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 260 trades that stayed open for an average of 62 days. Despite winning only 48.46% of trades (126 vs 134), the winners were big enough to generate $44,215,051.39 in profits. On average, each position made $170,057.89. When annualized, that's a 436.1% return (CAGR), which suggests strong growth potential if maintained over time. The journey was quite volatile though - at its worst, the account was down 278.0%, which would require strong conviction to ride out. The Sharpe ratio of 1.74 suggests the returns were worth the risk. While it made money, there's definitely room to improve the consistency and risk management here.
Let A Bot Trade For You
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 |
|---|---|---|---|---|---|---|
| 2020-12-29 | $2.02 | $4.00 | Take Profit | $48,404.59 | 97.53% | |
| 2021-01-05 | $1.11 | $2.17 | Take Profit | $47,074.50 | 95.49% | |
| 2021-02-23 | $0.93 | $0.41 | Stop Loss | $-52,660.00 | -55.39% | |
| 2020-12-15 | $15.42 | $30.79 | Take Profit | $49,145.60 | 99.68% | |
| 2020-12-22 | $14.77 | $29.48 | Take Profit | $48,517.59 | 99.66% | |
| 2021-03-30 | $1.18 | $2.31 | Take Profit | $111,880.00 | 95.77% | |
| 2021-01-19 | $16.37 | $32.68 | Take Profit | $48,906.00 | 99.69% | |
| 2021-03-23 | $13.66 | $27.27 | Take Profit | $524,851.92 | 99.63% | |
| 2021-01-12 | $22.42 | $44.80 | Take Profit | $49,196.18 | 99.78% | |
| 2021-03-02 | $1.12 | $0.51 | Stop Loss | $-62,255.00 | -54.47% | |
| 2021-02-02 | $14.09 | $28.12 | Take Profit | $49,079.10 | 99.65% | |
| 2021-03-09 | $14.69 | $29.32 | Take Profit | $524,976.47 | 99.66% | |
| 2021-03-16 | $10.88 | $21.71 | Take Profit | $523,581.52 | 99.54% | |
| 2021-02-09 | $18.88 | $37.72 | Take Profit | $525,125.43 | 99.74% | |
| 2021-02-16 | $19.69 | $39.32 | Take Profit | $523,968.81 | 99.75% | |
| 2021-04-20 | $9.24 | $18.42 | Take Profit | $917,380.00 | 99.46% | |
| 2021-05-18 | $11.69 | $23.33 | Take Profit | $1,162,550.00 | 99.57% | |
| 2021-04-13 | $14.02 | $27.99 | Take Profit | $748,084.48 | 99.64% | |
| 2021-06-22 | $12.27 | $24.48 | Take Profit | $1,220,290.00 | 99.59% | |
| 2021-05-25 | $13.74 | $27.43 | Take Profit | $1,367,580.00 | 99.64% | |
| 2021-06-01 | $14.70 | $29.35 | Take Profit | $1,463,600.00 | 99.66% | |
| 2021-06-08 | $12.44 | $24.83 | Take Profit | $1,237,780.00 | 99.60% | |
| 2021-04-27 | $10.18 | $20.32 | Take Profit | $1,011,970.00 | 99.51% | |
| 2021-06-15 | $14.60 | $29.16 | Take Profit | $1,454,160.00 | 99.66% | |
| 2021-01-26 | $2.08 | $0.99 | Stop Loss | $-26,440.80 | -52.41% | |
| 2021-09-07 | $1.14 | $0.52 | Stop Loss | $-63,490.00 | -54.37% | |
| 2021-08-31 | $2.59 | $1.25 | Stop Loss | $-135,955.00 | -51.93% | |
| 2021-04-06 | $2.16 | $1.03 | Stop Loss | $-114,245.00 | -52.32% | |
| 2021-05-04 | $3.15 | $1.52 | Stop Loss | $-163,665.00 | -51.59% | |
| 2021-10-12 | $1.04 | $2.03 | Take Profit | $97,500.00 | 95.18% | |
| 2021-05-11 | $22.95 | $45.85 | Take Profit | $2,288,750.00 | 99.78% | |
| 2021-06-29 | $14.50 | $28.96 | Take Profit | $1,444,100.00 | 99.66% | |
| 2021-10-05 | $6.76 | $13.47 | Take Profit | $669,460.00 | 99.26% | |
| 2021-07-06 | $13.27 | $26.49 | Take Profit | $1,320,540.00 | 99.62% | |
| 2021-07-20 | $6.06 | $12.06 | Take Profit | $599,250.00 | 99.17% | |
| 2021-09-21 | $7.62 | $15.18 | Take Profit | $755,260.00 | 99.34% | |
| 2021-07-13 | $13.15 | $26.26 | Take Profit | $1,309,080.00 | 99.62% | |
| 2021-10-19 | $4.63 | $9.21 | Take Profit | $456,920.00 | 98.92% | |
| 2021-07-27 | $16.95 | $33.85 | Take Profit | $1,688,800.00 | 99.71% | |
| 2021-08-03 | $15.06 | $30.08 | Take Profit | $1,500,180.00 | 99.67% | |
| 2021-08-10 | $16.48 | $32.90 | Take Profit | $1,641,300.00 | 99.70% | |
| 2021-08-17 | $16.02 | $31.98 | Take Profit | $1,595,400.00 | 99.69% | |
| 2021-09-28 | $20.86 | $41.67 | Take Profit | $2,079,700.00 | 99.76% | |
| 2021-09-14 | $15.13 | $30.20 | Take Profit | $1,506,430.00 | 99.67% | |
| 2021-12-28 | $1.43 | $0.67 | Stop Loss | $-78,045.00 | -53.48% | |
| 2021-11-09 | $1.05 | $0.47 | Stop Loss | $-58,570.00 | -54.78% | |
| 2021-11-16 | $2.39 | $1.15 | Stop Loss | $-125,970.00 | -52.09% | |
| 2021-12-07 | $2.57 | $1.23 | Stop Loss | $-134,705.00 | -51.95% | |
| 2022-01-04 | $6.72 | $3.31 | Stop Loss | $-342,260.00 | -50.74% | |
| 2022-01-11 | $1.05 | $0.47 | Stop Loss | $-58,590.00 | -54.78% |
Share Backtests
Don't keep it to yourself, share it with others and see if they can improve it!