| 2021-03-10 | $40.65 | $60.87 | Take Profit | $16,147.36 | 49.75% | |
| 2021-03-18 | $40.79 | $61.08 | Take Profit | $16,202.56 | 49.75% | |
| 2021-03-31 | $36.25 | $54.27 | Take Profit | $16,186.32 | 49.72% | |
| 2021-03-01 | $41.22 | $61.72 | Take Profit | $16,374.08 | 49.76% | |
| 2021-03-22 | $39.37 | $58.95 | Take Profit | $15,635.00 | 49.75% |
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