Long Call
Long Call • Dec 10, 2024 - Dec 10, 2025
Backtest Performance
Backtest Metrics
Backtest Summary
This backtest shows a Long Call strategy on SPX from Dec 10, 2024 - Dec 10, 2025, placing 50 trades that stayed open for an average of 3 days. With a solid 52% win rate (26 winners and 24 losers), the strategy proved reliable. This translated to $1,175,778.00 in total profits. On average, each position made $23,515.56. When annualized, that's a 1,178.0% return (CAGR), which suggests strong growth potential if maintained over time. Impressively, the maximum drawdown was only 5.2%, showing excellent risk control. With a Sharpe ratio of 4.56, the returns were excellent relative to the risk taken. Notably, the strategy captured 1,101.4% 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 |
|---|---|---|---|---|---|---|
| 2024-12-13 | $1.26 | $20.73 | Expiration | $19,455.20 | 1,542.89% | |
| 2024-12-20 | $2.77 | $23.00 | Expiration | $20,216.00 | 730.03% | |
| 2024-12-27 | $1.38 | $0.00 | Expiration | $-1,394.10 | -100.00% | |
| 2025-01-03 | $0.98 | $22.53 | Expiration | $21,535.50 | 2,195.47% | |
| 2025-01-10 | $2.62 | $0.00 | Expiration | $-2,633.70 | -100.00% | |
| 2025-01-17 | $0.96 | $0.05 | Expiration | $-919.60 | -94.77% | |
| 2025-01-24 | $1.74 | $0.00 | Expiration | $-1,752.80 | -100.00% | |
| 2025-01-31 | $2.75 | $0.00 | Expiration | $-2,765.10 | -100.00% | |
| 2025-02-07 | $2.19 | $37.33 | Expiration | $35,131.50 | 1,608.08% | |
| 2025-02-14 | $0.70 | $0.05 | Expiration | $-666.20 | -92.89% | |
| 2025-02-21 | $2.20 | $0.00 | Expiration | $-2,213.60 | -100.00% | |
| 2025-02-28 | $3.50 | $0.00 | Expiration | $-3,512.10 | -100.00% | |
| 2025-03-07 | $3.33 | $0.00 | Expiration | $-3,344.20 | -100.00% | |
| 2025-03-14 | $2.47 | $66.25 | Expiration | $63,764.00 | 2,578.93% | |
| 2025-03-21 | $1.56 | $110.88 | Expiration | $109,307.00 | 7,007.69% | |
| 2025-03-28 | $2.66 | $38.60 | Expiration | $35,929.50 | 1,352.49% | |
| 2025-04-04 | $6.40 | $0.00 | Expiration | $-6,417.40 | -100.00% | |
| 2025-04-11 | $4.23 | $60.40 | Expiration | $56,156.30 | 1,327.66% | |
| 2025-04-25 | $2.42 | $8.30 | Expiration | $5,867.60 | 243.06% | |
| 2025-05-02 | $1.86 | $0.00 | Expiration | $-1,869.90 | -100.00% | |
| 2025-05-09 | $2.34 | $161.33 | Expiration | $158,977.70 | 6,796.51% | |
| 2025-05-16 | $1.54 | $0.00 | Expiration | $-1,557.50 | -100.00% | |
| 2025-05-23 | $2.46 | $0.05 | Expiration | $-2,426.90 | -97.97% | |
| 2025-05-30 | $5.84 | $9.60 | Expiration | $3,748.00 | 64.41% | |
| 2025-06-06 | $1.47 | $0.28 | Expiration | $-1,198.20 | -80.89% | |
| 2025-06-13 | $2.99 | $61.65 | Expiration | $58,646.10 | 1,961.25% | |
| 2025-06-20 | $1.85 | $49.89 | Expiration | $48,030.70 | 2,602.16% | |
| 2025-06-27 | $1.64 | $42.35 | Expiration | $40,693.60 | 2,476.97% | |
| 2025-07-11 | $0.79 | $0.00 | Expiration | $-806.60 | -100.00% | |
| 2025-07-18 | $1.04 | $13.05 | Expiration | $11,996.60 | 1,154.33% | |
| 2025-07-25 | $1.66 | $0.00 | Expiration | $-1,676.10 | -100.00% | |
| 2025-08-01 | $2.12 | $77.93 | Expiration | $75,798.60 | 3,578.72% | |
| 2025-08-08 | $2.01 | $0.00 | Expiration | $-2,024.90 | -100.00% | |
| 2025-08-15 | $1.33 | $0.00 | Expiration | $-1,345.90 | -100.00% | |
| 2025-08-22 | $0.70 | $0.00 | Expiration | $-715.90 | -100.00% | |
| 2025-08-29 | $2.52 | $0.05 | Expiration | $-2,480.60 | -98.01% | |
| 2025-09-05 | $1.44 | $9.00 | Expiration | $7,542.40 | 523.01% | |
| 2025-09-12 | $1.97 | $20.80 | Expiration | $18,812.60 | 953.48% | |
| 2025-09-19 | $2.11 | $31.35 | Expiration | $29,225.60 | 1,384.80% | |
| 2025-09-26 | $0.92 | $13.98 | Expiration | $13,048.70 | 1,422.38% | |
| 2025-10-03 | $1.03 | $13.78 | Expiration | $12,738.40 | 1,239.69% | |
| 2025-10-10 | $3.85 | $64.95 | Expiration | $61,082.40 | 1,585.00% | |
| 2025-10-17 | $1.74 | $65.50 | Expiration | $63,742.90 | 3,655.52% | |
| 2025-10-24 | $1.12 | $64.30 | Expiration | $63,169.30 | 5,652.89% | |
| 2025-10-31 | $1.95 | $0.00 | Expiration | $-1,965.10 | -100.00% | |
| 2025-11-07 | $2.27 | $111.05 | Expiration | $108,770.40 | 4,799.41% | |
| 2025-11-14 | $1.91 | $0.00 | Expiration | $-1,925.20 | -100.00% | |
| 2025-11-21 | $3.11 | $84.23 | Expiration | $81,108.10 | 2,609.32% | |
| 2025-11-28 | $2.27 | $0.00 | Expiration | $-2,285.40 | -100.00% | |
| 2025-12-05 | $0.81 | $0.00 | Expiration | $-819.70 | -100.00% |
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