Credit Put Spread
Credit Put Spread • Dec 10, 2024 - Dec 10, 2025
Backtest Performance
Backtest Metrics
Backtest Summary
This backtest shows a Credit Put Spread strategy on SPX from Dec 10, 2024 - Dec 10, 2025, placing 139 trades that stayed open for an average of 2 days. Despite winning only 43.17% of trades (60 vs 79), the winners were big enough to generate $568,988.68 in profits. On average, each position made $4,093.44. When annualized, that's a 569.9% return (CAGR), which suggests strong growth potential if maintained over time. Impressively, the maximum drawdown was only 4.1%, showing excellent risk control. With a Sharpe ratio of 5.53, the returns were excellent relative to the risk taken. Notably, the strategy captured 97.6% of the premium sold, which is excellent. While it made money, there's definitely room to improve the consistency and risk management here.
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Trade Log
| Date | Entry | Exit | Exit Reason | P&L | Return | Action |
|---|---|---|---|---|---|---|
| 2024-12-18 | $49.45 | $40.00 | Expiration | $-950.33 | -19.11% | |
| 2024-12-19 | $45.03 | $135.50 | Expiration | $9,041.74 | 200.91% | |
| 2024-12-20 | $43.02 | $72.52 | Expiration | $2,944.37 | 68.56% | |
| 2024-12-23 | $30.49 | $106.50 | Expiration | $7,595.76 | 249.29% | |
| 2024-12-27 | $40.75 | $40.00 | Expiration | $-80.65 | -1.85% | |
| 2024-12-30 | $41.62 | $40.00 | Expiration | $-167.35 | -3.90% | |
| 2024-12-31 | $45.68 | $0.05 | Expiration | $-4,567.75 | -99.89% | |
| 2025-01-02 | $43.51 | $167.40 | Expiration | $12,383.99 | 284.76% | |
| 2025-01-03 | $35.36 | $59.36 | Expiration | $2,394.66 | 67.87% | |
| 2025-01-06 | $35.37 | $35.00 | Expiration | $-42.09 | -1.04% | |
| 2025-01-07 | $42.46 | $44.10 | Expiration | $158.97 | 3.87% | |
| 2025-01-10 | $42.75 | $40.00 | Expiration | $-280.18 | -6.43% | |
| 2025-01-13 | $35.58 | $35.00 | Expiration | $-63.32 | -1.63% | |
| 2025-01-14 | $41.23 | $274.36 | Expiration | $23,307.95 | 565.46% | |
| 2025-01-15 | $30.50 | $30.00 | Expiration | $-54.92 | -1.63% | |
| 2025-01-17 | $30.70 | $0.05 | Expiration | $-3,070.42 | -99.84% | |
| 2025-01-24 | $30.47 | $30.00 | Expiration | $-52.09 | -1.54% | |
| 2025-01-27 | $41.03 | $143.12 | Expiration | $10,203.86 | 248.82% | |
| 2025-01-28 | $30.52 | $30.00 | Expiration | $-56.87 | -1.69% | |
| 2025-01-29 | $42.03 | $40.00 | Expiration | $-208.61 | -4.84% | |
| 2025-01-30 | $46.44 | $40.00 | Expiration | $-649.29 | -13.87% | |
| 2025-01-31 | $45.61 | $40.00 | Expiration | $-565.97 | -12.30% | |
| 2025-02-03 | $45.21 | $90.32 | Expiration | $4,505.90 | 99.78% | |
| 2025-02-04 | $30.33 | $32.62 | Expiration | $223.67 | 7.55% | |
| 2025-02-05 | $30.39 | $41.58 | Expiration | $1,113.88 | 36.82% | |
| 2025-02-07 | $40.76 | $83.68 | Expiration | $4,286.34 | 105.28% | |
| 2025-02-12 | $30.41 | $131.56 | Expiration | $10,110.01 | 332.65% | |
| 2025-02-20 | $30.46 | $30.00 | Expiration | $-51.63 | -1.52% | |
| 2025-02-25 | $43.58 | $40.00 | Expiration | $-363.20 | -8.21% | |
| 2025-02-26 | $41.69 | $40.00 | Expiration | $-174.36 | -4.06% | |
| 2025-02-27 | $44.70 | $94.16 | Expiration | $4,941.29 | 110.67% | |
| 2025-02-28 | $46.88 | $40.00 | Expiration | $-693.05 | -14.67% | |
| 2025-03-03 | $47.95 | $40.00 | Expiration | $-800.55 | -16.59% | |
| 2025-03-04 | $49.13 | $88.46 | Expiration | $3,927.93 | 80.06% | |
| 2025-03-05 | $46.15 | $40.00 | Expiration | $-619.98 | -13.32% | |
| 2025-03-06 | $52.83 | $78.20 | Expiration | $2,531.38 | 48.01% | |
| 2025-03-07 | $46.75 | $40.00 | Expiration | $-679.88 | -14.43% | |
| 2025-03-10 | $51.32 | $40.00 | Expiration | $-1,137.24 | -22.06% | |
| 2025-03-11 | $49.49 | $40.00 | Expiration | $-953.94 | -19.17% | |
| 2025-03-12 | $44.84 | $40.00 | Expiration | $-489.46 | -10.80% | |
| 2025-03-13 | $45.63 | $240.08 | Expiration | $19,439.38 | 426.10% | |
| 2025-03-14 | $41.40 | $151.90 | Expiration | $11,044.36 | 266.87% | |
| 2025-03-18 | $41.09 | $175.06 | Expiration | $13,391.66 | 326.03% | |
| 2025-03-19 | $43.79 | $40.00 | Expiration | $-384.35 | -8.66% | |
| 2025-03-20 | $41.70 | $40.00 | Expiration | $-175.09 | -4.07% | |
| 2025-03-24 | $30.51 | $30.00 | Expiration | $-56.29 | -1.67% | |
| 2025-03-26 | $41.28 | $40.00 | Expiration | $-133.07 | -3.10% | |
| 2025-03-28 | $42.07 | $98.26 | Expiration | $5,614.12 | 133.58% | |
| 2025-03-31 | $50.04 | $40.00 | Expiration | $-1,008.75 | -20.06% | |
| 2025-04-01 | $41.11 | $106.10 | Expiration | $6,493.66 | 158.08% |
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