Short Put
Short Put • Dec 10, 2019 - Dec 10, 2025
Backtest Performance
Backtest Metrics
Backtest Summary
This backtest shows a Short Put strategy on SPY from Dec 10, 2019 - Dec 10, 2025, placing 1506 trades that stayed open for an average of 9 days. With a solid 62.22% win rate (937 winners and 569 losers), the strategy proved reliable. This translated to $1,687,268.33 in total profits. On average, each position made $1,120.36. When annualized, that's a 45.4% return (CAGR), which suggests strong growth potential if maintained over time. Impressively, the maximum drawdown was only 4.0%, showing excellent risk control. With a Sharpe ratio of 11.60, 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 |
|---|---|---|---|---|---|---|
| 2019-12-10 | $0.82 | $0.00 | Expiration | $2,433.00 | 100.00% | |
| 2019-12-11 | $1.12 | $0.00 | Expiration | $3,307.50 | 100.00% | |
| 2019-12-12 | $0.37 | $0.00 | Expiration | $1,065.60 | 100.00% | |
| 2019-12-17 | $1.07 | $0.16 | Take Profit | $2,705.13 | 85.34% | |
| 2019-12-18 | $1.96 | $0.25 | Take Profit | $5,099.76 | 87.45% | |
| 2019-12-19 | $0.62 | $0.11 | Take Profit | $1,495.26 | 81.98% | |
| 2019-12-13 | $0.51 | $0.00 | Expiration | $1,494.60 | 100.00% | |
| 2019-12-16 | $0.45 | $0.00 | Expiration | $1,308.00 | 100.00% | |
| 2019-12-26 | $0.58 | $0.78 | Stop Loss | $-624.98 | -33.60% | |
| 2019-12-20 | $0.95 | $0.00 | Expiration | $2,814.90 | 100.00% | |
| 2020-01-02 | $0.23 | $0.34 | Stop Loss | $-360.00 | -46.93% | |
| 2019-12-23 | $0.12 | $0.00 | Expiration | $324.30 | 100.00% | |
| 2019-12-24 | $0.56 | $0.00 | Expiration | $1,642.80 | 100.00% | |
| 2019-12-27 | $0.15 | $0.00 | Expiration | $401.10 | 100.00% | |
| 2019-12-30 | $0.18 | $0.00 | Expiration | $509.70 | 100.00% | |
| 2019-12-31 | $0.56 | $0.00 | Expiration | $1,640.10 | 100.00% | |
| 2020-01-03 | $0.34 | $0.00 | Expiration | $987.00 | 100.00% | |
| 2020-01-06 | $0.51 | $0.00 | Expiration | $1,491.00 | 100.00% | |
| 2020-01-07 | $0.30 | $0.00 | Expiration | $856.50 | 100.00% | |
| 2020-01-08 | $0.11 | $0.00 | Expiration | $292.50 | 100.00% | |
| 2020-01-09 | $0.17 | $0.00 | Expiration | $478.80 | 100.00% | |
| 2020-01-10 | $0.15 | $0.00 | Expiration | $404.10 | 100.00% | |
| 2020-01-21 | $0.21 | $0.31 | Stop Loss | $-344.85 | -49.06% | |
| 2020-01-22 | $0.31 | $0.44 | Stop Loss | $-425.18 | -40.88% | |
| 2020-01-23 | $0.13 | $0.21 | Stop Loss | $-285.68 | -63.79% | |
| 2020-01-13 | $0.20 | $0.00 | Expiration | $555.60 | 100.00% | |
| 2020-01-14 | $0.28 | $0.00 | Expiration | $810.90 | 100.00% | |
| 2020-01-24 | $0.60 | $0.80 | Stop Loss | $-639.98 | -33.32% | |
| 2020-01-28 | $0.23 | $0.34 | Stop Loss | $-364.43 | -46.38% | |
| 2020-01-29 | $0.63 | $0.84 | Stop Loss | $-663.90 | -32.90% | |
| 2020-01-30 | $1.38 | $1.78 | Stop Loss | $-1,224.00 | -28.62% | |
| 2020-01-27 | $0.37 | $0.00 | Expiration | $1,067.10 | 100.00% | |
| 2020-02-12 | $0.14 | $0.22 | Stop Loss | $-290.25 | -62.04% | |
| 2020-01-31 | $0.35 | $0.00 | Expiration | $1,014.00 | 100.00% | |
| 2020-02-03 | $0.33 | $0.00 | Expiration | $942.00 | 100.00% | |
| 2020-02-04 | $0.28 | $0.00 | Expiration | $786.00 | 100.00% | |
| 2020-02-05 | $0.22 | $0.00 | Expiration | $630.90 | 100.00% | |
| 2020-02-06 | $0.49 | $0.00 | Expiration | $1,428.00 | 100.00% | |
| 2020-02-07 | $0.26 | $0.00 | Expiration | $738.90 | 100.00% | |
| 2020-02-19 | $0.70 | $0.92 | Stop Loss | $-713.33 | -32.15% | |
| 2020-02-14 | $0.19 | $0.28 | Stop Loss | $-329.93 | -51.61% | |
| 2020-02-18 | $0.23 | $0.34 | Stop Loss | $-364.43 | -46.38% | |
| 2020-02-20 | $0.42 | $0.57 | Stop Loss | $-502.43 | -36.96% | |
| 2020-02-10 | $0.20 | $0.00 | Expiration | $550.80 | 100.00% | |
| 2020-02-11 | $0.14 | $0.00 | Expiration | $387.90 | 100.00% | |
| 2020-02-13 | $0.45 | $0.62 | Stop Loss | $-529.73 | -36.01% | |
| 2020-02-21 | $1.48 | $1.90 | Stop Loss | $-1,298.78 | -28.38% | |
| 2020-02-24 | $1.03 | $1.34 | Stop Loss | $-960.75 | -29.86% | |
| 2020-02-25 | $2.48 | $3.15 | Stop Loss | $-2,048.33 | -27.02% | |
| 2020-02-26 | $0.48 | $0.65 | Stop Loss | $-548.63 | -35.43% |