Long Straddle
Long Straddle • Dec 10, 2024 - Dec 10, 2025
Backtest Performance
Backtest Metrics
Backtest Summary
This backtest shows a Long Straddle strategy on SPX from Dec 10, 2024 - Dec 10, 2025, placing 184 trades that stayed open for an average of 1 days. The results were impressive - winning 82.07% of the time (151 wins vs 33 losses), which shows remarkable consistency. This translated to $487,631.42 in total profits. On average, each position made $2,650.17. When annualized, that's a 48,970.8% return (CAGR), which suggests strong growth potential if maintained over time. Impressively, the maximum drawdown was only 1.5%, showing excellent risk control. With a Sharpe ratio of 11.94, the returns were excellent relative to the risk taken. Notably, the strategy captured 890.1% 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 | $1.37 | $46.93 | Expiration | $4,554.98 | 3,335.08% | |
| 2024-12-11 | $1.26 | $23.90 | Expiration | $2,262.15 | 1,790.08% | |
| 2024-12-12 | $2.32 | $6.64 | Expiration | $430.97 | 186.66% | |
| 2024-12-13 | $1.93 | $19.84 | Expiration | $1,789.59 | 927.93% | |
| 2024-12-16 | $1.62 | $21.12 | Expiration | $1,948.61 | 1,203.78% | |
| 2024-12-17 | $2.77 | $162.35 | Expiration | $15,956.57 | 5,760.38% | |
| 2024-12-23 | $3.14 | $48.25 | Expiration | $4,509.43 | 1,435.79% | |
| 2024-12-24 | $2.89 | $0.05 | Expiration | $-285.44 | -98.27% | |
| 2024-12-26 | $1.95 | $87.10 | Expiration | $8,513.98 | 4,375.39% | |
| 2024-12-27 | $2.68 | $20.60 | Expiration | $1,790.81 | 669.26% | |
| 2025-01-03 | $2.81 | $22.18 | Expiration | $1,935.70 | 689.60% | |
| 2025-01-06 | $4.18 | $66.40 | Expiration | $6,220.86 | 1,489.51% | |
| 2025-01-07 | $4.16 | $7.05 | Expiration | $287.38 | 69.38% | |
| 2025-01-08 | $3.89 | $0.05 | Expiration | $-385.65 | -98.72% | |
| 2025-01-13 | $3.77 | $0.00 | Expiration | $-378.56 | -100.00% | |
| 2025-01-15 | $4.03 | $5.51 | Expiration | $147.02 | 36.87% | |
| 2025-01-16 | $2.37 | $48.71 | Expiration | $4,632.92 | 1,958.05% | |
| 2025-01-17 | $2.89 | $0.05 | Expiration | $-285.47 | -98.27% | |
| 2025-01-21 | $1.68 | $41.50 | Expiration | $3,980.41 | 2,367.45% | |
| 2025-01-22 | $2.12 | $5.69 | Expiration | $355.36 | 168.09% | |
| 2025-01-23 | $1.03 | $2.85 | Expiration | $180.75 | 177.10% | |
| 2025-01-24 | $3.79 | $85.62 | Expiration | $8,181.99 | 2,161.43% | |
| 2025-01-27 | $4.75 | $61.56 | Expiration | $5,679.74 | 1,196.38% | |
| 2025-01-28 | $2.66 | $24.50 | Expiration | $2,182.48 | 820.64% | |
| 2025-02-04 | $2.74 | $11.31 | Expiration | $855.93 | 313.27% | |
| 2025-02-05 | $2.12 | $15.79 | Expiration | $1,365.25 | 643.58% | |
| 2025-02-06 | $2.24 | $38.39 | Expiration | $3,613.35 | 1,611.93% | |
| 2025-02-07 | $3.67 | $36.84 | Expiration | $3,315.22 | 902.78% | |
| 2025-02-10 | $2.54 | $0.00 | Expiration | $-255.52 | -100.00% | |
| 2025-02-11 | $3.21 | $18.21 | Expiration | $1,498.87 | 467.77% | |
| 2025-02-12 | $3.53 | $60.78 | Expiration | $5,723.59 | 1,621.76% | |
| 2025-02-13 | $1.83 | $0.00 | Expiration | $-184.49 | -100.00% | |
| 2025-02-14 | $1.81 | $0.05 | Expiration | $-177.20 | -97.23% | |
| 2025-02-18 | $1.57 | $19.13 | Expiration | $1,754.57 | 1,118.24% | |
| 2025-02-19 | $2.49 | $20.15 | Expiration | $1,764.66 | 709.43% | |
| 2025-02-20 | $2.55 | $96.12 | Expiration | $9,355.38 | 3,666.16% | |
| 2025-02-21 | $3.82 | $3.55 | Expiration | $-28.04 | -6.98% | |
| 2025-02-24 | $3.86 | $40.77 | Expiration | $3,689.19 | 955.10% | |
| 2025-03-17 | $3.67 | $76.37 | Expiration | $7,268.63 | 1,981.10% | |
| 2025-03-18 | $4.76 | $77.53 | Expiration | $7,275.50 | 1,528.44% | |
| 2025-03-21 | $3.10 | $111.11 | Expiration | $10,799.81 | 3,486.62% | |
| 2025-03-24 | $2.60 | $1.61 | Expiration | $-100.00 | -37.98% | |
| 2025-03-25 | $2.65 | $60.16 | Expiration | $5,749.39 | 2,168.39% | |
| 2025-03-26 | $4.79 | $1.38 | Expiration | $-342.55 | -71.20% | |
| 2025-03-27 | $4.50 | $129.32 | Expiration | $12,480.54 | 2,773.39% | |
| 2025-03-28 | $4.84 | $39.13 | Expiration | $3,427.43 | 708.19% | |
| 2025-04-01 | $3.87 | $43.05 | Expiration | $3,916.90 | 1,013.27% | |
| 2025-04-15 | $4.60 | $142.92 | Expiration | $13,830.68 | 3,007.50% | |
| 2025-04-25 | $4.77 | $8.08 | Expiration | $329.66 | 69.41% | |
| 2025-04-28 | $3.44 | $23.88 | Expiration | $2,042.85 | 594.69% |