Credit Put Spread
Credit Put Spread • Dec 10, 2020 - Dec 10, 2025
Backtest Performance
Backtest Metrics
Backtest Summary
This backtest shows a Credit Put Spread strategy on SPX from Dec 10, 2020 - Dec 10, 2025, placing 230 trades that stayed open for an average of 33 days. With a solid 64.78% win rate (149 winners and 81 losers), the strategy proved reliable. This translated to $504,023.35 in total profits. On average, each position made $2,191.41. When annualized, that's a 43.3% return (CAGR), which suggests strong growth potential if maintained over time. The journey was quite volatile though - at its worst, the account was down 103.5%, which would require strong conviction to ride out. The Sharpe ratio of 0.14 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 |
|---|---|---|---|---|---|---|
| 2020-12-28 | $0.10 | $0.05 | Stop Loss | $-76.00 | -50.00% | |
| 2020-12-21 | $5.85 | $2.98 | Take Profit | $2,850.20 | 49.15% | |
| 2021-01-25 | $0.10 | $0.05 | Stop Loss | $-76.00 | -50.00% | |
| 2021-01-11 | $16.11 | $8.10 | Take Profit | $7,977.95 | 49.69% | |
| 2021-02-01 | $18.84 | $9.47 | Take Profit | $9,341.50 | 49.73% | |
| 2020-12-14 | $18.99 | $5.24 | Early Exit | $-13,780.50 | -72.42% | |
| 2021-01-04 | $9.24 | $1.37 | Early Exit | $-7,890.20 | -85.15% | |
| 2021-02-08 | $30.44 | $15.27 | Take Profit | $15,145.55 | 49.84% | |
| 2021-02-22 | $51.03 | $25.57 | Take Profit | $25,439.10 | 49.90% | |
| 2021-03-01 | $38.28 | $19.19 | Take Profit | $19,062.70 | 49.87% | |
| 2021-03-08 | $62.96 | $31.53 | Take Profit | $31,405.35 | 49.92% | |
| 2021-03-15 | $5.33 | $2.72 | Take Profit | $2,590.05 | 49.06% | |
| 2021-05-03 | $17.44 | $26.10 | Take Profit | $8,642.20 | 49.71% | |
| 2021-05-10 | $11.59 | $17.34 | Take Profit | $5,720.90 | 49.57% | |
| 2021-04-19 | $15.20 | $7.65 | Take Profit | $7,526.20 | 49.67% | |
| 2021-04-12 | $1.98 | $1.04 | Take Profit | $912.05 | 47.47% | |
| 2021-04-26 | $43.10 | $21.60 | Take Profit | $21,473.95 | 49.88% | |
| 2021-05-24 | $68.21 | $34.15 | Take Profit | $34,027.10 | 49.93% | |
| 2021-06-07 | $39.17 | $19.64 | Take Profit | $19,511.10 | 49.87% | |
| 2021-06-14 | $50.53 | $25.31 | Take Profit | $25,188.75 | 49.90% | |
| 2021-07-19 | $39.06 | $19.58 | Take Profit | $19,452.20 | 49.87% | |
| 2021-05-17 | $6.89 | $0.60 | Early Exit | $-6,313.20 | -91.27% | |
| 2021-06-28 | $15.00 | $7.55 | Take Profit | $7,426.00 | 49.67% | |
| 2021-06-21 | $8.39 | $0.05 | Early Exit | $-8,363.10 | -99.40% | |
| 2021-07-26 | $32.77 | $16.44 | Take Profit | $16,311.30 | 49.85% | |
| 2021-07-12 | $8.35 | $2.91 | Early Exit | $-5,461.60 | -65.10% | |
| 2021-08-30 | $15.15 | $30.35 | Stop Loss | $-15,226.70 | -100.33% | |
| 2021-09-13 | $8.19 | $12.24 | Take Profit | $4,019.30 | 49.39% | |
| 2021-09-27 | $13.28 | $19.87 | Take Profit | $6,563.85 | 49.62% | |
| 2021-08-02 | $22.77 | $16.24 | Early Exit | $-6,554.60 | -28.67% | |
| 2021-08-09 | $45.15 | $37.93 | Early Exit | $7,189.50 | 15.98% | |
| 2021-09-20 | $17.53 | $8.81 | Take Profit | $8,687.80 | 49.71% | |
| 2021-08-23 | $46.86 | $23.48 | Take Profit | $23,351.80 | 49.89% | |
| 2021-08-16 | $9.65 | $4.88 | Take Profit | $4,749.05 | 49.48% | |
| 2021-10-11 | $5.13 | $2.61 | Take Profit | $2,488.80 | 49.03% | |
| 2021-11-15 | $3.42 | $5.08 | Take Profit | $1,633.35 | 48.54% | |
| 2021-10-04 | $35.50 | $0.05 | Early Exit | $-35,473.40 | -99.86% | |
| 2021-10-25 | $11.95 | $6.03 | Take Profit | $5,901.20 | 49.58% | |
| 2021-11-08 | $18.42 | $9.26 | Take Profit | $9,133.95 | 49.73% | |
| 2021-12-20 | $29.87 | $14.98 | Take Profit | $14,857.65 | 49.83% | |
| 2021-11-29 | $32.03 | $16.07 | Take Profit | $15,939.50 | 49.84% | |
| 2021-10-18 | $7.62 | $0.36 | Early Exit | $-7,289.20 | -95.31% | |
| 2021-11-01 | $9.74 | $5.40 | Early Exit | $-4,364.50 | -44.56% | |
| 2022-01-03 | $1.40 | $2.05 | Take Profit | $622.35 | 46.42% | |
| 2021-12-27 | $28.24 | $56.52 | Stop Loss | $-28,311.10 | -100.18% | |
| 2021-11-22 | $6.15 | $12.35 | Stop Loss | $-6,227.00 | -100.81% | |
| 2021-12-06 | $9.46 | $14.14 | Take Profit | $4,653.65 | 49.47% | |
| 2021-12-13 | $25.30 | $50.65 | Stop Loss | $-25,376.60 | -100.20% | |
| 2022-01-10 | $29.77 | $59.60 | Stop Loss | $-29,850.80 | -100.17% | |
| 2022-01-31 | $38.15 | $76.36 | Stop Loss | $-38,229.60 | -100.13% |
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