SPX 0 DTE Iron Condor
SPX 0 DTE Iron Condor • Dec 10, 2024 - Dec 10, 2025
Backtest Performance
Backtest Metrics
Backtest Summary
This backtest shows a SPX 0 DTE Iron Condor strategy on SPX from Dec 10, 2024 - Dec 10, 2025, placing 242 trades that stayed open for an average of 1 days. The results were impressive - winning 81.82% of the time (198 wins vs 44 losses), which shows remarkable consistency. This translated to $1,111,705.50 in total profits. On average, each position made $4,593.82. When annualized, that's a 2,532.5% return (CAGR), which suggests strong growth potential if maintained over time. The account experienced a 14.4% drawdown at its lowest point, which is moderate but manageable. With a Sharpe ratio of 17.50, the returns were excellent relative to the risk taken. Notably, the strategy captured 137.3% 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 |
|---|---|---|---|---|---|---|
| 2024-12-10 | $1.15 | $5.00 | Expiration | $3,798.10 | 334.82% | |
| 2024-12-11 | $0.95 | $5.00 | Expiration | $3,995.90 | 425.15% | |
| 2024-12-16 | $1.39 | $5.00 | Expiration | $3,559.00 | 259.97% | |
| 2024-12-17 | $2.36 | $5.00 | Expiration | $2,591.80 | 112.21% | |
| 2024-12-18 | $8.28 | $0.00 | Expiration | $-8,334.50 | -100.00% | |
| 2024-12-19 | $4.18 | $10.00 | Expiration | $5,771.20 | 139.42% | |
| 2024-12-20 | $4.56 | $10.00 | Expiration | $5,391.80 | 119.48% | |
| 2024-12-23 | $2.02 | $5.00 | Expiration | $2,924.20 | 147.06% | |
| 2024-12-24 | $2.28 | $0.05 | Expiration | $-2,279.20 | -97.80% | |
| 2024-12-26 | $1.54 | $5.00 | Expiration | $3,412.90 | 225.71% | |
| 2024-12-27 | $1.86 | $10.00 | Expiration | $8,092.00 | 438.79% | |
| 2024-12-30 | $4.46 | $15.00 | Expiration | $10,486.30 | 236.19% | |
| 2024-12-31 | $5.42 | $0.05 | Expiration | $-5,425.80 | -99.08% | |
| 2025-01-02 | $5.14 | $15.00 | Expiration | $9,803.90 | 191.60% | |
| 2025-01-03 | $2.29 | $5.00 | Expiration | $2,655.60 | 118.11% | |
| 2025-01-06 | $3.57 | $10.00 | Expiration | $6,374.80 | 179.86% | |
| 2025-01-07 | $3.19 | $7.05 | Expiration | $3,807.10 | 120.94% | |
| 2025-01-08 | $3.33 | $0.05 | Expiration | $-3,333.50 | -98.50% | |
| 2025-01-10 | $4.66 | $0.00 | Expiration | $-4,714.90 | -100.00% | |
| 2025-01-13 | $2.92 | $0.00 | Expiration | $-2,968.60 | -100.00% | |
| 2025-01-14 | $3.94 | $10.00 | Expiration | $6,005.90 | 153.67% | |
| 2025-01-15 | $3.64 | $5.51 | Expiration | $1,821.30 | 51.51% | |
| 2025-01-16 | $2.00 | $5.00 | Expiration | $2,946.00 | 149.75% | |
| 2025-01-17 | $2.40 | $0.05 | Expiration | $-2,406.80 | -97.92% | |
| 2025-01-21 | $1.42 | $5.00 | Expiration | $3,529.00 | 252.36% | |
| 2025-01-22 | $1.95 | $5.00 | Expiration | $2,995.20 | 156.04% | |
| 2025-01-24 | $3.02 | $10.00 | Expiration | $6,927.30 | 231.05% | |
| 2025-01-27 | $4.06 | $10.00 | Expiration | $5,884.90 | 146.12% | |
| 2025-01-28 | $1.79 | $5.00 | Expiration | $3,155.60 | 178.96% | |
| 2025-01-29 | $5.46 | $1.35 | Expiration | $-4,165.00 | -75.29% | |
| 2025-01-30 | $4.85 | $0.05 | Expiration | $-4,851.00 | -98.97% | |
| 2025-01-31 | $4.24 | $15.00 | Expiration | $10,710.90 | 254.02% | |
| 2025-02-03 | $4.29 | $10.00 | Expiration | $5,654.60 | 132.92% | |
| 2025-02-04 | $1.81 | $5.00 | Expiration | $3,138.40 | 176.30% | |
| 2025-02-05 | $1.53 | $5.00 | Expiration | $3,422.40 | 227.74% | |
| 2025-02-06 | $1.63 | $5.00 | Expiration | $3,317.80 | 206.71% | |
| 2025-02-07 | $2.91 | $10.00 | Expiration | $7,040.00 | 243.88% | |
| 2025-02-10 | $2.24 | $0.00 | Expiration | $-2,289.90 | -100.00% | |
| 2025-02-11 | $2.71 | $10.00 | Expiration | $7,239.20 | 269.17% | |
| 2025-02-12 | $2.86 | $5.00 | Expiration | $2,090.70 | 74.99% | |
| 2025-02-13 | $1.37 | $0.00 | Expiration | $-1,417.30 | -100.00% | |
| 2025-02-14 | $1.42 | $0.05 | Expiration | $-1,425.60 | -96.49% | |
| 2025-02-18 | $1.29 | $5.00 | Expiration | $3,661.10 | 288.53% | |
| 2025-02-19 | $2.04 | $10.00 | Expiration | $7,911.40 | 391.01% | |
| 2025-02-20 | $1.75 | $5.00 | Expiration | $3,193.50 | 184.98% | |
| 2025-02-21 | $3.00 | $3.55 | Expiration | $496.50 | 18.27% | |
| 2025-02-24 | $3.31 | $10.00 | Expiration | $6,642.50 | 202.53% | |
| 2025-02-25 | $4.64 | $4.95 | Expiration | $262.70 | 6.79% | |
| 2025-02-26 | $4.64 | $15.00 | Expiration | $10,304.70 | 223.05% | |
| 2025-02-27 | $5.10 | $15.00 | Expiration | $9,844.20 | 193.90% |
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