Iron Condor
Iron Condor • Jan 1, 2010 - Dec 31, 2025
Backtest Performance
Backtest Metrics
Backtest Summary
This backtest shows a Iron Condor strategy on SPY from Jan 1, 2010 - Dec 31, 2025, placing 692 trades that stayed open for an average of 21 days. The results were impressive - winning 95.81% of the time (663 wins vs 29 losses), which shows remarkable consistency. This translated to $3,899,530.70 in total profits. On average, each position made $5,635.16. When annualized, that's a 31.4% return (CAGR), which suggests strong growth potential if maintained over time. Impressively, the maximum drawdown was only 1.9%, showing excellent risk control. With a Sharpe ratio of 11.62, the returns were excellent relative to the risk taken. The strategy managed to keep 74.9% of the premium collected. 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 |
|---|---|---|---|---|---|---|
| 2010-11-15 | $3.38 | $0.05 | Early Exit | $327.51 | 98.52% | |
| 2010-11-22 | $3.35 | $0.05 | Early Exit | $324.50 | 98.51% | |
| 2010-11-29 | $4.48 | $0.05 | Early Exit | $437.99 | 98.88% | |
| 2010-12-06 | $3.20 | $0.05 | Early Exit | $309.62 | 98.44% | |
| 2010-12-13 | $2.38 | $0.05 | Early Exit | $456.24 | 97.90% | |
| 2010-12-20 | $2.43 | $0.05 | Early Exit | $464.96 | 97.94% | |
| 2010-12-27 | $2.54 | $0.05 | Early Exit | $487.34 | 98.03% | |
| 2011-01-03 | $2.19 | $0.05 | Early Exit | $416.92 | 97.71% | |
| 2011-01-10 | $1.57 | $0.05 | Early Exit | $439.86 | 96.81% | |
| 2011-01-24 | $1.86 | $0.05 | Early Exit | $350.94 | 97.31% | |
| 2011-01-31 | $2.33 | $0.05 | Early Exit | $446.44 | 97.86% | |
| 2011-02-07 | $1.48 | $1.74 | Early Exit | $-93.81 | -17.59% | |
| 2011-02-14 | $3.02 | $0.05 | Early Exit | $291.64 | 98.34% | |
| 2011-02-28 | $3.86 | $0.05 | Early Exit | $375.79 | 98.70% | |
| 2011-03-07 | $3.47 | $0.05 | Early Exit | $336.99 | 98.56% | |
| 2011-03-14 | $3.29 | $0.05 | Early Exit | $318.69 | 98.48% | |
| 2011-03-21 | $4.08 | $0.05 | Early Exit | $397.54 | 98.77% | |
| 2011-03-28 | $3.06 | $0.05 | Early Exit | $296.06 | 98.37% | |
| 2011-04-25 | $2.35 | $1.81 | Take Profit | $97.20 | 22.87% | |
| 2011-04-18 | $3.59 | $0.05 | Early Exit | $348.31 | 98.61% | |
| 2011-05-02 | $2.53 | $0.05 | Early Exit | $486.48 | 98.03% | |
| 2011-05-09 | $1.69 | $2.42 | Early Exit | $-234.57 | -43.16% | |
| 2011-05-16 | $4.37 | $0.05 | Early Exit | $426.97 | 98.86% | |
| 2011-05-23 | $3.20 | $0.05 | Early Exit | $309.96 | 98.44% | |
| 2011-06-06 | $2.48 | $2.10 | Early Exit | $64.70 | 15.16% | |
| 2011-06-13 | $4.27 | $0.05 | Early Exit | $416.73 | 98.83% | |
| 2011-06-20 | $3.62 | $0.05 | Early Exit | $351.65 | 98.62% | |
| 2011-06-27 | $2.36 | $0.05 | Early Exit | $452.46 | 97.89% | |
| 2011-07-11 | $1.56 | $1.67 | Early Exit | $-49.86 | -7.34% | |
| 2011-07-18 | $4.56 | $0.05 | Early Exit | $446.20 | 98.90% | |
| 2011-07-25 | $3.96 | $0.05 | Early Exit | $385.59 | 98.74% | |
| 2011-08-01 | $3.73 | $0.05 | Early Exit | $362.31 | 98.66% | |
| 2011-08-29 | $5.42 | $0.05 | Early Exit | $531.49 | 99.08% | |
| 2011-09-12 | $4.43 | $4.33 | Early Exit | $4.87 | 2.27% | |
| 2011-09-26 | $5.71 | $0.05 | Early Exit | $560.41 | 99.12% | |
| 2011-10-10 | $4.00 | $0.05 | Early Exit | $390.19 | 98.75% | |
| 2011-10-24 | $5.35 | $0.05 | Early Exit | $525.24 | 99.07% | |
| 2011-10-31 | $3.38 | $2.89 | Early Exit | $43.64 | 14.46% | |
| 2011-11-07 | $3.88 | $2.99 | Early Exit | $83.95 | 22.98% | |
| 2011-11-14 | $5.24 | $0.05 | Early Exit | $513.46 | 99.05% | |
| 2011-12-12 | $4.37 | $3.33 | Take Profit | $99.04 | 23.86% | |
| 2011-11-28 | $5.18 | $0.05 | Early Exit | $507.65 | 99.03% | |
| 2011-12-05 | $5.21 | $0.05 | Early Exit | $511.23 | 99.04% | |
| 2011-12-19 | $5.10 | $0.05 | Early Exit | $500.14 | 99.02% | |
| 2012-01-09 | $2.17 | $0.05 | Early Exit | $413.90 | 97.70% | |
| 2012-01-23 | $2.50 | $1.93 | Take Profit | $104.82 | 23.00% | |
| 2012-01-30 | $3.01 | $0.05 | Early Exit | $581.68 | 98.34% | |
| 2012-02-06 | $1.82 | $2.24 | Early Exit | $-142.59 | -23.27% | |
| 2012-02-13 | $4.52 | $0.05 | Early Exit | $441.66 | 98.89% | |
| 2012-02-27 | $3.07 | $0.05 | Early Exit | $592.62 | 98.37% |