Long Straddle
Long Straddle • Dec 10, 2020 - Dec 10, 2025
Backtest Performance
Backtest Metrics
Backtest Summary
This backtest shows a Long Straddle strategy on QQQ from Dec 10, 2020 - Dec 10, 2025, placing 968 trades that stayed open for an average of 2 days. With a solid 64.77% win rate (627 winners and 341 losers), the strategy proved reliable. This translated to $205,085.78 in total profits. On average, each position made $211.87. When annualized, that's a 25.0% return (CAGR), which suggests strong growth potential if maintained over time. Impressively, the maximum drawdown was only 2.1%, showing excellent risk control. With a Sharpe ratio of 8.68, the returns were excellent relative to the risk taken. Notably, the strategy captured 195.5% of the premium sold, which is excellent. 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 |
|---|---|---|---|---|---|---|
| 2020-12-11 | $0.78 | $0.05 | Expiration | $-76.06 | -93.63% | |
| 2020-12-18 | $1.57 | $0.05 | Expiration | $-155.06 | -96.82% | |
| 2020-12-24 | $0.59 | $0.05 | Expiration | $-56.37 | -91.49% | |
| 2020-12-31 | $0.71 | $0.05 | Expiration | $-68.65 | -92.96% | |
| 2021-01-08 | $0.80 | $0.05 | Expiration | $-77.78 | -93.76% | |
| 2021-01-15 | $0.92 | $0.05 | Expiration | $-90.07 | -94.59% | |
| 2021-01-22 | $0.85 | $0.05 | Expiration | $-82.24 | -94.09% | |
| 2021-01-29 | $1.69 | $0.05 | Expiration | $-166.71 | -97.04% | |
| 2021-02-05 | $0.75 | $0.05 | Expiration | $-72.73 | -93.34% | |
| 2021-02-12 | $0.72 | $0.05 | Expiration | $-69.31 | -93.03% | |
| 2021-02-19 | $0.88 | $0.05 | Expiration | $-85.20 | -94.29% | |
| 2021-02-26 | $1.34 | $0.05 | Expiration | $-131.16 | -96.26% | |
| 2021-03-05 | $1.29 | $0.05 | Expiration | $-126.53 | -96.12% | |
| 2021-03-12 | $1.06 | $0.05 | Expiration | $-103.58 | -95.28% | |
| 2021-03-19 | $1.05 | $0.05 | Expiration | $-102.77 | -95.25% | |
| 2021-03-26 | $0.85 | $0.05 | Expiration | $-82.40 | -94.10% | |
| 2021-03-31 | $0.96 | $4.12 | Expiration | $313.67 | 330.38% | |
| 2021-04-01 | $0.72 | $0.05 | Expiration | $-69.56 | -93.05% | |
| 2021-04-09 | $0.87 | $0.05 | Expiration | $-84.97 | -94.28% | |
| 2021-04-16 | $0.62 | $0.05 | Expiration | $-59.26 | -91.89% | |
| 2021-04-23 | $0.64 | $0.05 | Expiration | $-61.73 | -92.20% | |
| 2021-04-30 | $0.82 | $1.32 | Expiration | $47.60 | 61.37% | |
| 2021-05-03 | $0.62 | $0.05 | Expiration | $-59.19 | -91.88% | |
| 2021-05-07 | $0.93 | $7.11 | Expiration | $615.37 | 664.27% | |
| 2021-05-10 | $1.24 | $0.05 | Expiration | $-121.87 | -95.98% | |
| 2021-05-12 | $1.09 | $0.05 | Expiration | $-106.70 | -95.42% | |
| 2021-05-14 | $0.83 | $3.11 | Expiration | $225.44 | 274.88% | |
| 2021-05-17 | $0.70 | $0.05 | Expiration | $-67.74 | -92.87% | |
| 2021-05-19 | $1.52 | $0.05 | Expiration | $-149.70 | -96.71% | |
| 2021-05-24 | $0.52 | $0.05 | Expiration | $-49.87 | -90.43% | |
| 2021-05-26 | $0.57 | $0.05 | Expiration | $-54.97 | -91.28% | |
| 2021-05-28 | $0.74 | $0.05 | Expiration | $-71.90 | -93.27% | |
| 2021-06-01 | $0.51 | $0.07 | Expiration | $-47.07 | -86.40% | |
| 2021-06-02 | $0.52 | $0.05 | Expiration | $-49.41 | -90.35% | |
| 2021-06-04 | $0.56 | $0.12 | Expiration | $-46.30 | -78.46% | |
| 2021-06-07 | $0.47 | $0.05 | Expiration | $-44.32 | -89.30% | |
| 2021-06-09 | $0.52 | $0.05 | Expiration | $-49.91 | -90.44% | |
| 2021-06-16 | $1.14 | $0.05 | Expiration | $-111.40 | -95.61% | |
| 2021-06-18 | $0.87 | $0.14 | Expiration | $-76.01 | -83.98% | |
| 2021-06-21 | $0.75 | $0.05 | Expiration | $-73.03 | -93.37% | |
| 2021-06-25 | $0.73 | $4.48 | Expiration | $372.65 | 515.81% | |
| 2021-06-30 | $0.70 | $0.05 | Expiration | $-67.70 | -92.87% | |
| 2021-07-06 | $0.65 | $0.89 | Expiration | $21.05 | 36.19% | |
| 2021-07-07 | $0.61 | $0.05 | Expiration | $-58.10 | -91.74% | |
| 2021-07-12 | $0.50 | $0.05 | Expiration | $-47.53 | -89.99% | |
| 2021-07-16 | $0.90 | $4.23 | Expiration | $330.33 | 369.63% | |
| 2021-07-23 | $0.65 | $0.10 | Expiration | $-57.20 | -84.52% | |
| 2021-07-26 | $0.55 | $0.05 | Expiration | $-52.10 | -90.83% | |
| 2021-07-28 | $0.91 | $0.05 | Expiration | $-89.04 | -94.53% | |
| 2021-07-30 | $0.79 | $0.20 | Expiration | $-61.29 | -74.58% |
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