Short Put
Short Put • Dec 10, 2019 - Dec 10, 2025
Backtest Performance
Backtest Metrics
Backtest Summary
This backtest shows a Short Put strategy on SPY from Dec 10, 2019 - Dec 10, 2025, placing 1508 trades that stayed open for an average of 8 days. With a solid 59.02% win rate (890 winners and 618 losers), the strategy proved reliable. This translated to $730,881.14 in total profits. On average, each position made $484.67. When annualized, that's a 42.3% return (CAGR), which suggests strong growth potential if maintained over time. The account experienced a 12.2% drawdown at its lowest point, which is moderate but manageable. With a Sharpe ratio of 8.64, the returns were excellent relative to the risk taken. 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 |
|---|---|---|---|---|---|---|
| 2019-12-10 | $1.12 | $0.00 | Expiration | $1,105.70 | 100.00% | |
| 2019-12-17 | $0.62 | $0.11 | Take Profit | $497.88 | 81.98% | |
| 2019-12-11 | $0.61 | $0.00 | Expiration | $596.80 | 100.00% | |
| 2019-12-12 | $0.94 | $0.00 | Expiration | $925.00 | 100.00% | |
| 2019-12-19 | $1.06 | $0.16 | Take Profit | $887.58 | 85.27% | |
| 2019-12-13 | $0.82 | $0.00 | Expiration | $803.00 | 100.00% | |
| 2019-12-26 | $0.21 | $0.31 | Stop Loss | $-115.65 | -48.74% | |
| 2019-12-16 | $0.58 | $0.00 | Expiration | $571.90 | 100.00% | |
| 2019-12-27 | $0.58 | $0.77 | Stop Loss | $-207.40 | -33.66% | |
| 2019-12-18 | $0.69 | $0.00 | Expiration | $673.60 | 100.00% | |
| 2019-12-20 | $0.63 | $0.00 | Expiration | $619.60 | 100.00% | |
| 2019-12-31 | $0.18 | $0.27 | Stop Loss | $-107.63 | -53.01% | |
| 2020-01-02 | $0.66 | $0.87 | Stop Loss | $-227.35 | -32.61% | |
| 2019-12-23 | $0.62 | $0.00 | Expiration | $603.20 | 100.00% | |
| 2019-12-24 | $0.19 | $0.00 | Expiration | $181.40 | 100.00% | |
| 2019-12-30 | $0.42 | $0.00 | Expiration | $406.50 | 100.00% | |
| 2020-01-06 | $0.79 | $0.13 | Take Profit | $651.51 | 83.70% | |
| 2020-01-03 | $0.26 | $0.00 | Expiration | $251.50 | 100.00% | |
| 2020-01-07 | $0.34 | $0.00 | Expiration | $327.90 | 100.00% | |
| 2020-01-08 | $0.32 | $0.00 | Expiration | $304.80 | 100.00% | |
| 2020-01-16 | $0.15 | $0.23 | Stop Loss | $-99.40 | -59.34% | |
| 2020-01-09 | $0.36 | $0.00 | Expiration | $348.20 | 100.00% | |
| 2020-01-13 | $1.75 | $0.22 | Take Profit | $1,510.92 | 87.14% | |
| 2020-01-22 | $0.17 | $0.26 | Stop Loss | $-104.63 | -55.03% | |
| 2020-01-10 | $0.59 | $0.00 | Expiration | $578.30 | 100.00% | |
| 2020-01-15 | $0.21 | $0.32 | Stop Loss | $-116.53 | -48.35% | |
| 2020-01-21 | $0.40 | $0.55 | Stop Loss | $-163.73 | -37.41% | |
| 2020-01-23 | $0.54 | $0.73 | Stop Loss | $-199.23 | -34.18% | |
| 2020-01-14 | $0.18 | $0.00 | Expiration | $171.20 | 100.00% | |
| 2020-01-24 | $0.83 | $1.09 | Stop Loss | $-271.13 | -31.01% | |
| 2020-01-28 | $0.54 | $0.72 | Stop Loss | $-197.55 | -34.29% | |
| 2020-01-29 | $0.39 | $0.54 | Stop Loss | $-160.65 | -37.80% | |
| 2020-01-30 | $0.67 | $0.89 | Stop Loss | $-230.05 | -32.48% | |
| 2020-01-27 | $0.72 | $0.00 | Expiration | $703.80 | 100.00% | |
| 2020-01-31 | $0.74 | $0.00 | Expiration | $723.80 | 100.00% | |
| 2020-02-03 | $0.50 | $0.00 | Expiration | $482.70 | 100.00% | |
| 2020-02-06 | $0.70 | $0.12 | Take Profit | $563.22 | 82.81% | |
| 2020-02-04 | $0.77 | $0.00 | Expiration | $759.50 | 100.00% | |
| 2020-02-05 | $0.94 | $0.00 | Expiration | $922.40 | 100.00% | |
| 2020-02-07 | $0.34 | $0.00 | Expiration | $331.40 | 100.00% | |
| 2020-02-10 | $0.75 | $0.13 | Take Profit | $612.27 | 83.34% | |
| 2020-02-19 | $0.96 | $1.25 | Stop Loss | $-302.30 | -30.22% | |
| 2020-02-14 | $0.58 | $0.77 | Stop Loss | $-207.95 | -33.62% | |
| 2020-02-18 | $0.46 | $0.63 | Stop Loss | $-179.20 | -35.76% | |
| 2020-02-20 | $0.46 | $0.63 | Stop Loss | $-178.63 | -35.81% | |
| 2020-02-11 | $0.31 | $0.00 | Expiration | $299.10 | 100.00% | |
| 2020-02-12 | $0.68 | $6.33 | Expiration | $-5,661.80 | -829.24% | |
| 2020-02-13 | $0.45 | $0.62 | Stop Loss | $-176.58 | -36.01% | |
| 2020-02-21 | $1.00 | $1.30 | Stop Loss | $-313.35 | -29.99% | |
| 2020-02-24 | $1.03 | $1.34 | Stop Loss | $-320.25 | -29.86% |
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