Credit Put Spread
Credit Put Spread • Jan 2, 2022 - Dec 31, 2025
Backtest Performance
Backtest Metrics
Backtest Summary
This backtest shows a Credit Put Spread strategy on SPX from Jan 2, 2022 - Dec 31, 2025, placing 727 trades that stayed open for an average of 4 days. With a solid 58.18% win rate (423 winners and 304 losers), the strategy proved reliable. This translated to $3,155,659.60 in total profits. On average, each position made $4,340.66. When annualized, that's a 139.2% return (CAGR), which suggests strong growth potential if maintained over time. The journey was quite volatile though - at its worst, the account was down 42.0%, which would require strong conviction to ride out. With a Sharpe ratio of 7.17, 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 |
|---|---|---|---|---|---|---|
| 2022-01-03 | $11.03 | $13.84 | Stop Loss | $-2,834.48 | -25.45% | |
| 2022-01-04 | $7.45 | $9.36 | Stop Loss | $-1,938.65 | -25.67% | |
| 2022-01-05 | $7.23 | $9.08 | Stop Loss | $-1,882.58 | -25.69% | |
| 2022-01-06 | $9.03 | $0.00 | Expiration | $9,002.20 | 100.00% | |
| 2022-01-11 | $10.23 | $12.84 | Stop Loss | $-2,634.25 | -25.49% | |
| 2022-01-12 | $6.47 | $8.14 | Stop Loss | $-1,693.28 | -25.77% | |
| 2022-01-10 | $8.73 | $0.00 | Expiration | $8,708.30 | 100.00% | |
| 2022-01-13 | $8.27 | $10.39 | Stop Loss | $-2,143.20 | -25.60% | |
| 2022-01-20 | $16.23 | $20.34 | Stop Loss | $-4,133.78 | -25.31% | |
| 2022-01-24 | $16.33 | $0.00 | Expiration | $16,303.90 | 100.00% | |
| 2022-01-25 | $12.80 | $0.00 | Expiration | $12,774.50 | 100.00% | |
| 2022-01-26 | $12.27 | $0.00 | Expiration | $12,247.20 | 100.00% | |
| 2022-01-27 | $13.54 | $0.00 | Expiration | $13,513.90 | 100.00% | |
| 2022-02-01 | $17.56 | $22.00 | Stop Loss | $-4,466.05 | -25.28% | |
| 2022-02-02 | $6.72 | $8.46 | Stop Loss | $-1,757.03 | -25.74% | |
| 2022-01-31 | $10.64 | $0.00 | Expiration | $10,613.30 | 100.00% | |
| 2022-02-03 | $10.51 | $0.00 | Expiration | $10,486.70 | 100.00% | |
| 2022-02-09 | $6.15 | $7.74 | Stop Loss | $-1,614.25 | -25.81% | |
| 2022-02-07 | $10.90 | $13.68 | Stop Loss | $-2,801.15 | -25.46% | |
| 2022-02-08 | $9.35 | $11.74 | Stop Loss | $-2,413.55 | -25.53% | |
| 2022-02-10 | $10.34 | $12.97 | Stop Loss | $-2,660.68 | -25.48% | |
| 2022-02-15 | $12.53 | $15.72 | Stop Loss | $-3,209.58 | -25.40% | |
| 2022-02-16 | $11.84 | $14.85 | Stop Loss | $-3,035.03 | -25.42% | |
| 2022-02-14 | $10.68 | $0.00 | Expiration | $10,657.40 | 100.00% | |
| 2022-02-17 | $12.22 | $15.32 | Stop Loss | $-3,130.20 | -25.41% | |
| 2022-02-22 | $12.54 | $15.73 | Stop Loss | $-3,211.15 | -25.40% | |
| 2022-02-28 | $16.43 | $20.59 | Stop Loss | $-4,183.43 | -25.30% | |
| 2022-02-24 | $11.00 | $0.00 | Expiration | $10,978.00 | 100.00% | |
| 2022-03-02 | $13.64 | $17.10 | Stop Loss | $-3,486.65 | -25.37% | |
| 2022-03-01 | $20.34 | $0.00 | Expiration | $20,316.80 | 100.00% | |
| 2022-03-03 | $14.04 | $17.60 | Stop Loss | $-3,585.55 | -25.36% | |
| 2022-03-09 | $12.10 | $15.17 | Stop Loss | $-3,100.20 | -25.41% | |
| 2022-03-07 | $14.91 | $0.00 | Expiration | $14,883.50 | 100.00% | |
| 2022-03-08 | $11.59 | $0.00 | Expiration | $11,564.00 | 100.00% | |
| 2022-03-10 | $11.54 | $14.47 | Stop Loss | $-2,960.05 | -25.43% | |
| 2022-03-14 | $19.15 | $0.00 | Expiration | $19,126.50 | 100.00% | |
| 2022-03-15 | $20.39 | $0.00 | Expiration | $20,364.40 | 100.00% | |
| 2022-03-16 | $13.78 | $0.00 | Expiration | $13,755.70 | 100.00% | |
| 2022-03-17 | $9.61 | $0.00 | Expiration | $9,583.10 | 100.00% | |
| 2022-03-22 | $8.49 | $10.66 | Stop Loss | $-2,198.18 | -25.59% | |
| 2022-03-21 | $12.10 | $0.00 | Expiration | $12,078.00 | 100.00% | |
| 2022-03-23 | $6.17 | $0.00 | Expiration | $6,144.10 | 100.00% | |
| 2022-03-24 | $12.45 | $0.00 | Expiration | $12,425.50 | 100.00% | |
| 2022-03-29 | $9.69 | $12.16 | Stop Loss | $-2,498.70 | -25.52% | |
| 2022-03-30 | $13.48 | $16.90 | Stop Loss | $-3,446.78 | -25.37% | |
| 2022-03-28 | $10.38 | $0.00 | Expiration | $10,350.10 | 100.00% | |
| 2022-04-04 | $13.13 | $16.47 | Stop Loss | $-3,359.13 | -25.38% | |
| 2022-03-31 | $9.15 | $0.00 | Expiration | $9,124.80 | 100.00% | |
| 2022-04-05 | $8.29 | $10.41 | Stop Loss | $-2,147.83 | -25.60% | |
| 2022-04-06 | $12.49 | $15.67 | Stop Loss | $-3,199.18 | -25.40% |