Iron Condor
Iron Condor • Dec 10, 2019 - Dec 10, 2025
Backtest Performance
Backtest Metrics
Backtest Summary
This backtest shows a Iron Condor strategy on SPY from Dec 10, 2019 - Dec 10, 2025, placing 1259 trades that stayed open for an average of 3 days. The results were impressive - winning 85.39% of the time (1075 wins vs 184 losses), which shows remarkable consistency. This translated to $1,948,384.05 in total profits. On average, each position made $1,547.56. When annualized, that's a 39.9% return (CAGR), which suggests strong growth potential if maintained over time. The account experienced a 11.0% drawdown at its lowest point, which is moderate but manageable. With a Sharpe ratio of 21.37, 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 |
|---|---|---|---|---|---|---|
| 2019-12-12 | $0.33 | $0.05 | Days In Trade | $517.80 | 85.07% | |
| 2020-01-24 | $0.29 | $0.05 | Days In Trade | $434.20 | 82.94% | |
| 2020-01-27 | $0.67 | $0.89 | Stop Loss | $-487.20 | -32.46% | |
| 2020-01-28 | $0.23 | $0.05 | Days In Trade | $314.40 | 78.56% | |
| 2020-01-30 | $0.56 | $0.76 | Stop Loss | $-434.35 | -33.85% | |
| 2020-01-29 | $0.32 | $0.05 | Days In Trade | $484.60 | 84.29% | |
| 2020-01-31 | $1.36 | $0.05 | Days In Trade | $2,574.00 | 96.33% | |
| 2020-02-03 | $0.50 | $0.05 | Days In Trade | $840.40 | 89.92% | |
| 2020-02-04 | $0.43 | $0.05 | Days In Trade | $706.00 | 88.34% | |
| 2020-02-05 | $0.19 | $0.05 | Days In Trade | $229.00 | 73.75% | |
| 2020-02-07 | $0.25 | $0.05 | Days In Trade | $347.40 | 79.98% | |
| 2020-02-21 | $0.43 | $0.05 | Days In Trade | $716.40 | 88.48% | |
| 2020-02-24 | $2.49 | $0.05 | Days In Trade | $4,820.00 | 97.99% | |
| 2020-02-26 | $3.64 | $4.60 | Stop Loss | $-1,972.75 | -26.37% | |
| 2020-02-25 | $3.22 | $0.05 | Days In Trade | $6,294.80 | 98.45% | |
| 2020-02-27 | $7.28 | $9.15 | Stop Loss | $-3,792.25 | -25.69% | |
| 2020-02-28 | $12.17 | $13.49 | Days In Trade | $-2,705.40 | -10.91% | |
| 2020-03-02 | $4.99 | $3.66 | Days In Trade | $2,623.80 | 26.80% | |
| 2020-03-04 | $3.70 | $4.68 | Stop Loss | $-2,002.80 | -26.35% | |
| 2020-03-03 | $7.07 | $4.54 | Days In Trade | $4,996.80 | 35.73% | |
| 2020-03-05 | $8.75 | $11.02 | Days In Trade | $-4,607.00 | -26.04% | |
| 2020-03-06 | $7.75 | $8.99 | Days In Trade | $-2,542.20 | -16.07% | |
| 2020-03-09 | $10.37 | $16.30 | Days In Trade | $-11,898.00 | -57.10% | |
| 2020-03-10 | $9.73 | $12.21 | Stop Loss | $-5,015.90 | -25.51% | |
| 2020-03-11 | $12.35 | $15.48 | Stop Loss | $-6,325.20 | -25.40% | |
| 2020-03-12 | $20.38 | $15.27 | Days In Trade | $10,153.00 | 25.04% | |
| 2020-03-13 | $13.86 | $15.42 | Days In Trade | $-3,188.00 | -11.32% | |
| 2020-03-16 | $18.49 | $10.77 | Days In Trade | $15,396.20 | 41.78% | |
| 2020-03-17 | $14.17 | $10.46 | Days In Trade | $7,374.60 | 26.20% | |
| 2020-03-18 | $17.61 | $7.65 | Days In Trade | $19,874.60 | 56.58% | |
| 2020-03-19 | $16.66 | $14.03 | Days In Trade | $5,214.40 | 15.80% | |
| 2020-03-20 | $14.02 | $10.79 | Days In Trade | $6,405.00 | 23.04% | |
| 2020-03-23 | $12.82 | $16.08 | Stop Loss | $-6,563.45 | -25.39% | |
| 2020-03-24 | $12.37 | $15.51 | Stop Loss | $-6,335.20 | -25.40% | |
| 2020-03-25 | $12.92 | $8.25 | Days In Trade | $9,288.20 | 36.14% | |
| 2020-03-26 | $13.93 | $8.78 | Days In Trade | $10,237.20 | 36.94% | |
| 2020-03-27 | $11.74 | $9.08 | Days In Trade | $5,258.20 | 22.62% | |
| 2020-03-30 | $8.46 | $3.80 | Days In Trade | $9,261.60 | 55.05% | |
| 2020-03-31 | $8.83 | $4.65 | Days In Trade | $8,295.80 | 47.29% | |
| 2020-04-01 | $8.99 | $0.05 | Days In Trade | $17,826.80 | 99.44% | |
| 2020-04-02 | $7.36 | $0.05 | Days In Trade | $14,562.60 | 99.32% | |
| 2020-04-03 | $5.65 | $0.05 | Days In Trade | $11,157.60 | 99.12% | |
| 2020-04-06 | $4.42 | $5.58 | Stop Loss | $-2,362.20 | -26.13% | |
| 2020-04-08 | $5.11 | $6.44 | Stop Loss | $-2,707.35 | -25.98% | |
| 2020-04-07 | $4.27 | $0.05 | Days In Trade | $8,380.80 | 98.83% | |
| 2020-04-09 | $5.67 | $2.72 | Days In Trade | $5,847.80 | 52.01% | |
| 2020-04-13 | $4.25 | $5.36 | Stop Loss | $-2,277.00 | -26.18% | |
| 2020-04-14 | $2.98 | $0.05 | Days In Trade | $5,805.40 | 98.32% | |
| 2020-04-16 | $5.44 | $6.85 | Stop Loss | $-2,871.80 | -25.92% | |
| 2020-04-15 | $4.45 | $2.82 | Days In Trade | $3,209.40 | 36.66% |