Credit Call Spread
Credit Call Spread • Dec 10, 2024 - Dec 10, 2025
Backtest Performance
Backtest Metrics
Backtest Summary
This backtest shows a Credit Call Spread strategy on SPX from Dec 10, 2024 - Dec 10, 2025, placing 233 trades that stayed open for an average of 1 days. The results were impressive - winning 85.41% of the time (199 wins vs 34 losses), which shows remarkable consistency. This translated to $1,253,336.90 in total profits. On average, each position made $5,379.13. When annualized, that's a 1,255.8% return (CAGR), which suggests strong growth potential if maintained over time. The account experienced a 10.6% drawdown at its lowest point, which is moderate but manageable. With a Sharpe ratio of 2.43, the returns were excellent relative to the risk taken. The strategy managed to keep 67.4% of the premium collected. 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 | $5.89 | $10.00 | Expiration | $4,056.00 | 69.72% | |
| 2024-12-11 | $0.05 | $5.00 | Expiration | $4,901.90 | 10,745.99% | |
| 2024-12-13 | $3.26 | $5.00 | Expiration | $1,690.80 | 53.51% | |
| 2024-12-16 | $5.72 | $10.00 | Expiration | $4,227.50 | 74.81% | |
| 2024-12-17 | $7.12 | $10.00 | Expiration | $2,823.60 | 40.36% | |
| 2024-12-18 | $8.99 | $20.00 | Expiration | $10,959.60 | 122.51% | |
| 2024-12-19 | $8.53 | $20.00 | Expiration | $11,417.70 | 134.46% | |
| 2024-12-20 | $11.34 | $20.00 | Expiration | $8,606.30 | 76.34% | |
| 2024-12-23 | $7.38 | $15.00 | Expiration | $7,567.30 | 103.23% | |
| 2024-12-24 | $2.71 | $0.05 | Expiration | $-2,710.90 | -98.15% | |
| 2024-12-26 | $6.25 | $10.00 | Expiration | $3,696.80 | 59.97% | |
| 2024-12-27 | $10.06 | $15.00 | Expiration | $4,887.30 | 49.09% | |
| 2024-12-30 | $12.08 | $20.00 | Expiration | $7,868.20 | 65.57% | |
| 2024-12-31 | $9.96 | $0.05 | Expiration | $-9,963.80 | -99.50% | |
| 2025-01-02 | $10.99 | $20.00 | Expiration | $8,955.30 | 81.94% | |
| 2025-01-03 | $10.46 | $15.00 | Expiration | $4,490.80 | 43.44% | |
| 2025-01-06 | $11.76 | $20.00 | Expiration | $8,190.10 | 70.10% | |
| 2025-01-07 | $12.52 | $4.10 | Expiration | $-8,467.10 | -67.24% | |
| 2025-01-08 | $10.68 | $0.05 | Expiration | $-10,682.70 | -99.53% | |
| 2025-01-10 | $11.54 | $20.00 | Expiration | $8,409.60 | 73.33% | |
| 2025-01-13 | $9.49 | $14.64 | Expiration | $5,102.30 | 54.34% | |
| 2025-01-14 | $11.44 | $20.00 | Expiration | $8,508.20 | 74.83% | |
| 2025-01-15 | $6.87 | $15.00 | Expiration | $8,078.90 | 118.37% | |
| 2025-01-16 | $5.41 | $10.00 | Expiration | $4,539.00 | 84.88% | |
| 2025-01-17 | $5.43 | $0.05 | Expiration | $-5,435.60 | -99.08% | |
| 2025-01-21 | $4.94 | $10.00 | Expiration | $5,008.60 | 102.45% | |
| 2025-01-22 | $4.67 | $10.00 | Expiration | $5,275.50 | 114.02% | |
| 2025-01-23 | $1.58 | $5.00 | Expiration | $3,366.70 | 216.20% | |
| 2025-01-24 | $7.23 | $15.00 | Expiration | $7,716.50 | 107.43% | |
| 2025-01-27 | $12.47 | $20.00 | Expiration | $7,483.00 | 60.45% | |
| 2025-01-28 | $7.81 | $15.00 | Expiration | $7,141.20 | 92.14% | |
| 2025-01-29 | $10.25 | $7.30 | Expiration | $-3,004.00 | -28.79% | |
| 2025-01-30 | $7.35 | $20.00 | Expiration | $12,600.50 | 172.20% | |
| 2025-01-31 | $9.47 | $20.00 | Expiration | $10,481.00 | 111.26% | |
| 2025-02-03 | $8.04 | $20.00 | Expiration | $11,903.50 | 148.62% | |
| 2025-02-04 | $9.01 | $15.00 | Expiration | $5,941.60 | 66.55% | |
| 2025-02-05 | $8.78 | $15.00 | Expiration | $6,163.10 | 70.75% | |
| 2025-02-06 | $4.25 | $10.00 | Expiration | $5,700.20 | 135.42% | |
| 2025-02-07 | $11.93 | $20.00 | Expiration | $8,021.80 | 67.70% | |
| 2025-02-10 | $3.72 | $3.34 | Expiration | $-435.10 | -10.29% | |
| 2025-02-11 | $6.90 | $10.00 | Expiration | $3,052.80 | 45.03% | |
| 2025-02-12 | $7.90 | $15.00 | Expiration | $7,052.80 | 89.99% | |
| 2025-02-13 | $4.95 | $1.32 | Expiration | $-3,682.30 | -73.33% | |
| 2025-02-14 | $6.10 | $0.05 | Expiration | $-6,098.30 | -99.18% | |
| 2025-02-18 | $6.03 | $10.00 | Expiration | $3,914.10 | 65.73% | |
| 2025-02-19 | $10.32 | $15.00 | Expiration | $4,623.40 | 45.28% | |
| 2025-02-20 | $9.53 | $15.00 | Expiration | $5,418.40 | 57.40% | |
| 2025-02-21 | $12.56 | $20.00 | Expiration | $7,391.20 | 59.28% | |
| 2025-02-25 | $10.76 | $0.10 | Expiration | $-10,712.20 | -99.07% | |
| 2025-02-26 | $11.83 | $20.00 | Expiration | $8,120.20 | 69.09% |