Long Call
Long Call • Dec 10, 2020 - Dec 10, 2025
Backtest Performance
Backtest Metrics
Backtest Summary
This backtest shows a Long Call strategy on SPY from Dec 10, 2020 - Dec 10, 2025, placing 248 trades that stayed open for an average of 113 days. The results were impressive - winning 77.02% of the time (191 wins vs 57 losses), which shows remarkable consistency. This translated to $745,309.60 in total profits. On average, each position made $3,005.28. When annualized, that's a 137.5% return (CAGR), which suggests strong growth potential if maintained over time. The journey was quite volatile though - at its worst, the account was down 138.7%, which would require strong conviction to ride out. The Sharpe ratio of 1.78 suggests the returns were worth the risk. 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 |
|---|---|---|---|---|---|---|
| 2020-12-22 | $15.23 | $22.79 | Take Profit | $7,550.80 | 49.67% | |
| 2020-12-29 | $10.66 | $15.93 | Take Profit | $5,264.95 | 49.53% | |
| 2020-12-15 | $18.44 | $27.61 | Take Profit | $9,158.35 | 49.73% | |
| 2021-01-05 | $14.56 | $21.79 | Take Profit | $7,217.75 | 49.66% | |
| 2021-01-12 | $0.60 | $0.85 | Take Profit | $237.50 | 41.68% | |
| 2021-01-19 | $16.83 | $25.20 | Take Profit | $8,352.75 | 49.70% | |
| 2021-03-23 | $13.66 | $20.44 | Take Profit | $6,767.10 | 49.63% | |
| 2021-03-30 | $13.82 | $20.69 | Take Profit | $6,848.85 | 49.64% | |
| 2021-02-02 | $18.01 | $26.96 | Take Profit | $8,940.35 | 49.72% | |
| 2021-03-09 | $17.83 | $26.69 | Take Profit | $8,850.30 | 49.72% | |
| 2021-01-26 | $16.95 | $25.37 | Take Profit | $8,411.90 | 49.71% | |
| 2021-02-23 | $17.67 | $26.46 | Take Profit | $8,773.45 | 49.72% | |
| 2021-03-02 | $20.89 | $31.29 | Take Profit | $10,383.50 | 49.76% | |
| 2021-03-16 | $13.79 | $20.64 | Take Profit | $6,832.50 | 49.64% | |
| 2021-02-09 | $23.55 | $35.27 | Take Profit | $11,711.90 | 49.79% | |
| 2021-02-16 | $19.69 | $29.48 | Take Profit | $9,780.65 | 49.75% | |
| 2021-05-18 | $13.65 | $20.42 | Take Profit | $6,760.95 | 49.63% | |
| 2021-04-20 | $14.84 | $22.21 | Take Profit | $7,355.80 | 49.66% | |
| 2021-05-04 | $13.53 | $20.24 | Take Profit | $6,700.85 | 49.63% | |
| 2021-06-01 | $15.63 | $23.39 | Take Profit | $7,749.70 | 49.68% | |
| 2021-04-27 | $10.18 | $15.22 | Take Profit | $5,028.35 | 49.51% | |
| 2021-05-11 | $22.95 | $34.38 | Take Profit | $11,412.25 | 49.78% | |
| 2021-05-25 | $20.63 | $30.89 | Take Profit | $10,250.25 | 49.76% | |
| 2021-06-08 | $16.56 | $24.80 | Take Profit | $8,218.70 | 49.70% | |
| 2021-06-15 | $14.60 | $21.86 | Take Profit | $7,239.30 | 49.66% | |
| 2021-06-22 | $16.17 | $24.20 | Take Profit | $8,020.95 | 49.69% | |
| 2021-04-06 | $2.16 | $3.19 | Take Profit | $1,016.45 | 47.68% | |
| 2021-06-29 | $21.64 | $32.41 | Take Profit | $10,755.75 | 49.77% | |
| 2021-07-06 | $13.27 | $19.85 | Take Profit | $6,571.20 | 49.62% | |
| 2021-07-13 | $13.15 | $19.68 | Take Profit | $6,513.90 | 49.62% | |
| 2021-10-05 | $6.76 | $10.09 | Take Profit | $3,315.80 | 49.26% | |
| 2021-07-20 | $23.90 | $35.80 | Take Profit | $11,885.50 | 49.79% | |
| 2021-10-12 | $0.52 | $0.73 | Take Profit | $198.50 | 40.44% | |
| 2021-09-21 | $17.35 | $25.98 | Take Profit | $8,612.60 | 49.71% | |
| 2021-09-28 | $20.86 | $31.24 | Take Profit | $10,367.00 | 49.76% | |
| 2021-07-27 | $16.95 | $25.38 | Take Profit | $8,412.50 | 49.71% | |
| 2021-08-03 | $15.06 | $22.55 | Take Profit | $7,469.40 | 49.67% | |
| 2021-08-10 | $19.52 | $29.23 | Take Profit | $9,698.20 | 49.74% | |
| 2021-08-17 | $24.63 | $36.90 | Take Profit | $12,252.25 | 49.80% | |
| 2021-09-14 | $23.52 | $35.23 | Take Profit | $11,696.90 | 49.79% | |
| 2021-10-19 | $21.58 | $32.32 | Take Profit | $10,728.65 | 49.77% | |
| 2021-08-24 | $21.92 | $32.82 | Take Profit | $10,895.30 | 49.77% | |
| 2021-08-31 | $2.59 | $3.84 | Take Profit | $1,233.55 | 48.07% | |
| 2021-09-07 | $10.68 | $15.96 | Take Profit | $5,275.15 | 49.53% | |
| 2021-10-26 | $17.10 | $25.60 | Take Profit | $8,487.60 | 49.71% | |
| 2021-04-13 | $0.49 | $0.00 | Expiration | $-505.70 | -100.00% | |
| 2022-03-08 | $24.70 | $36.99 | Take Profit | $12,284.65 | 49.80% | |
| 2022-03-15 | $22.01 | $32.96 | Take Profit | $10,941.60 | 49.77% | |
| 2022-02-22 | $18.56 | $27.79 | Take Profit | $9,217.05 | 49.73% | |
| 2022-03-01 | $21.09 | $31.59 | Take Profit | $10,482.80 | 49.76% |
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