Long Call
Long Call • Nov 15, 2010 - Dec 10, 2025
Backtest Performance
Backtest Metrics
Backtest Summary
This backtest shows a Long Call strategy on DIA from Nov 15, 2010 - Dec 10, 2025, placing 43 trades that stayed open for an average of 336 days. The results were impressive - winning 90.7% of the time (39 wins vs 4 losses), which shows remarkable consistency. This translated to $85,887.86 in total profits. On average, each position made $1,997.39. Annualized, that's a 4.2% return (CAGR) - modest but positive. The account experienced a 17.9% drawdown at its lowest point, which is moderate but manageable. With a Sharpe ratio of 2.01, the returns were excellent relative to the risk taken. The strategy managed to keep 63.0% of the premium collected. Bottom line: this strategy looks promising for anyone seeking consistent, well-managed returns.
Automate This Trade With One Click
Stop trading manually... you're losing because of emotions, volatility, and because you can't watch the market 24/7. Use one of our 15+ proven options bots or automate your own options strategy using our super simple (no coding required) tool called The Options Auto Trader.
Trade Log
| Date | Entry | Exit | Exit Reason | P&L | Return | Action |
|---|---|---|---|---|---|---|
| 2011-08-08 | $18.16 | $36.27 | Take Profit | $1,809.12 | 99.72% | |
| 2011-06-06 | $14.70 | $16.31 | Early Exit | $159.51 | 10.99% | |
| 2011-06-13 | $12.37 | $14.84 | Early Exit | $244.96 | 19.96% | |
| 2011-08-22 | $19.07 | $31.97 | Early Exit | $1,288.51 | 67.68% | |
| 2012-06-04 | $18.38 | $36.71 | Take Profit | $1,831.20 | 99.73% | |
| 2012-05-14 | $17.93 | $35.81 | Take Profit | $1,785.84 | 99.72% | |
| 2012-05-21 | $18.14 | $36.23 | Take Profit | $1,807.18 | 99.72% | |
| 2013-08-19 | $11.85 | $23.65 | Take Profit | $1,178.24 | 99.58% | |
| 2013-08-26 | $18.01 | $0.05 | Early Exit | $-1,798.10 | -99.72% | |
| 2014-02-03 | $15.13 | $30.20 | Take Profit | $1,505.60 | 99.67% | |
| 2014-01-27 | $16.38 | $32.71 | Take Profit | $1,631.06 | 99.69% | |
| 2014-08-04 | $11.45 | $19.03 | Early Exit | $755.42 | 66.13% | |
| 2014-10-13 | $15.47 | $26.15 | Early Exit | $1,066.07 | 69.04% | |
| 2014-12-15 | $23.07 | $26.31 | Early Exit | $322.81 | 14.08% | |
| 2015-07-27 | $20.95 | $26.31 | Early Exit | $534.01 | 25.58% | |
| 2015-08-24 | $18.44 | $35.70 | Early Exit | $1,724.47 | 93.64% | |
| 2016-01-25 | $17.21 | $34.38 | Take Profit | $1,714.38 | 99.71% | |
| 2016-01-11 | $23.46 | $46.87 | Take Profit | $2,339.22 | 99.79% | |
| 2016-06-27 | $17.40 | $34.75 | Take Profit | $1,733.16 | 99.71% | |
| 2018-12-24 | $33.25 | $66.45 | Take Profit | $3,318.24 | 99.85% | |
| 2018-02-05 | $37.66 | $48.65 | Early Exit | $1,097.67 | 29.20% | |
| 2019-06-03 | $27.76 | $55.48 | Take Profit | $2,769.27 | 99.82% | |
| 2018-12-17 | $38.69 | $77.33 | Take Profit | $3,862.02 | 99.87% | |
| 2019-05-13 | $25.41 | $50.77 | Take Profit | $2,534.14 | 99.80% | |
| 2020-03-23 | $34.26 | $68.46 | Take Profit | $3,418.74 | 99.85% | |
| 2020-03-16 | $45.79 | $91.53 | Take Profit | $4,571.85 | 99.89% | |
| 2018-10-15 | $32.26 | $33.15 | Early Exit | $86.17 | 2.73% | |
| 2018-10-29 | $33.97 | $44.58 | Early Exit | $1,059.28 | 31.24% | |
| 2019-08-05 | $30.06 | $36.85 | Early Exit | $676.09 | 22.55% | |
| 2020-03-09 | $39.87 | $79.69 | Take Profit | $3,979.94 | 99.87% | |
| 2020-03-02 | $29.20 | $58.34 | Take Profit | $2,912.52 | 99.83% | |
| 2020-02-24 | $33.57 | $67.09 | Take Profit | $3,350.01 | 99.85% | |
| 2021-09-20 | $39.29 | $17.59 | Early Exit | $-2,172.07 | -55.23% | |
| 2022-01-24 | $67.50 | $63.98 | Early Exit | $-354.21 | -5.22% | |
| 2022-06-13 | $57.95 | $97.84 | Early Exit | $3,987.36 | 68.84% | |
| 2022-09-26 | $62.17 | $124.28 | Take Profit | $6,209.65 | 99.92% | |
| 2023-03-13 | $47.20 | $94.35 | Take Profit | $4,713.07 | 99.89% | |
| 2023-10-23 | $47.04 | $94.04 | Take Profit | $4,697.43 | 99.89% | |
| 2023-10-02 | $47.06 | $94.07 | Take Profit | $4,699.20 | 99.89% | |
| 2023-09-25 | $50.53 | $101.01 | Take Profit | $5,045.75 | 99.90% | |
| 2024-04-15 | $54.44 | $90.34 | Early Exit | $3,587.40 | 65.93% | |
| 2025-04-07 | $61.78 | $123.50 | Take Profit | $6,170.67 | 99.92% | |
| 2025-03-10 | $59.68 | $0.05 | Backtest Finished | $-5,964.99 | -99.92% |
Share Backtests
Don't keep it to yourself, share it with others and see if they can improve it!