Short Put
Short Put • Dec 10, 2019 - Dec 10, 2025
Backtest Performance
Backtest Metrics
Backtest Summary
This backtest shows a Short Put strategy on SPY from Dec 10, 2019 - Dec 10, 2025, placing 1493 trades that stayed open for an average of 5 days. With a solid 61.96% win rate (925 winners and 568 losers), the strategy proved reliable. This translated to $1,026,882.19 in total profits. On average, each position made $687.80. When annualized, that's a 28.1% return (CAGR), which suggests strong growth potential if maintained over time. The account experienced a 16.9% drawdown at its lowest point, which is moderate but manageable. With a Sharpe ratio of 8.33, the returns were excellent relative to the risk taken. 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 |
|---|---|---|---|---|---|---|
| 2019-12-10 | $0.48 | $0.05 | Days In Trade | $834.80 | 89.59% | |
| 2019-12-11 | $0.32 | $0.05 | Days In Trade | $505.60 | 84.17% | |
| 2019-12-12 | $0.31 | $0.05 | Days In Trade | $484.40 | 83.62% | |
| 2019-12-13 | $0.38 | $0.05 | Days In Trade | $643.40 | 87.00% | |
| 2019-12-16 | $0.39 | $0.05 | Days In Trade | $646.60 | 87.06% | |
| 2019-12-17 | $0.49 | $0.05 | Days In Trade | $849.20 | 89.75% | |
| 2019-12-18 | $0.55 | $0.10 | Take Profit | $856.44 | 80.84% | |
| 2019-12-19 | $0.62 | $0.08 | Days In Trade | $1,069.00 | 87.77% | |
| 2019-12-27 | $0.15 | $0.05 | Days In Trade | $167.40 | 65.92% | |
| 2020-01-02 | $0.17 | $0.26 | Stop Loss | $-209.45 | -54.96% | |
| 2019-12-30 | $0.34 | $0.05 | Days In Trade | $562.00 | 85.47% | |
| 2020-01-03 | $0.17 | $0.05 | Days In Trade | $210.20 | 70.26% | |
| 2020-01-06 | $0.23 | $0.05 | Days In Trade | $325.00 | 77.83% | |
| 2020-01-07 | $0.16 | $0.05 | Days In Trade | $193.60 | 68.71% | |
| 2020-01-08 | $0.13 | $0.05 | Days In Trade | $133.60 | 61.48% | |
| 2020-01-14 | $0.07 | $0.14 | Stop Loss | $-161.90 | -94.64% | |
| 2020-01-09 | $0.15 | $0.05 | Days In Trade | $171.20 | 66.35% | |
| 2020-01-10 | $0.15 | $0.05 | Days In Trade | $169.40 | 66.15% | |
| 2020-01-13 | $0.11 | $0.05 | Days In Trade | $87.80 | 53.23% | |
| 2020-01-22 | $0.07 | $0.14 | Stop Loss | $-161.75 | -94.93% | |
| 2020-01-21 | $0.16 | $0.25 | Stop Loss | $-205.15 | -56.59% | |
| 2020-01-23 | $0.23 | $0.33 | Stop Loss | $-239.45 | -47.04% | |
| 2020-01-24 | $0.51 | $0.69 | Stop Loss | $-381.55 | -34.78% | |
| 2020-01-28 | $0.54 | $0.72 | Stop Loss | $-395.10 | -34.29% | |
| 2020-01-29 | $0.39 | $0.54 | Stop Loss | $-321.30 | -37.80% | |
| 2020-01-30 | $0.46 | $0.63 | Stop Loss | $-357.05 | -35.82% | |
| 2020-01-27 | $0.72 | $0.29 | Days In Trade | $827.60 | 59.54% | |
| 2020-01-31 | $0.88 | $0.05 | Days In Trade | $1,642.00 | 94.34% | |
| 2020-02-06 | $0.26 | $0.38 | Stop Loss | $-256.60 | -44.14% | |
| 2020-02-03 | $0.50 | $0.05 | Days In Trade | $865.40 | 89.91% | |
| 2020-02-04 | $0.41 | $0.05 | Days In Trade | $690.20 | 87.75% | |
| 2020-02-05 | $0.25 | $0.05 | Days In Trade | $382.40 | 80.33% | |
| 2020-02-12 | $0.09 | $0.16 | Stop Loss | $-169.30 | -82.74% | |
| 2020-02-07 | $0.29 | $0.05 | Days In Trade | $448.60 | 82.60% | |
| 2020-02-10 | $0.32 | $0.05 | Days In Trade | $510.20 | 84.28% | |
| 2020-02-11 | $0.26 | $0.05 | Days In Trade | $396.20 | 80.85% | |
| 2020-02-13 | $0.25 | $0.05 | Days In Trade | $376.40 | 80.10% | |
| 2020-02-19 | $0.37 | $0.51 | Stop Loss | $-310.65 | -38.54% | |
| 2020-02-14 | $0.27 | $0.42 | Days In Trade | $-316.60 | -53.76% | |
| 2020-02-18 | $0.26 | $0.38 | Stop Loss | $-258.05 | -43.93% | |
| 2020-02-20 | $0.42 | $0.57 | Stop Loss | $-334.95 | -36.96% | |
| 2020-02-21 | $0.78 | $1.02 | Stop Loss | $-513.50 | -31.45% | |
| 2020-02-24 | $1.88 | $2.40 | Stop Loss | $-1,065.95 | -27.66% | |
| 2020-02-25 | $2.34 | $2.97 | Stop Loss | $-1,295.60 | -27.14% | |
| 2020-02-26 | $1.86 | $2.37 | Stop Loss | $-1,055.05 | -27.69% | |
| 2020-02-27 | $3.63 | $4.59 | Stop Loss | $-1,942.60 | -26.38% | |
| 2020-02-28 | $6.39 | $0.69 | Take Profit | $11,370.24 | 89.22% | |
| 2020-03-02 | $3.29 | $4.16 | Stop Loss | $-1,769.90 | -26.52% | |
| 2020-03-04 | $2.68 | $3.40 | Stop Loss | $-1,467.70 | -26.86% | |
| 2020-03-03 | $3.63 | $4.59 | Stop Loss | $-1,941.05 | -26.38% |