Iron Condor
Iron Condor • Jan 1, 2019 - Dec 31, 2025
Backtest Performance
Backtest Metrics
Backtest Summary
This backtest shows a Iron Condor strategy on SPX from Jan 1, 2019 - Dec 31, 2025, placing 349 trades that stayed open for an average of 6 days. With a solid 53.01% win rate (185 winners and 164 losers), the strategy proved reliable. This translated to $2,297,757.97 in total profits. On average, each position made $6,583.83. When annualized, that's a 86.2% return (CAGR), which suggests strong growth potential if maintained over time. The journey was quite volatile though - at its worst, the account was down 51.0%, which would require strong conviction to ride out. The Sharpe ratio of 0.72 shows modest risk-adjusted performance. 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 |
|---|---|---|---|---|---|---|
| 2019-01-04 | $18.84 | $64.67 | Expiration | $45,775.50 | 243.21% | |
| 2019-01-11 | $13.24 | $40.00 | Expiration | $26,704.60 | 202.04% | |
| 2019-01-18 | $7.12 | $0.00 | Expiration | $-7,169.10 | -100.00% | |
| 2019-01-25 | $12.38 | $34.38 | Expiration | $21,943.80 | 177.61% | |
| 2019-02-01 | $6.07 | $0.00 | Expiration | $-6,119.80 | -100.00% | |
| 2019-02-08 | $10.12 | $35.00 | Expiration | $24,832.10 | 245.99% | |
| 2019-02-15 | $8.15 | $13.71 | Expiration | $5,505.60 | 68.17% | |
| 2019-02-22 | $10.16 | $0.00 | Expiration | $-10,208.20 | -100.00% | |
| 2019-03-01 | $10.36 | $21.78 | Expiration | $11,372.70 | 110.33% | |
| 2019-03-08 | $7.35 | $20.00 | Expiration | $12,602.90 | 172.29% | |
| 2019-03-15 | $13.61 | $0.00 | Expiration | $-13,665.80 | -100.00% | |
| 2019-03-22 | $16.83 | $5.81 | Expiration | $-11,073.20 | -65.48% | |
| 2019-03-29 | $3.99 | $30.00 | Expiration | $25,955.60 | 651.43% | |
| 2019-04-05 | $9.21 | $0.00 | Expiration | $-9,263.20 | -100.00% | |
| 2019-04-12 | $8.43 | $0.00 | Expiration | $-8,477.30 | -100.00% | |
| 2019-04-26 | $11.66 | $7.51 | Expiration | $-4,204.30 | -35.60% | |
| 2019-05-03 | $6.45 | $12.78 | Take Profit | $6,282.21 | 98.22% | |
| 2019-05-10 | $15.45 | $0.00 | Expiration | $-15,506.30 | -100.00% | |
| 2019-05-17 | $17.72 | $0.00 | Expiration | $-17,772.10 | -100.00% | |
| 2019-05-24 | $10.81 | $28.01 | Expiration | $17,144.70 | 159.03% | |
| 2019-05-31 | $23.27 | $70.00 | Expiration | $46,676.60 | 200.80% | |
| 2019-06-07 | $8.99 | $16.04 | Expiration | $6,998.50 | 78.43% | |
| 2019-06-14 | $3.28 | $5.00 | Expiration | $-1,776.80 | -52.66% | |
| 2019-06-21 | $13.10 | $0.00 | Expiration | $-13,150.30 | -100.00% | |
| 2019-06-28 | $17.36 | $50.00 | Expiration | $32,584.60 | 187.96% | |
| 2019-07-05 | $11.33 | $21.07 | Expiration | $9,690.60 | 86.01% | |
| 2019-07-12 | $8.52 | $0.00 | Expiration | $-8,573.40 | -100.00% | |
| 2019-07-19 | $9.89 | $35.00 | Expiration | $25,061.00 | 254.00% | |
| 2019-07-26 | $13.32 | $30.00 | Expiration | $16,627.40 | 125.22% | |
| 2019-08-02 | $16.26 | $3.71 | Expiration | $-12,604.80 | -77.19% | |
| 2019-08-09 | $15.94 | $1.32 | Expiration | $-14,673.60 | -91.72% | |
| 2019-08-16 | $21.05 | $0.00 | Expiration | $-21,097.60 | -100.00% | |
| 2019-08-23 | $1.50 | $2.94 | Take Profit | $1,385.38 | 95.67% | |
| 2019-08-30 | $14.44 | $40.00 | Expiration | $25,512.80 | 177.10% | |
| 2019-09-06 | $9.77 | $28.28 | Expiration | $18,461.60 | 189.56% | |
| 2019-09-13 | $9.83 | $0.00 | Expiration | $-9,883.70 | -100.00% | |
| 2019-09-20 | $13.07 | $0.00 | Expiration | $-13,125.70 | -100.00% | |
| 2019-09-27 | $18.97 | $0.00 | Expiration | $-19,022.20 | -100.00% | |
| 2019-10-04 | $19.00 | $30.58 | Expiration | $11,530.90 | 60.97% | |
| 2019-10-11 | $14.17 | $11.08 | Expiration | $-3,139.60 | -21.79% | |
| 2019-10-18 | $9.08 | $11.37 | Expiration | $2,239.30 | 25.24% | |
| 2019-10-25 | $8.92 | $6.64 | Expiration | $-2,332.00 | -25.56% | |
| 2019-11-01 | $6.21 | $20.00 | Expiration | $13,735.60 | 221.94% | |
| 2019-11-08 | $9.20 | $3.97 | Expiration | $-5,282.70 | -56.85% | |
| 2019-11-15 | $7.94 | $0.00 | Expiration | $-7,987.30 | -100.00% | |
| 2019-11-22 | $9.59 | $30.00 | Expiration | $20,359.20 | 212.87% | |
| 2019-11-29 | $11.10 | $0.00 | Expiration | $-11,155.90 | -100.00% | |
| 2019-12-06 | $10.93 | $19.17 | Expiration | $8,190.80 | 75.43% | |
| 2019-12-13 | $7.17 | $25.05 | Expiration | $17,829.30 | 249.44% | |
| 2019-12-20 | $6.65 | $18.34 | Expiration | $11,638.40 | 175.81% |