• Mar 24, 2020 - Dec 10, 2025
Backtest Performance
Backtest Metrics
Backtest Summary
This backtest shows a strategy on SPY from Mar 24, 2020 - Dec 10, 2025, placing 58 trades that stayed open for an average of 179 days. Despite winning only 48.28% of trades (28 vs 30), the winners were big enough to generate $3,674,510.00 in profits. On average, each position made $63,353.62. When annualized, that's a 88.8% return (CAGR), which suggests strong growth potential if maintained over time. The journey was quite volatile though - at its worst, the account was down 56.6%, which would require strong conviction to ride out. The Sharpe ratio of 1.75 suggests the returns were worth the risk. Notably, the strategy captured 480.9% of the premium sold, which is excellent. While it made money, there's definitely room to improve the consistency and risk management here.
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Trade Log
| Date | Entry | Exit | Exit Reason | P&L | Return | Action |
|---|---|---|---|---|---|---|
| 2020-03-26 | $1.85 | $3.76 | Stop Loss | $-1,928.80 | -102.70% | |
| 2020-03-24 | $3.18 | $34.98 | Take Profit | $31,768.00 | 998.43% | |
| 2020-03-27 | $1.48 | $16.19 | Take Profit | $14,684.00 | 996.61% | |
| 2020-03-30 | $3.55 | $38.96 | Take Profit | $35,389.00 | 998.59% | |
| 2020-04-29 | $9.13 | $18.32 | Stop Loss | $-9,209.00 | -100.55% | |
| 2020-05-01 | $3.57 | $7.19 | Stop Loss | $-3,645.00 | -101.40% | |
| 2020-04-08 | $2.75 | $30.21 | Take Profit | $27,430.00 | 998.18% | |
| 2020-05-13 | $10.46 | $20.96 | Stop Loss | $-10,532.20 | -100.48% | |
| 2020-04-07 | $13.13 | $26.32 | Stop Loss | $-13,209.60 | -100.38% | |
| 2020-03-25 | $10.52 | $115.68 | Take Profit | $105,136.00 | 999.52% | |
| 2020-06-03 | $8.42 | $16.90 | Stop Loss | $-8,500.10 | -100.59% | |
| 2020-06-05 | $3.52 | $7.09 | Stop Loss | $-3,593.50 | -101.42% | |
| 2020-06-02 | $9.16 | $18.37 | Stop Loss | $-9,238.20 | -100.55% | |
| 2020-06-11 | $11.03 | $22.11 | Stop Loss | $-11,107.70 | -100.45% | |
| 2020-08-25 | $12.96 | $25.97 | Stop Loss | $-13,035.50 | -100.39% | |
| 2020-09-23 | $15.66 | $31.36 | Stop Loss | $-15,732.00 | -100.32% | |
| 2020-03-31 | $15.99 | $357.45 | Expiration | $341,433.10 | 2,135.33% | |
| 2020-05-27 | $10.37 | $314.01 | Expiration | $303,612.60 | 2,927.65% | |
| 2020-06-12 | $12.16 | $311.01 | Expiration | $298,825.10 | 2,457.88% | |
| 2021-06-18 | $5.83 | $11.71 | Stop Loss | $-5,905.80 | -100.86% | |
| 2021-03-19 | $8.08 | $88.81 | Take Profit | $80,702.00 | 999.38% | |
| 2021-07-07 | $11.69 | $23.42 | Stop Loss | $-11,763.00 | -100.43% | |
| 2021-07-19 | $3.30 | $6.65 | Stop Loss | $-3,376.40 | -101.51% | |
| 2021-06-21 | $9.92 | $19.90 | Stop Loss | $-10,000.30 | -100.50% | |
| 2020-08-12 | $21.26 | $295.62 | Expiration | $274,330.70 | 1,290.28% | |
| 2020-12-04 | $6.23 | $255.21 | Expiration | $248,949.20 | 3,993.31% | |
| 2021-09-17 | $11.98 | $24.01 | Stop Loss | $-12,056.30 | -100.42% | |
| 2021-12-28 | $4.55 | $9.14 | Stop Loss | $-4,622.90 | -101.10% | |
| 2021-12-17 | $12.95 | $25.96 | Stop Loss | $-13,029.40 | -100.39% | |
| 2021-07-01 | $24.90 | $44.87 | Expiration | $-19,995.60 | -80.20% | |
| 2021-07-20 | $14.66 | $14.87 | Expiration | $-240.50 | -1.46% | |
| 2022-07-01 | $11.08 | $22.22 | Stop Loss | $-11,160.20 | -100.45% | |
| 2022-08-03 | $10.21 | $20.48 | Stop Loss | $-10,290.40 | -100.49% | |
| 2021-08-27 | $9.12 | $34.76 | Expiration | $25,609.80 | 280.96% | |
| 2022-08-26 | $2.39 | $26.24 | Take Profit | $23,820.00 | 997.91% | |
| 2022-09-16 | $1.79 | $19.62 | Take Profit | $17,809.00 | 997.20% | |
| 2022-01-05 | $4.72 | $47.62 | Expiration | $42,878.80 | 909.93% | |
| 2022-01-21 | $20.52 | $30.07 | Expiration | $-9,572.20 | -46.51% | |
| 2022-06-30 | $12.12 | $138.24 | Expiration | $126,093.50 | 1,040.55% | |
| 2023-06-16 | $0.59 | $6.44 | Take Profit | $5,822.00 | 991.52% | |
| 2022-09-23 | $14.85 | $174.57 | Expiration | $159,692.10 | 1,075.41% | |
| 2022-09-26 | $18.55 | $189.57 | Expiration | $170,996.90 | 922.10% | |
| 2022-12-30 | $28.30 | $237.33 | Expiration | $209,008.70 | 738.76% | |
| 2023-01-20 | $33.05 | $249.30 | Expiration | $216,221.20 | 654.25% | |
| 2023-06-21 | $24.18 | $313.41 | Expiration | $289,202.50 | 1,196.07% | |
| 2023-09-15 | $33.31 | $372.09 | Expiration | $338,755.10 | 1,017.09% | |
| 2023-09-18 | $17.82 | $207.09 | Expiration | $-189,300.70 | -1,062.43% | |
| 2023-12-15 | $25.47 | $350.22 | Expiration | $324,720.80 | 1,274.86% | |
| 2024-01-19 | $8.02 | $303.78 | Expiration | $295,732.50 | 3,687.07% | |
| 2024-06-21 | $12.73 | $101.13 | Expiration | $88,378.20 | 694.68% |
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