Credit Put Spread
Credit Put Spread • Jan 2, 2022 - Dec 31, 2025
Backtest Performance
Backtest Metrics
Backtest Summary
This backtest shows a Credit Put Spread strategy on SPX from Jan 2, 2022 - Dec 31, 2025, placing 727 trades that stayed open for an average of 5 days. With a solid 63.55% win rate (462 winners and 265 losers), the strategy proved reliable. This translated to $2,780,935.50 in total profits. On average, each position made $3,825.22. When annualized, that's a 131.9% return (CAGR), which suggests strong growth potential if maintained over time. The journey was quite volatile though - at its worst, the account was down 90.9%, which would require strong conviction to ride out. With a Sharpe ratio of 5.84, the returns were excellent relative to the risk taken. 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 |
|---|---|---|---|---|---|---|
| 2022-01-03 | $11.03 | $16.60 | Stop Loss | $-5,592.95 | -50.45% | |
| 2022-01-04 | $7.45 | $11.23 | Stop Loss | $-3,801.30 | -50.67% | |
| 2022-01-05 | $7.23 | $0.00 | Expiration | $7,200.30 | 100.00% | |
| 2022-01-06 | $9.03 | $0.00 | Expiration | $9,002.20 | 100.00% | |
| 2022-01-12 | $6.47 | $9.75 | Stop Loss | $-3,310.55 | -50.77% | |
| 2022-01-10 | $8.73 | $0.00 | Expiration | $8,708.30 | 100.00% | |
| 2022-01-11 | $10.23 | $61.60 | Expiration | $-51,393.00 | -501.97% | |
| 2022-01-13 | $8.27 | $12.45 | Stop Loss | $-4,210.40 | -50.60% | |
| 2022-01-20 | $16.23 | $24.40 | Stop Loss | $-4,914.93 | -50.31% | |
| 2022-01-24 | $16.33 | $0.00 | Expiration | $9,782.34 | 100.00% | |
| 2022-01-25 | $12.80 | $0.00 | Expiration | $10,219.60 | 100.00% | |
| 2022-01-26 | $12.27 | $0.00 | Expiration | $9,797.76 | 100.00% | |
| 2022-01-27 | $13.54 | $0.00 | Expiration | $9,459.73 | 100.00% | |
| 2022-02-01 | $17.56 | $26.39 | Stop Loss | $-7,084.88 | -50.28% | |
| 2022-02-02 | $6.72 | $10.14 | Stop Loss | $-3,438.05 | -50.74% | |
| 2022-01-31 | $10.64 | $0.00 | Expiration | $10,613.30 | 100.00% | |
| 2022-02-03 | $10.51 | $0.00 | Expiration | $10,486.70 | 100.00% | |
| 2022-02-09 | $6.15 | $9.28 | Stop Loss | $-3,152.50 | -50.81% | |
| 2022-02-07 | $10.90 | $16.40 | Stop Loss | $-5,526.30 | -50.46% | |
| 2022-02-08 | $9.35 | $14.08 | Stop Loss | $-4,751.10 | -50.53% | |
| 2022-02-10 | $10.34 | $15.56 | Stop Loss | $-5,245.35 | -50.48% | |
| 2022-02-15 | $12.53 | $18.85 | Stop Loss | $-6,343.15 | -50.40% | |
| 2022-02-16 | $11.84 | $17.80 | Stop Loss | $-5,994.05 | -50.42% | |
| 2022-02-14 | $10.68 | $0.00 | Expiration | $10,657.40 | 100.00% | |
| 2022-02-17 | $12.22 | $49.79 | Expiration | $-37,599.20 | -307.55% | |
| 2022-02-22 | $12.54 | $18.86 | Stop Loss | $-6,346.30 | -50.40% | |
| 2022-02-28 | $16.43 | $24.69 | Stop Loss | $-3,316.34 | -50.30% | |
| 2022-02-24 | $11.00 | $0.00 | Expiration | $6,586.80 | 100.00% | |
| 2022-03-02 | $13.64 | $20.51 | Stop Loss | $-3,448.65 | -50.37% | |
| 2022-03-01 | $20.34 | $0.00 | Expiration | $6,095.04 | 100.00% | |
| 2022-03-03 | $14.04 | $21.11 | Stop Loss | $-3,547.55 | -50.36% | |
| 2022-03-07 | $14.91 | $0.00 | Expiration | $7,441.75 | 100.00% | |
| 2022-03-08 | $11.59 | $0.00 | Expiration | $6,938.40 | 100.00% | |
| 2022-03-09 | $12.10 | $18.20 | Stop Loss | $-3,674.64 | -50.41% | |
| 2022-03-10 | $11.54 | $17.35 | Stop Loss | $-3,506.46 | -50.43% | |
| 2022-03-14 | $19.15 | $0.00 | Expiration | $7,650.60 | 100.00% | |
| 2022-03-15 | $20.39 | $0.00 | Expiration | $8,145.76 | 100.00% | |
| 2022-03-16 | $13.78 | $0.00 | Expiration | $8,253.42 | 100.00% | |
| 2022-03-17 | $9.61 | $0.00 | Expiration | $8,624.79 | 100.00% | |
| 2022-03-22 | $8.49 | $12.78 | Stop Loss | $-4,320.35 | -50.59% | |
| 2022-03-21 | $12.10 | $0.00 | Expiration | $12,078.00 | 100.00% | |
| 2022-03-23 | $6.17 | $0.00 | Expiration | $6,144.10 | 100.00% | |
| 2022-03-24 | $12.45 | $0.00 | Expiration | $12,425.50 | 100.00% | |
| 2022-03-29 | $9.69 | $14.59 | Stop Loss | $-4,921.40 | -50.52% | |
| 2022-03-30 | $13.48 | $20.27 | Stop Loss | $-6,817.55 | -50.37% | |
| 2022-03-28 | $10.38 | $0.00 | Expiration | $10,350.10 | 100.00% | |
| 2022-04-04 | $13.13 | $19.75 | Stop Loss | $-6,642.25 | -50.38% | |
| 2022-03-31 | $9.15 | $0.00 | Expiration | $9,124.80 | 100.00% | |
| 2022-04-05 | $8.29 | $12.48 | Stop Loss | $-4,219.65 | -50.60% | |
| 2022-04-06 | $12.49 | $18.79 | Stop Loss | $-6,322.35 | -50.40% |