• Dec 10, 2020 - Dec 10, 2025
Backtest Performance
Backtest Metrics
Backtest Summary
This backtest shows a strategy on SPX from Dec 10, 2020 - Dec 10, 2025, placing 196 trades that stayed open for an average of 35 days. The results were impressive - winning 89.29% of the time (175 wins vs 21 losses), which shows remarkable consistency. This translated to $3,098,757.30 in total profits. On average, each position made $15,809.99. When annualized, that's a 100.0% return (CAGR), which suggests strong growth potential if maintained over time. The journey was quite volatile though - at its worst, the account was down 88.2%, which would require strong conviction to ride out. With a Sharpe ratio of 2.46, the returns were excellent relative to the risk taken. Bottom line: this strategy looks promising for anyone seeking consistent, well-managed returns.
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Trade Log
| Date | Entry | Exit | Exit Reason | P&L | Return | Action |
|---|---|---|---|---|---|---|
| 2020-12-16 | $117.25 | $58.67 | Take Profit | $29,280.18 | 49.96% | |
| 2020-12-23 | $120.73 | $60.42 | Take Profit | $30,151.33 | 49.96% | |
| 2020-12-30 | $100.75 | $50.43 | Take Profit | $25,156.63 | 49.95% | |
| 2021-01-06 | $89.73 | $44.91 | Take Profit | $22,400.00 | 49.94% | |
| 2021-01-27 | $141.13 | $70.61 | Take Profit | $35,250.15 | 49.96% | |
| 2021-01-13 | $123.44 | $61.77 | Take Profit | $30,828.50 | 49.96% | |
| 2021-01-20 | $96.46 | $48.28 | Take Profit | $24,083.48 | 49.95% | |
| 2021-02-10 | $138.50 | $69.30 | Take Profit | $34,592.43 | 49.96% | |
| 2021-03-03 | $120.44 | $60.27 | Take Profit | $30,077.88 | 49.96% | |
| 2021-02-17 | $105.34 | $52.72 | Take Profit | $26,302.78 | 49.95% | |
| 2021-02-24 | $89.31 | $44.70 | Take Profit | $22,295.38 | 49.94% | |
| 2021-03-10 | $87.64 | $43.87 | Take Profit | $21,879.00 | 49.94% | |
| 2021-03-17 | $113.17 | $56.64 | Take Profit | $28,262.08 | 49.96% | |
| 2021-05-12 | $101.16 | $50.63 | Take Profit | $25,259.40 | 49.95% | |
| 2021-04-14 | $102.80 | $51.45 | Take Profit | $25,668.78 | 49.95% | |
| 2021-04-21 | $89.03 | $44.56 | Take Profit | $22,225.45 | 49.94% | |
| 2021-05-05 | $111.61 | $55.85 | Take Profit | $27,869.98 | 49.96% | |
| 2021-04-28 | $125.43 | $62.76 | Take Profit | $31,325.00 | 49.96% | |
| 2021-05-26 | $100.13 | $50.11 | Take Profit | $24,999.88 | 49.95% | |
| 2021-06-02 | $81.45 | $40.78 | Take Profit | $20,331.65 | 49.94% | |
| 2021-06-09 | $96.38 | $48.24 | Take Profit | $24,064.45 | 49.95% | |
| 2021-06-16 | $80.22 | $40.16 | Take Profit | $20,024.38 | 49.94% | |
| 2021-06-23 | $69.57 | $34.84 | Take Profit | $17,361.68 | 49.93% | |
| 2021-06-30 | $106.29 | $53.19 | Take Profit | $26,540.75 | 49.95% | |
| 2021-07-07 | $78.78 | $39.44 | Take Profit | $19,664.40 | 49.94% | |
| 2021-07-21 | $117.59 | $58.85 | Take Profit | $29,366.00 | 49.96% | |
| 2021-07-14 | $87.27 | $43.69 | Take Profit | $21,786.60 | 49.94% | |
| 2021-07-28 | $115.93 | $58.02 | Take Profit | $28,951.73 | 49.96% | |
| 2021-08-11 | $99.13 | $55.09 | Early Exit | $22,017.95 | 44.43% | |
| 2021-08-18 | $123.34 | $61.72 | Take Profit | $30,802.70 | 49.96% | |
| 2021-08-25 | $91.14 | $45.62 | Take Profit | $22,753.48 | 49.95% | |
| 2021-09-08 | $75.11 | $37.61 | Take Profit | $18,746.45 | 49.93% | |
| 2021-09-01 | $83.18 | $41.64 | Take Profit | $20,763.60 | 49.94% | |
| 2021-10-13 | $83.96 | $42.03 | Take Profit | $20,958.40 | 49.94% | |
| 2021-10-20 | $81.33 | $40.72 | Take Profit | $20,301.30 | 49.94% | |
| 2021-10-27 | $96.48 | $48.29 | Take Profit | $24,089.45 | 49.95% | |
| 2021-11-10 | $80.69 | $40.40 | Take Profit | $20,141.75 | 49.94% | |
| 2021-11-03 | $88.65 | $44.38 | Take Profit | $22,131.85 | 49.94% | |
| 2021-11-17 | $96.44 | $48.27 | Take Profit | $24,078.63 | 49.95% | |
| 2021-11-24 | $96.98 | $48.54 | Take Profit | $24,213.40 | 49.95% | |
| 2021-12-08 | $103.38 | $51.74 | Take Profit | $25,814.25 | 49.95% | |
| 2021-12-22 | $130.81 | $230.71 | Early Exit | $-49,954.25 | -76.36% | |
| 2021-12-29 | $97.08 | $349.07 | Early Exit | $-125,999.25 | -259.56% | |
| 2022-01-05 | $92.61 | $244.76 | Early Exit | $-76,082.30 | -164.29% | |
| 2022-01-19 | $143.46 | $71.78 | Take Profit | $35,832.60 | 49.97% | |
| 2022-01-12 | $101.77 | $88.83 | Early Exit | $6,461.80 | 12.71% | |
| 2022-03-02 | $159.97 | $80.03 | Take Profit | $39,960.45 | 49.97% | |
| 2022-03-16 | $163.55 | $81.82 | Take Profit | $40,855.13 | 49.97% | |
| 2022-03-23 | $105.07 | $134.77 | Early Exit | $-14,854.80 | -28.26% | |
| 2022-03-30 | $115.01 | $374.18 | Early Exit | $-129,593.65 | -225.36% |
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