Long Call
Long Call • Jan 1, 2020 - Dec 1, 2025
Backtest Performance
Backtest Metrics
Backtest Summary
This backtest shows a Long Call strategy on SPY from Jan 1, 2020 - Dec 1, 2025, placing 205 trades that stayed open for an average of 279 days. The results were impressive - winning 96.1% of the time (197 wins vs 8 losses), which shows remarkable consistency. This translated to $156,520,678.77 in total profits. On average, each position made $763,515.51. When annualized, that's a 338.2% return (CAGR), which suggests strong growth potential if maintained over time. The journey was quite volatile though - at its worst, the account was down 5,572.9%, which would require strong conviction to ride out. With a Sharpe ratio of 11.77, the returns were excellent relative to the risk taken. Notably, the strategy captured 80.8% of the premium sold, which is excellent. 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 |
|---|---|---|---|---|---|---|
| 2020-01-07 | $5.17 | $0.00 | Expiration | $124,269.24 | 100.00% | |
| 2020-01-14 | $1.67 | $0.00 | Expiration | $123,959.50 | 100.00% | |
| 2020-01-21 | $10.85 | $0.00 | Expiration | $124,616.30 | 100.00% | |
| 2020-01-28 | $9.76 | $0.00 | Expiration | $124,824.32 | 100.00% | |
| 2020-02-04 | $13.31 | $0.00 | Expiration | $123,692.79 | 100.00% | |
| 2020-02-11 | $4.44 | $0.00 | Expiration | $124,342.50 | 100.00% | |
| 2020-02-18 | $13.09 | $0.00 | Expiration | $124,271.40 | 100.00% | |
| 2020-02-25 | $8.84 | $0.00 | Expiration | $124,466.34 | 100.00% | |
| 2020-03-03 | $6.81 | $0.00 | Expiration | $124,430.85 | 100.00% | |
| 2020-03-10 | $12.00 | $0.00 | Expiration | $124,619.04 | 100.00% | |
| 2020-03-17 | $19.22 | $0.00 | Expiration | $124,857.20 | 100.00% | |
| 2020-03-24 | $6.83 | $0.00 | Expiration | $124,093.06 | 100.00% | |
| 2020-03-31 | $17.22 | $0.00 | Expiration | $123,909.12 | 100.00% | |
| 2020-04-07 | $12.68 | $0.00 | Expiration | $124,178.74 | 100.00% | |
| 2020-04-14 | $22.04 | $0.00 | Expiration | $123,371.92 | 100.00% | |
| 2020-04-21 | $18.22 | $0.00 | Expiration | $123,786.52 | 100.00% | |
| 2020-04-28 | $4.06 | $0.00 | Expiration | $124,393.33 | 100.00% | |
| 2020-05-05 | $9.00 | $0.00 | Expiration | $124,059.24 | 100.00% | |
| 2020-05-12 | $9.49 | $0.00 | Expiration | $124,100.23 | 100.00% | |
| 2020-05-19 | $11.30 | $0.00 | Expiration | $124,126.20 | 100.00% | |
| 2020-05-26 | $12.30 | $0.00 | Expiration | $124,088.60 | 100.00% | |
| 2020-06-02 | $7.05 | $0.00 | Expiration | $124,608.00 | 100.00% | |
| 2020-06-09 | $4.99 | $0.00 | Expiration | $124,352.50 | 100.00% | |
| 2020-06-16 | $24.43 | $0.00 | Expiration | $124,513.44 | 100.00% | |
| 2020-06-23 | $3.96 | $0.00 | Expiration | $124,261.20 | 100.00% | |
| 2020-06-30 | $19.00 | $0.00 | Expiration | $123,396.00 | 100.00% | |
| 2020-07-07 | $3.08 | $0.00 | Expiration | $124,459.30 | 100.00% | |
| 2020-07-14 | $18.28 | $0.00 | Expiration | $124,236.68 | 100.00% | |
| 2020-07-21 | $5.55 | $0.00 | Expiration | $124,598.25 | 100.00% | |
| 2020-07-28 | $3.55 | $0.00 | Expiration | $124,336.96 | 100.00% | |
| 2020-10-20 | $5.90 | $0.00 | Expiration | $588,980.00 | 100.00% | |
| 2020-11-24 | $19.28 | $0.00 | Expiration | $1,926,250.00 | 100.00% | |
| 2020-12-01 | $4.71 | $0.00 | Expiration | $469,600.00 | 100.00% | |
| 2020-12-08 | $4.87 | $0.00 | Expiration | $485,770.00 | 100.00% | |
| 2020-12-15 | $5.36 | $0.00 | Expiration | $534,740.00 | 100.00% | |
| 2020-12-22 | $15.02 | $0.00 | Expiration | $1,500,850.00 | 100.00% | |
| 2020-12-29 | $20.00 | $0.00 | Expiration | $1,998,500.00 | 100.00% | |
| 2021-01-05 | $4.45 | $0.00 | Expiration | $443,670.00 | 100.00% | |
| 2021-01-12 | $19.17 | $0.00 | Expiration | $1,915,260.00 | 100.00% | |
| 2021-01-19 | $13.43 | $0.00 | Expiration | $1,341,730.00 | 100.00% | |
| 2021-01-26 | $24.53 | $0.00 | Expiration | $2,452,070.00 | 100.00% | |
| 2021-02-02 | $20.74 | $0.00 | Expiration | $2,072,230.00 | 100.00% | |
| 2021-02-09 | $19.52 | $0.00 | Expiration | $1,950,440.00 | 100.00% | |
| 2021-02-16 | $6.03 | $0.00 | Expiration | $601,550.00 | 100.00% | |
| 2021-02-23 | $3.81 | $0.00 | Expiration | $380,170.00 | 100.00% | |
| 2021-03-02 | $7.20 | $0.00 | Expiration | $719,100.00 | 100.00% | |
| 2021-03-23 | $20.42 | $0.00 | Expiration | $2,040,300.00 | 100.00% | |
| 2021-03-30 | $15.67 | $0.00 | Expiration | $1,565,950.00 | 100.00% | |
| 2021-04-06 | $7.13 | $0.00 | Expiration | $711,530.00 | 100.00% | |
| 2021-04-13 | $8.31 | $0.00 | Expiration | $829,840.00 | 100.00% |