Iron Condor
Iron Condor • Dec 10, 2022 - Dec 31, 2025
Backtest Performance
Backtest Metrics
Backtest Summary
This backtest shows a Iron Condor strategy on SPX from Dec 10, 2022 - Dec 31, 2025, placing 124 trades that stayed open for an average of 38 days. The results were impressive - winning 100% of the time (124 wins vs 0 losses), which shows remarkable consistency. This translated to $19,251,818.75 in total profits. On average, each position made $155,256.60. When annualized, that's a 459.4% return (CAGR), which suggests strong growth potential if maintained over time. The journey was quite volatile though - at its worst, the account was down 32.0%, which would require strong conviction to ride out. With a Sharpe ratio of 66.22, the returns were excellent relative to the risk taken. Notably, the strategy captured 98.9% of the premium sold, which is excellent. 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 |
|---|---|---|---|---|---|---|
| 2022-12-12 | $188.12 | $0.05 | Early Exit | $188,021.90 | 99.97% | |
| 2022-12-19 | $178.45 | $0.05 | Early Exit | $178,346.60 | 99.97% | |
| 2023-01-09 | $170.55 | $0.05 | Early Exit | $170,452.50 | 99.97% | |
| 2023-01-23 | $139.84 | $0.05 | Early Exit | $139,736.00 | 99.96% | |
| 2023-01-30 | $136.22 | $0.05 | Early Exit | $136,121.70 | 99.96% | |
| 2023-02-06 | $159.50 | $0.05 | Early Exit | $159,396.50 | 99.97% | |
| 2023-02-13 | $147.12 | $0.05 | Early Exit | $147,014.80 | 99.97% | |
| 2023-02-27 | $130.10 | $0.05 | Early Exit | $129,994.90 | 99.96% | |
| 2023-03-06 | $135.97 | $0.05 | Early Exit | $135,865.50 | 99.96% | |
| 2023-03-13 | $166.90 | $0.05 | Early Exit | $166,801.10 | 99.97% | |
| 2023-03-20 | $183.56 | $0.05 | Early Exit | $183,459.50 | 99.97% | |
| 2023-03-27 | $158.37 | $0.05 | Early Exit | $158,271.30 | 99.97% | |
| 2023-04-10 | $119.36 | $0.05 | Early Exit | $119,262.40 | 99.96% | |
| 2023-04-17 | $135.10 | $0.05 | Early Exit | $134,995.50 | 99.96% | |
| 2023-04-24 | $136.82 | $0.05 | Early Exit | $136,721.90 | 99.96% | |
| 2023-05-01 | $118.95 | $0.05 | Early Exit | $118,843.60 | 99.96% | |
| 2023-05-08 | $121.44 | $0.05 | Early Exit | $121,341.40 | 99.96% | |
| 2023-05-22 | $119.78 | $0.05 | Early Exit | $119,676.20 | 99.96% | |
| 2023-06-05 | $116.57 | $0.05 | Early Exit | $116,466.50 | 99.96% | |
| 2023-06-12 | $119.88 | $0.05 | Early Exit | $119,780.90 | 99.96% | |
| 2023-06-26 | $109.13 | $0.05 | Early Exit | $109,026.80 | 99.95% | |
| 2023-07-03 | $92.13 | $0.05 | Early Exit | $92,023.40 | 99.95% | |
| 2023-07-10 | $119.98 | $0.05 | Early Exit | $119,875.30 | 99.96% | |
| 2023-07-17 | $118.10 | $0.05 | Early Exit | $118,002.60 | 99.96% | |
| 2023-07-24 | $111.24 | $0.05 | Early Exit | $111,142.80 | 99.96% | |
| 2023-08-07 | $113.94 | $0.05 | Early Exit | $113,840.00 | 99.96% | |
| 2023-08-14 | $140.92 | $0.05 | Early Exit | $140,817.10 | 99.96% | |
| 2023-08-21 | $134.58 | $0.05 | Early Exit | $134,475.50 | 99.96% | |
| 2023-08-28 | $104.14 | $0.05 | Early Exit | $104,033.10 | 99.95% | |
| 2023-09-11 | $125.58 | $0.05 | Early Exit | $125,482.20 | 99.96% | |
| 2023-09-18 | $119.86 | $0.05 | Early Exit | $119,755.80 | 99.96% | |
| 2023-09-25 | $96.20 | $0.05 | Early Exit | $96,095.70 | 99.95% | |
| 2023-10-02 | $118.02 | $0.05 | Early Exit | $117,918.20 | 99.96% | |
| 2023-10-09 | $122.15 | $0.05 | Early Exit | $122,045.00 | 99.96% | |
| 2023-11-13 | $96.34 | $72.30 | Take Profit | $23,982.60 | 24.95% | |
| 2023-10-23 | $131.41 | $0.05 | Early Exit | $131,304.70 | 99.96% | |
| 2023-10-30 | $163.16 | $0.05 | Early Exit | $163,061.30 | 99.97% | |
| 2023-11-06 | $99.15 | $0.05 | Early Exit | $99,051.30 | 99.95% | |
| 2023-11-20 | $114.96 | $0.05 | Early Exit | $114,854.60 | 99.96% | |
| 2023-11-27 | $87.19 | $0.05 | Early Exit | $87,089.40 | 99.94% | |
| 2023-12-04 | $105.05 | $0.05 | Early Exit | $104,951.20 | 99.95% | |
| 2023-12-11 | $80.55 | $0.05 | Early Exit | $80,447.90 | 99.94% | |
| 2023-12-18 | $114.78 | $0.05 | Early Exit | $114,681.60 | 99.96% | |
| 2024-01-08 | $123.40 | $0.05 | Early Exit | $123,299.20 | 99.96% | |
| 2024-01-22 | $112.18 | $0.05 | Early Exit | $112,076.20 | 99.96% | |
| 2024-01-29 | $98.86 | $0.05 | Early Exit | $98,759.20 | 99.95% | |
| 2024-02-05 | $122.84 | $0.05 | Early Exit | $122,738.10 | 99.96% | |
| 2024-02-12 | $116.62 | $0.05 | Early Exit | $116,515.80 | 99.96% | |
| 2024-02-26 | $127.30 | $0.05 | Early Exit | $127,194.00 | 99.96% | |
| 2024-03-04 | $131.43 | $0.05 | Early Exit | $131,332.40 | 99.96% |