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 9 days. With a solid 60.01% win rate (905 winners and 603 losers), the strategy proved reliable. This translated to $680,428.24 in total profits. On average, each position made $451.21. When annualized, that's a 40.8% return (CAGR), which suggests strong growth potential if maintained over time. The account experienced a 12.6% drawdown at its lowest point, which is moderate but manageable. With a Sharpe ratio of 9.69, 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 |
|---|---|---|---|---|---|---|
| 2019-12-10 | $1.51 | $0.00 | Expiration | $1,499.30 | 100.00% | |
| 2019-12-17 | $0.78 | $0.13 | Take Profit | $640.26 | 83.60% | |
| 2019-12-11 | $0.54 | $0.00 | Expiration | $523.00 | 100.00% | |
| 2019-12-12 | $0.87 | $0.00 | Expiration | $859.80 | 100.00% | |
| 2019-12-18 | $1.05 | $0.15 | Take Profit | $878.40 | 85.22% | |
| 2019-12-19 | $0.62 | $0.11 | Take Profit | $498.42 | 81.98% | |
| 2019-12-13 | $0.64 | $0.00 | Expiration | $624.20 | 100.00% | |
| 2019-12-16 | $0.56 | $0.00 | Expiration | $543.10 | 100.00% | |
| 2019-12-26 | $0.72 | $0.95 | Stop Loss | $-243.15 | -31.94% | |
| 2019-12-20 | $0.18 | $0.00 | Expiration | $163.20 | 100.00% | |
| 2019-12-31 | $0.23 | $0.34 | Stop Loss | $-121.05 | -46.53% | |
| 2020-01-02 | $0.29 | $0.41 | Stop Loss | $-134.38 | -42.51% | |
| 2019-12-23 | $0.62 | $0.00 | Expiration | $603.20 | 100.00% | |
| 2019-12-24 | $0.44 | $0.00 | Expiration | $429.90 | 100.00% | |
| 2019-12-30 | $0.72 | $0.12 | Take Profit | $581.04 | 83.01% | |
| 2019-12-27 | $0.28 | $0.00 | Expiration | $266.20 | 100.00% | |
| 2020-01-03 | $0.68 | $0.12 | Take Profit | $548.37 | 82.64% | |
| 2020-01-06 | $0.51 | $0.00 | Expiration | $497.00 | 100.00% | |
| 2020-01-07 | $0.78 | $0.00 | Expiration | $767.70 | 100.00% | |
| 2020-01-08 | $0.47 | $0.00 | Expiration | $458.60 | 100.00% | |
| 2020-01-09 | $0.29 | $0.00 | Expiration | $276.40 | 100.00% | |
| 2020-01-10 | $0.52 | $0.00 | Expiration | $510.60 | 100.00% | |
| 2020-01-15 | $0.21 | $0.32 | Stop Loss | $-116.53 | -48.35% | |
| 2020-01-16 | $0.60 | $0.79 | Stop Loss | $-211.85 | -33.40% | |
| 2020-01-21 | $0.36 | $0.50 | Stop Loss | $-153.98 | -38.74% | |
| 2020-01-22 | $0.43 | $0.59 | Stop Loss | $-171.45 | -36.53% | |
| 2020-01-23 | $0.50 | $0.67 | Stop Loss | $-187.43 | -35.05% | |
| 2020-01-13 | $0.32 | $0.00 | Expiration | $311.50 | 100.00% | |
| 2020-01-14 | $0.37 | $0.00 | Expiration | $354.20 | 100.00% | |
| 2020-01-24 | $0.44 | $0.60 | Stop Loss | $-172.03 | -36.47% | |
| 2020-01-28 | $0.59 | $0.79 | Stop Loss | $-210.75 | -33.46% | |
| 2020-01-29 | $2.86 | $3.63 | Stop Loss | $-779.08 | -26.75% | |
| 2020-01-30 | $0.51 | $0.69 | Stop Loss | $-191.73 | -34.71% | |
| 2020-01-27 | $0.47 | $0.00 | Expiration | $455.30 | 100.00% | |
| 2020-02-05 | $0.68 | $0.12 | Take Profit | $546.75 | 82.62% | |
| 2020-01-31 | $1.05 | $0.00 | Expiration | $1,039.60 | 100.00% | |
| 2020-02-03 | $0.87 | $0.00 | Expiration | $857.60 | 100.00% | |
| 2020-02-04 | $0.71 | $0.00 | Expiration | $692.20 | 100.00% | |
| 2020-02-06 | $0.64 | $0.00 | Expiration | $624.80 | 100.00% | |
| 2020-02-07 | $0.45 | $0.00 | Expiration | $439.20 | 100.00% | |
| 2020-02-19 | $0.75 | $0.99 | Stop Loss | $-251.23 | -31.64% | |
| 2020-02-10 | $0.53 | $0.10 | Take Profit | $418.41 | 80.65% | |
| 2020-02-14 | $0.90 | $1.17 | Stop Loss | $-287.63 | -30.56% | |
| 2020-02-18 | $0.40 | $0.55 | Stop Loss | $-162.13 | -37.61% | |
| 2020-02-20 | $0.65 | $0.87 | Stop Loss | $-226.68 | -32.64% | |
| 2020-02-11 | $0.34 | $0.00 | Expiration | $327.30 | 100.00% | |
| 2020-02-12 | $0.93 | $8.33 | Expiration | $-7,417.20 | -799.76% | |
| 2020-02-13 | $0.25 | $0.36 | Stop Loss | $-125.80 | -44.90% | |
| 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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