Long Call
Long Call • Dec 10, 2024 - Dec 10, 2025
Backtest Performance
Backtest Metrics
Backtest Summary
This backtest shows a Long Call strategy on SPX from Dec 10, 2024 - Dec 10, 2025, placing 98 trades that stayed open for an average of 1 days. With a solid 52.04% win rate (51 winners and 47 losers), the strategy proved reliable. This translated to $1,042,696.80 in total profits. On average, each position made $10,639.76. When annualized, that's a 1,044.6% return (CAGR), which suggests strong growth potential if maintained over time. Impressively, the maximum drawdown was only 8.2%, showing excellent risk control. With a Sharpe ratio of 5.71, the returns were excellent relative to the risk taken. Notably, the strategy captured 376.3% of the premium sold, which is excellent. 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 |
|---|---|---|---|---|---|---|
| 2024-12-11 | $2.93 | $0.00 | Expiration | $-2,947.80 | -100.00% | |
| 2024-12-12 | $2.74 | $0.00 | Expiration | $-2,748.40 | -100.00% | |
| 2024-12-16 | $2.39 | $0.00 | Expiration | $-2,405.70 | -100.00% | |
| 2025-01-22 | $2.91 | $10.69 | Expiration | $7,770.80 | 267.83% | |
| 2025-01-23 | $2.34 | $0.00 | Expiration | $-2,348.00 | -100.00% | |
| 2025-01-24 | $1.74 | $0.00 | Expiration | $-1,752.80 | -100.00% | |
| 2025-02-19 | $2.58 | $0.00 | Expiration | $-2,590.60 | -100.00% | |
| 2025-05-12 | $3.08 | $71.21 | Expiration | $68,119.90 | 2,214.19% | |
| 2025-05-13 | $4.80 | $0.00 | Expiration | $-4,811.00 | -100.00% | |
| 2025-05-14 | $3.38 | $22.50 | Expiration | $19,106.90 | 565.66% | |
| 2025-05-15 | $3.69 | $37.91 | Expiration | $34,207.70 | 927.57% | |
| 2025-05-16 | $3.02 | $3.20 | Expiration | $168.50 | 6.01% | |
| 2025-05-19 | $2.60 | $0.00 | Expiration | $-2,612.80 | -100.00% | |
| 2025-05-20 | $3.04 | $0.00 | Expiration | $-3,053.30 | -100.00% | |
| 2025-05-27 | $3.14 | $0.00 | Expiration | $-3,152.80 | -100.00% | |
| 2025-05-28 | $3.37 | $7.48 | Expiration | $4,099.60 | 122.13% | |
| 2025-05-29 | $3.62 | $0.00 | Expiration | $-3,636.00 | -100.00% | |
| 2025-05-30 | $9.48 | $19.60 | Expiration | $10,109.00 | 106.79% | |
| 2025-06-02 | $3.50 | $40.65 | Expiration | $37,134.50 | 1,060.60% | |
| 2025-06-03 | $3.76 | $9.11 | Expiration | $5,338.20 | 142.36% | |
| 2025-06-04 | $2.46 | $0.00 | Expiration | $-2,473.20 | -100.00% | |
| 2025-06-05 | $3.44 | $50.01 | Expiration | $46,558.10 | 1,354.24% | |
| 2025-06-06 | $3.42 | $5.28 | Expiration | $1,843.50 | 54.23% | |
| 2025-06-09 | $2.94 | $19.83 | Expiration | $16,881.10 | 575.43% | |
| 2025-06-10 | $3.46 | $0.00 | Expiration | $-3,477.20 | -100.00% | |
| 2025-06-11 | $3.10 | $16.21 | Expiration | $13,093.60 | 422.33% | |
| 2025-06-12 | $3.91 | $0.00 | Expiration | $-3,926.90 | -100.00% | |
| 2025-06-16 | $3.67 | $0.00 | Expiration | $-3,687.00 | -100.00% | |
| 2025-06-24 | $2.15 | $0.00 | Expiration | $-2,159.80 | -100.00% | |
| 2025-06-25 | $3.04 | $48.14 | Expiration | $45,089.40 | 1,484.80% | |
| 2025-06-26 | $1.63 | $16.03 | Expiration | $14,389.10 | 884.70% | |
| 2025-06-27 | $3.86 | $47.50 | Expiration | $43,624.10 | 1,129.65% | |
| 2025-06-30 | $4.66 | $0.44 | Expiration | $-4,235.40 | -90.56% | |
| 2025-07-01 | $3.07 | $16.73 | Expiration | $13,643.40 | 444.31% | |
| 2025-07-02 | $3.37 | $62.43 | Expiration | $59,049.50 | 1,753.90% | |
| 2025-07-03 | $1.45 | $0.05 | Expiration | $-1,410.90 | -96.55% | |
| 2025-07-07 | $2.77 | $5.55 | Expiration | $2,771.40 | 100.68% | |
| 2025-07-08 | $2.85 | $33.73 | Expiration | $30,869.20 | 1,084.42% | |
| 2025-07-09 | $2.04 | $25.41 | Expiration | $23,352.40 | 1,142.79% | |
| 2025-07-10 | $2.41 | $0.00 | Expiration | $-2,426.20 | -100.00% | |
| 2025-07-11 | $2.32 | $0.00 | Expiration | $-2,336.10 | -100.00% | |
| 2025-07-14 | $2.31 | $0.00 | Expiration | $-2,322.60 | -100.00% | |
| 2025-07-15 | $2.65 | $10.48 | Expiration | $7,818.30 | 295.67% | |
| 2025-07-16 | $2.82 | $34.41 | Expiration | $31,572.30 | 1,118.18% | |
| 2025-07-17 | $2.20 | $0.00 | Expiration | $-2,212.80 | -100.00% | |
| 2025-07-18 | $3.10 | $17.60 | Expiration | $14,491.60 | 468.59% | |
| 2025-07-21 | $2.04 | $4.43 | Expiration | $2,372.80 | 116.71% | |
| 2025-07-22 | $2.05 | $36.16 | Expiration | $34,099.40 | 1,665.97% | |
| 2025-07-23 | $2.96 | $18.13 | Expiration | $15,153.00 | 511.67% | |
| 2025-07-24 | $1.73 | $23.73 | Expiration | $21,987.30 | 1,271.91% |
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