Long Call
Long Call • Dec 10, 2023 - Dec 10, 2025
Backtest Performance
Backtest Metrics
Backtest Summary
This backtest shows a Long Call strategy on SPX from Dec 10, 2023 - Dec 10, 2025, placing 502 trades that stayed open for an average of 1 days. With a solid 56.57% win rate (284 winners and 218 losers), the strategy proved reliable. This translated to $746,605.82 in total profits. On average, each position made $1,487.26. When annualized, that's a 190.8% return (CAGR), which suggests strong growth potential if maintained over time. Impressively, the maximum drawdown was only 4.1%, showing excellent risk control. With a Sharpe ratio of 6.99, the returns were excellent relative to the risk taken. Notably, the strategy captured 102.6% of the premium sold, which is excellent. 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 |
|---|---|---|---|---|---|---|
| 2023-12-11 | $8.96 | $30.12 | Expiration | $2,114.94 | 236.25% | |
| 2023-12-12 | $5.88 | $65.21 | Expiration | $5,931.22 | 1,008.11% | |
| 2023-12-13 | $10.63 | $24.48 | Expiration | $1,383.94 | 130.34% | |
| 2023-12-14 | $10.59 | $6.11 | Expiration | $-448.85 | -42.28% | |
| 2023-12-15 | $11.27 | $43.69 | Expiration | $3,240.62 | 287.64% | |
| 2023-12-18 | $9.21 | $27.21 | Expiration | $1,798.87 | 195.49% | |
| 2023-12-19 | $7.56 | $0.00 | Expiration | $-757.34 | -100.00% | |
| 2023-12-20 | $12.31 | $36.09 | Expiration | $2,376.69 | 193.17% | |
| 2023-12-21 | $12.34 | $23.74 | Expiration | $1,138.34 | 92.33% | |
| 2023-12-22 | $14.01 | $0.05 | Expiration | $-1,397.78 | -99.64% | |
| 2023-12-26 | $4.14 | $0.00 | Expiration | $-415.02 | -100.00% | |
| 2023-12-27 | $8.36 | $25.08 | Expiration | $1,670.31 | 199.86% | |
| 2023-12-28 | $6.27 | $0.00 | Expiration | $-627.98 | -100.00% | |
| 2023-12-29 | $13.29 | $0.05 | Expiration | $-1,325.71 | -99.62% | |
| 2024-01-02 | $8.84 | $0.00 | Expiration | $-885.04 | -100.00% | |
| 2024-01-03 | $9.73 | $0.27 | Expiration | $-947.00 | -97.22% | |
| 2024-01-04 | $12.01 | $3.88 | Expiration | $-813.97 | -67.68% | |
| 2024-01-05 | $9.84 | $72.20 | Expiration | $6,234.23 | 633.39% | |
| 2024-01-08 | $7.66 | $0.37 | Expiration | $-730.68 | -95.17% | |
| 2024-01-09 | $10.56 | $37.25 | Expiration | $2,667.94 | 252.83% | |
| 2024-01-10 | $12.36 | $10.21 | Expiration | $-216.07 | -17.38% | |
| 2024-01-11 | $10.71 | $16.30 | Expiration | $557.75 | 52.20% | |
| 2024-01-12 | $6.73 | $0.05 | Expiration | $-668.84 | -99.26% | |
| 2024-01-16 | $8.66 | $0.00 | Expiration | $-867.17 | -100.00% | |
| 2024-01-17 | $9.08 | $53.76 | Expiration | $4,466.65 | 492.04% | |
| 2024-01-18 | $9.40 | $66.78 | Expiration | $5,736.71 | 610.43% | |
| 2024-01-19 | $11.90 | $27.51 | Expiration | $1,559.32 | 131.10% | |
| 2024-01-22 | $13.06 | $21.84 | Expiration | $876.88 | 67.25% | |
| 2024-01-23 | $12.90 | $27.59 | Expiration | $1,467.53 | 113.85% | |
| 2024-01-24 | $8.50 | $15.12 | Expiration | $660.66 | 77.87% | |
| 2024-01-25 | $11.91 | $12.27 | Expiration | $34.40 | 3.00% | |
| 2024-01-26 | $8.09 | $40.73 | Expiration | $3,262.98 | 403.64% | |
| 2024-01-29 | $6.17 | $11.01 | Expiration | $482.76 | 78.46% | |
| 2024-01-30 | $11.74 | $0.00 | Expiration | $-1,174.91 | -100.00% | |
| 2024-01-31 | $12.16 | $62.03 | Expiration | $4,985.53 | 410.04% | |
| 2024-02-01 | $8.01 | $70.07 | Expiration | $6,204.42 | 774.48% | |
| 2024-02-02 | $10.33 | $0.00 | Expiration | $-1,034.54 | -100.00% | |
| 2024-02-05 | $15.81 | $13.88 | Expiration | $-194.34 | -12.21% | |
| 2024-02-06 | $4.38 | $56.05 | Expiration | $5,165.93 | 1,180.35% | |
| 2024-02-07 | $6.39 | $6.93 | Expiration | $52.89 | 8.48% | |
| 2024-02-08 | $7.38 | $31.75 | Expiration | $2,435.63 | 330.18% | |
| 2024-02-09 | $12.02 | $15.38 | Expiration | $334.44 | 27.93% | |
| 2024-02-12 | $10.69 | $0.00 | Expiration | $-1,070.16 | -100.00% | |
| 2024-02-13 | $11.46 | $65.95 | Expiration | $5,447.67 | 475.46% | |
| 2024-02-14 | $11.15 | $40.03 | Expiration | $2,886.22 | 258.86% | |
| 2024-02-15 | $5.39 | $0.00 | Expiration | $-539.94 | -100.00% | |
| 2024-02-16 | $13.24 | $0.05 | Expiration | $-1,319.96 | -99.62% | |
| 2024-02-20 | $10.09 | $8.69 | Expiration | $-141.35 | -13.88% | |
| 2024-02-21 | $9.64 | $127.74 | Expiration | $11,808.46 | 1,224.77% | |
| 2024-02-22 | $13.73 | $16.60 | Expiration | $286.11 | 20.94% |
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