Credit Put Spread
Credit Put Spread • Dec 9, 2020 - Dec 9, 2025
Backtest Performance
Backtest Metrics
Backtest Summary
This backtest shows a Credit Put Spread strategy on SPX from Dec 9, 2020 - Dec 9, 2025, placing 162 trades that stayed open for an average of 50 days. The results were impressive - winning 76.54% of the time (124 wins vs 38 losses), which shows remarkable consistency. This translated to $1,119,370.15 in total profits. On average, each position made $6,909.69. When annualized, that's a 64.9% return (CAGR), which suggests strong growth potential if maintained over time. The journey was quite volatile though - at its worst, the account was down 98.7%, which would require strong conviction to ride out. The Sharpe ratio of 0.87 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 |
|---|---|---|---|---|---|---|
| 2020-12-18 | $89.50 | $44.80 | Take Profit | $44,672.00 | 49.94% | |
| 2021-01-22 | $71.28 | $35.69 | Take Profit | $35,565.70 | 49.93% | |
| 2021-02-05 | $51.95 | $26.03 | Take Profit | $25,901.05 | 49.90% | |
| 2020-12-11 | $61.74 | $0.05 | Early Exit | $-61,712.10 | -99.92% | |
| 2021-03-19 | $78.14 | $39.12 | Take Profit | $38,995.75 | 49.94% | |
| 2021-01-08 | $38.80 | $0.05 | Early Exit | $38,724.70 | 99.87% | |
| 2021-03-12 | $30.05 | $15.08 | Take Profit | $14,949.75 | 49.83% | |
| 2021-01-15 | $51.69 | $0.05 | Early Exit | $-51,665.20 | -99.90% | |
| 2021-05-07 | $8.03 | $12.00 | Take Profit | $3,940.85 | 49.38% | |
| 2021-04-09 | $11.81 | $5.96 | Take Profit | $5,830.00 | 49.58% | |
| 2021-04-16 | $1.30 | $0.70 | Take Profit | $573.60 | 46.15% | |
| 2021-05-14 | $51.59 | $25.85 | Take Profit | $25,720.55 | 49.90% | |
| 2021-05-28 | $16.65 | $8.37 | Take Profit | $8,247.40 | 49.70% | |
| 2021-04-23 | $11.48 | $1.18 | Early Exit | $-10,329.40 | -89.72% | |
| 2021-04-30 | $10.68 | $0.05 | Early Exit | $-10,658.40 | -99.53% | |
| 2021-06-25 | $8.17 | $4.13 | Take Profit | $4,006.95 | 49.39% | |
| 2021-07-09 | $16.56 | $8.33 | Take Profit | $8,201.80 | 49.70% | |
| 2021-07-02 | $34.65 | $17.37 | Take Profit | $17,247.65 | 49.86% | |
| 2021-07-30 | $50.52 | $25.31 | Take Profit | $25,184.35 | 49.90% | |
| 2021-08-27 | $17.07 | $25.56 | Take Profit | $8,460.25 | 49.71% | |
| 2021-09-03 | $32.87 | $49.25 | Take Profit | $16,357.65 | 49.85% | |
| 2021-08-20 | $46.42 | $23.26 | Take Profit | $23,134.45 | 49.89% | |
| 2021-10-01 | $56.17 | $28.13 | Take Profit | $28,007.70 | 49.91% | |
| 2021-09-24 | $5.87 | $2.98 | Take Profit | $2,858.85 | 49.15% | |
| 2021-10-15 | $59.74 | $29.92 | Take Profit | $29,792.15 | 49.92% | |
| 2021-08-13 | $2.67 | $0.56 | Early Exit | $-2,141.30 | -79.21% | |
| 2021-09-10 | $71.67 | $0.05 | Early Exit | $-71,645.80 | -99.93% | |
| 2021-11-26 | $69.16 | $34.63 | Take Profit | $34,503.80 | 49.93% | |
| 2021-11-05 | $3.40 | $1.75 | Take Profit | $1,622.70 | 48.53% | |
| 2021-12-31 | $28.32 | $42.43 | Take Profit | $14,082.45 | 49.82% | |
| 2022-01-07 | $51.92 | $77.82 | Take Profit | $25,881.75 | 49.90% | |
| 2021-10-29 | $81.55 | $122.28 | Take Profit | $40,699.15 | 49.94% | |
| 2021-11-19 | $103.80 | $173.36 | Early Exit | $-69,589.80 | -67.02% | |
| 2021-12-10 | $68.81 | $206.49 | Stop Loss | $-137,701.80 | -200.07% | |
| 2022-01-21 | $36.26 | $18.18 | Take Profit | $18,056.25 | 49.86% | |
| 2022-02-25 | $41.59 | $20.84 | Take Profit | $20,716.70 | 49.88% | |
| 2022-02-04 | $55.53 | $27.81 | Take Profit | $27,687.20 | 49.91% | |
| 2022-01-28 | $62.38 | $93.52 | Take Profit | $31,114.75 | 49.92% | |
| 2022-04-01 | $38.46 | $115.42 | Stop Loss | $-76,990.00 | -200.13% | |
| 2022-03-18 | $12.13 | $36.44 | Stop Loss | $-24,338.00 | -200.41% | |
| 2022-05-27 | $2.33 | $3.44 | Take Profit | $1,087.75 | 47.85% | |
| 2022-03-11 | $124.31 | $0.05 | Early Exit | $124,230.00 | 99.96% | |
| 2022-03-25 | $0.10 | $0.05 | Early Exit | $-76.00 | -50.00% | |
| 2022-05-13 | $54.61 | $0.05 | Early Exit | $54,536.50 | 99.91% | |
| 2022-05-20 | $105.98 | $0.05 | Early Exit | $105,907.90 | 99.95% | |
| 2022-08-26 | $17.95 | $26.88 | Take Profit | $8,899.75 | 49.72% | |
| 2022-06-24 | $5.69 | $8.49 | Take Profit | $2,769.20 | 49.12% | |
| 2022-06-17 | $19.21 | $0.05 | Early Exit | $-19,183.10 | -99.74% | |
| 2022-07-01 | $22.66 | $19.65 | Early Exit | $-3,035.20 | -13.28% | |
| 2022-09-30 | $54.45 | $27.27 | Take Profit | $27,148.55 | 49.91% |