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 171 trades that stayed open for an average of 116 days. The results were impressive - winning 72.51% of the time (124 wins vs 47 losses), which shows remarkable consistency. This translated to $25,452,911.07 in total profits. On average, each position made $148,847.43. When annualized, that's a 380.0% return (CAGR), which suggests strong growth potential if maintained over time. The journey was quite volatile though - at its worst, the account was down 268.3%, which would require strong conviction to ride out. The Sharpe ratio of 0.75 shows modest risk-adjusted performance. 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 |
|---|---|---|---|---|---|---|
| 2020-12-15 | $15.42 | $23.08 | Take Profit | $24,472.00 | 49.68% | |
| 2020-12-22 | $14.77 | $22.10 | Take Profit | $24,154.85 | 49.66% | |
| 2020-12-29 | $2.02 | $2.98 | Take Profit | $23,424.25 | 47.53% | |
| 2021-01-05 | $1.11 | $1.61 | Take Profit | $22,119.75 | 45.49% | |
| 2021-01-12 | $22.42 | $33.59 | Take Profit | $24,528.79 | 49.78% | |
| 2021-01-19 | $16.37 | $24.50 | Take Profit | $24,358.50 | 49.69% | |
| 2021-03-30 | $1.18 | $1.72 | Take Profit | $52,790.00 | 45.77% | |
| 2021-02-02 | $14.09 | $21.08 | Take Profit | $257,554.62 | 49.65% | |
| 2021-03-09 | $14.69 | $21.98 | Take Profit | $257,717.31 | 49.66% | |
| 2021-03-16 | $10.88 | $16.27 | Take Profit | $257,039.72 | 49.54% | |
| 2021-02-09 | $18.88 | $28.28 | Take Profit | $257,932.13 | 49.74% | |
| 2021-02-16 | $19.69 | $29.48 | Take Profit | $258,209.16 | 49.75% | |
| 2021-05-18 | $11.69 | $17.48 | Take Profit | $578,125.00 | 49.57% | |
| 2021-04-13 | $14.02 | $20.98 | Take Profit | $694,690.00 | 49.64% | |
| 2021-04-20 | $9.24 | $13.81 | Take Profit | $455,540.00 | 49.46% | |
| 2021-06-01 | $14.70 | $22.00 | Take Profit | $728,650.00 | 49.66% | |
| 2021-06-22 | $12.27 | $18.35 | Take Profit | $606,995.00 | 49.59% | |
| 2021-05-25 | $13.74 | $20.56 | Take Profit | $680,640.00 | 49.64% | |
| 2021-04-27 | $10.18 | $15.22 | Take Profit | $502,835.00 | 49.51% | |
| 2021-05-11 | $22.95 | $34.38 | Take Profit | $1,141,225.00 | 49.78% | |
| 2021-06-08 | $12.44 | $18.61 | Take Profit | $615,740.00 | 49.60% | |
| 2021-06-15 | $14.60 | $21.86 | Take Profit | $723,930.00 | 49.66% | |
| 2021-01-26 | $2.08 | $3.07 | Take Profit | $97,570.00 | 47.59% | |
| 2021-04-06 | $2.16 | $3.19 | Take Profit | $101,645.00 | 47.68% | |
| 2021-06-29 | $14.50 | $21.71 | Take Profit | $718,900.00 | 49.66% | |
| 2021-05-04 | $3.15 | $4.67 | Take Profit | $151,065.00 | 48.41% | |
| 2021-07-06 | $13.27 | $19.85 | Take Profit | $657,120.00 | 49.62% | |
| 2021-07-20 | $6.06 | $9.03 | Take Profit | $296,475.00 | 49.17% | |
| 2021-07-13 | $13.15 | $19.68 | Take Profit | $651,390.00 | 49.62% | |
| 2021-07-27 | $16.95 | $25.38 | Take Profit | $841,250.00 | 49.71% | |
| 2021-08-03 | $15.06 | $22.55 | Take Profit | $746,940.00 | 49.67% | |
| 2021-08-10 | $16.48 | $24.66 | Take Profit | $817,500.00 | 49.70% | |
| 2021-08-17 | $16.02 | $23.98 | Take Profit | $794,550.00 | 49.69% | |
| 2021-10-19 | $4.63 | $6.90 | Take Profit | $225,310.00 | 48.92% | |
| 2021-08-24 | $20.24 | $30.31 | Take Profit | $1,005,775.00 | 49.75% | |
| 2021-08-31 | $2.59 | $3.84 | Take Profit | $123,355.00 | 48.07% | |
| 2021-02-23 | $0.93 | $0.00 | Expiration | $-94,020.00 | -100.00% | |
| 2021-10-26 | $17.10 | $25.60 | Take Profit | $848,760.00 | 49.71% | |
| 2021-03-02 | $1.12 | $0.00 | Expiration | $-113,210.00 | -100.00% | |
| 2021-09-07 | $1.14 | $0.00 | Expiration | $-115,680.00 | -100.00% | |
| 2022-07-19 | $4.33 | $6.45 | Take Profit | $210,245.00 | 48.85% | |
| 2022-07-26 | $2.59 | $3.84 | Take Profit | $123,300.00 | 48.07% | |
| 2021-11-02 | $16.29 | $0.00 | Expiration | $-1,630,690.00 | -100.00% | |
| 2021-11-09 | $1.05 | $0.00 | Expiration | $-105,840.00 | -100.00% | |
| 2021-11-16 | $2.39 | $0.00 | Expiration | $-240,640.00 | -100.00% | |
| 2021-11-23 | $17.44 | $0.00 | Expiration | $-1,745,550.00 | -100.00% | |
| 2021-12-07 | $2.57 | $0.00 | Expiration | $-258,110.00 | -100.00% | |
| 2021-12-28 | $1.43 | $0.00 | Expiration | $-144,790.00 | -100.00% | |
| 2022-01-04 | $6.72 | $0.00 | Expiration | $-673,220.00 | -100.00% | |
| 2022-01-11 | $1.05 | $0.00 | Expiration | $-105,880.00 | -100.00% |
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