Credit Put Spread
Credit Put Spread • Jan 10, 2018 - Dec 10, 2025
Backtest Performance
Backtest Metrics
Backtest Summary
This backtest shows a Credit Put Spread strategy on SPX from Jan 10, 2018 - Dec 10, 2025, placing 397 trades that stayed open for an average of 31 days. The results were impressive - winning 80.6% of the time (320 wins vs 77 losses), which shows remarkable consistency. This translated to $3,357,663.60 in total profits. On average, each position made $8,457.59. When annualized, that's a 56.5% return (CAGR), which suggests strong growth potential if maintained over time. The account experienced a 18.1% drawdown at its lowest point, which is moderate but manageable. With a Sharpe ratio of 4.34, the returns were excellent relative to the risk taken. The strategy managed to keep 52.0% 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 |
|---|---|---|---|---|---|---|
| 2018-03-29 | $7.79 | $15.63 | Stop Loss | $-7,864.80 | -100.64% | |
| 2018-03-28 | $13.47 | $6.79 | Take Profit | $6,661.20 | 49.63% | |
| 2018-04-02 | $13.76 | $6.93 | Take Profit | $6,802.20 | 49.64% | |
| 2018-04-03 | $14.06 | $7.08 | Take Profit | $6,951.55 | 49.64% | |
| 2018-04-13 | $15.84 | $7.97 | Take Profit | $7,841.85 | 49.68% | |
| 2018-04-19 | $10.16 | $5.13 | Take Profit | $5,002.75 | 49.51% | |
| 2018-03-27 | $9.64 | $0.00 | Expiration | $9,612.30 | 100.00% | |
| 2018-04-11 | $8.34 | $0.00 | Expiration | $8,309.30 | 100.00% | |
| 2018-04-17 | $9.64 | $0.00 | Expiration | $9,611.40 | 100.00% | |
| 2018-04-18 | $9.12 | $0.00 | Expiration | $9,098.00 | 100.00% | |
| 2018-05-31 | $7.77 | $3.94 | Take Profit | $3,810.80 | 49.36% | |
| 2018-06-01 | $2.94 | $5.93 | Stop Loss | $-3,017.00 | -101.70% | |
| 2018-05-25 | $11.77 | $5.94 | Take Profit | $5,809.50 | 49.58% | |
| 2018-06-05 | $10.03 | $5.06 | Take Profit | $4,936.65 | 49.50% | |
| 2018-06-04 | $7.48 | $3.79 | Take Profit | $3,662.00 | 49.33% | |
| 2018-06-06 | $8.21 | $4.16 | Take Profit | $4,030.30 | 49.39% | |
| 2018-06-07 | $11.23 | $5.66 | Take Profit | $5,538.65 | 49.55% | |
| 2018-06-12 | $5.25 | $10.54 | Stop Loss | $-5,321.20 | -100.95% | |
| 2018-06-13 | $7.45 | $3.77 | Take Profit | $3,647.75 | 49.33% | |
| 2018-05-10 | $11.87 | $0.00 | Expiration | $11,841.00 | 100.00% | |
| 2018-05-11 | $12.41 | $0.00 | Expiration | $12,386.50 | 100.00% | |
| 2018-06-22 | $2.84 | $5.72 | Stop Loss | $-2,912.40 | -101.76% | |
| 2018-06-26 | $14.93 | $7.52 | Take Profit | $7,391.20 | 49.67% | |
| 2018-07-06 | $6.16 | $3.13 | Take Profit | $3,002.50 | 49.19% | |
| 2018-06-11 | $8.51 | $0.00 | Expiration | $8,481.00 | 100.00% | |
| 2018-06-14 | $12.41 | $0.00 | Expiration | $12,384.60 | 100.00% | |
| 2018-06-18 | $7.51 | $0.00 | Expiration | $7,485.00 | 100.00% | |
| 2018-07-27 | $6.70 | $3.40 | Take Profit | $3,275.35 | 49.25% | |
| 2018-07-30 | $6.10 | $12.25 | Stop Loss | $-6,173.70 | -100.82% | |
| 2018-08-01 | $3.44 | $6.93 | Stop Loss | $-3,514.90 | -101.45% | |
| 2018-08-02 | $10.26 | $5.18 | Take Profit | $5,055.35 | 49.51% | |
| 2018-08-03 | $11.94 | $6.02 | Take Profit | $5,895.40 | 49.58% | |
| 2018-07-31 | $12.72 | $6.41 | Take Profit | $6,283.75 | 49.61% | |
| 2018-08-07 | $6.21 | $12.48 | Stop Loss | $-6,289.60 | -100.80% | |
| 2018-06-25 | $9.59 | $0.00 | Expiration | $9,560.70 | 100.00% | |
| 2018-08-08 | $11.03 | $5.57 | Take Profit | $5,440.00 | 49.55% | |
| 2018-08-09 | $12.27 | $6.18 | Take Profit | $6,056.65 | 49.59% | |
| 2018-08-10 | $5.96 | $3.03 | Take Profit | $2,906.05 | 49.16% | |
| 2018-08-15 | $8.02 | $4.06 | Take Profit | $3,932.60 | 49.38% | |
| 2018-08-17 | $3.80 | $7.65 | Stop Loss | $-3,876.80 | -101.32% | |
| 2018-07-09 | $12.19 | $0.00 | Expiration | $12,166.30 | 100.00% | |
| 2018-08-24 | $12.59 | $6.34 | Take Profit | $6,217.10 | 49.60% | |
| 2018-08-20 | $14.31 | $7.21 | Take Profit | $7,079.35 | 49.65% | |
| 2018-08-31 | $13.72 | $6.91 | Take Profit | $6,781.65 | 49.64% | |
| 2018-09-10 | $9.12 | $4.61 | Take Profit | $4,481.65 | 49.45% | |
| 2018-09-11 | $9.49 | $4.80 | Take Profit | $4,670.15 | 49.47% | |
| 2018-08-06 | $10.01 | $0.00 | Expiration | $9,983.90 | 100.00% | |
| 2018-08-14 | $10.16 | $0.00 | Expiration | $10,130.60 | 100.00% | |
| 2018-08-16 | $4.77 | $0.00 | Expiration | $4,743.60 | 100.00% | |
| 2018-09-28 | $4.23 | $8.51 | Stop Loss | $-4,303.80 | -101.18% |