Credit Put Spread
Credit Put Spread • Jan 2, 2022 - Dec 31, 2025
Backtest Performance
Backtest Metrics
Backtest Summary
This backtest shows a Credit Put Spread strategy on SPX from Jan 2, 2022 - Dec 31, 2025, placing 681 trades that stayed open for an average of 4 days. With a solid 56.09% win rate (382 winners and 299 losers), the strategy proved reliable. This translated to $2,231,425.21 in total profits. On average, each position made $3,276.69. When annualized, that's a 120.0% return (CAGR), which suggests strong growth potential if maintained over time. The account experienced a 14.9% drawdown at its lowest point, which is moderate but manageable. With a Sharpe ratio of 5.35, the returns were excellent relative to the risk taken. 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 |
|---|---|---|---|---|---|---|
| 2022-01-03 | $4.65 | $5.40 | Stop Loss | $-773.58 | -16.08% | |
| 2022-01-04 | $9.92 | $11.46 | Stop Loss | $-1,563.79 | -15.50% | |
| 2022-01-05 | $3.08 | $0.00 | Expiration | $3,058.60 | 100.00% | |
| 2022-01-06 | $6.60 | $0.00 | Expiration | $6,575.50 | 100.00% | |
| 2022-01-11 | $5.98 | $6.93 | Stop Loss | $-973.21 | -15.84% | |
| 2022-01-12 | $4.25 | $4.94 | Stop Loss | $-713.30 | -16.18% | |
| 2022-01-10 | $6.68 | $0.00 | Expiration | $6,650.30 | 100.00% | |
| 2022-01-13 | $5.61 | $6.50 | Stop Loss | $-916.79 | -15.89% | |
| 2022-01-19 | $7.58 | $8.76 | Stop Loss | $-1,212.67 | -15.66% | |
| 2022-01-24 | $9.48 | $0.00 | Expiration | $9,454.60 | 100.00% | |
| 2022-01-25 | $11.94 | $0.00 | Expiration | $11,911.10 | 100.00% | |
| 2022-01-27 | $9.51 | $0.00 | Expiration | $9,487.80 | 100.00% | |
| 2022-02-01 | $6.49 | $7.51 | Stop Loss | $-1,049.07 | -15.77% | |
| 2022-02-02 | $4.26 | $4.95 | Stop Loss | $-714.71 | -16.17% | |
| 2022-01-31 | $7.46 | $0.00 | Expiration | $7,434.30 | 100.00% | |
| 2022-02-03 | $7.17 | $0.00 | Expiration | $7,139.40 | 100.00% | |
| 2022-02-08 | $14.79 | $17.06 | Stop Loss | $-2,294.47 | -15.34% | |
| 2022-02-09 | $6.15 | $7.13 | Stop Loss | $-998.95 | -15.81% | |
| 2022-02-07 | $14.18 | $16.36 | Stop Loss | $-2,203.08 | -15.35% | |
| 2022-02-10 | $16.35 | $18.86 | Stop Loss | $-2,529.19 | -15.31% | |
| 2022-02-15 | $7.02 | $8.13 | Stop Loss | $-1,129.66 | -15.71% | |
| 2022-02-16 | $6.45 | $7.47 | Stop Loss | $-1,044.21 | -15.77% | |
| 2022-02-14 | $11.81 | $0.00 | Expiration | $11,779.50 | 100.00% | |
| 2022-02-17 | $7.26 | $0.00 | Expiration | $7,229.50 | 100.00% | |
| 2022-02-22 | $8.87 | $10.25 | Stop Loss | $-1,406.13 | -15.56% | |
| 2022-02-28 | $7.55 | $8.74 | Stop Loss | $-1,209.10 | -15.66% | |
| 2022-02-24 | $7.48 | $0.00 | Expiration | $7,450.50 | 100.00% | |
| 2022-03-02 | $10.30 | $11.89 | Stop Loss | $-1,620.87 | -15.49% | |
| 2022-03-03 | $6.73 | $7.79 | Stop Loss | $-1,086.15 | -15.74% | |
| 2022-03-09 | $12.10 | $13.96 | Stop Loss | $-1,890.52 | -15.41% | |
| 2022-03-10 | $13.61 | $15.70 | Stop Loss | $-2,117.02 | -15.37% | |
| 2022-03-07 | $8.11 | $0.00 | Expiration | $8,088.80 | 100.00% | |
| 2022-03-08 | $11.10 | $0.00 | Expiration | $11,073.20 | 100.00% | |
| 2022-03-14 | $8.70 | $0.00 | Expiration | $8,678.10 | 100.00% | |
| 2022-03-15 | $8.05 | $0.00 | Expiration | $8,027.20 | 100.00% | |
| 2022-03-16 | $8.21 | $0.00 | Expiration | $8,180.60 | 100.00% | |
| 2022-03-17 | $10.04 | $0.00 | Expiration | $10,009.80 | 100.00% | |
| 2022-03-22 | $7.53 | $8.71 | Stop Loss | $-1,205.74 | -15.66% | |
| 2022-03-21 | $13.32 | $0.00 | Expiration | $13,291.90 | 100.00% | |
| 2022-03-23 | $3.83 | $0.00 | Expiration | $3,805.70 | 100.00% | |
| 2022-03-24 | $4.30 | $0.00 | Expiration | $4,272.20 | 100.00% | |
| 2022-03-29 | $7.14 | $8.27 | Stop Loss | $-1,147.62 | -15.70% | |
| 2022-03-30 | $5.67 | $6.57 | Stop Loss | $-926.80 | -15.88% | |
| 2022-03-31 | $9.15 | $10.57 | Stop Loss | $-1,448.62 | -15.55% | |
| 2022-03-28 | $6.36 | $0.00 | Expiration | $6,336.30 | 100.00% | |
| 2022-04-04 | $7.30 | $8.44 | Stop Loss | $-1,170.78 | -15.69% | |
| 2022-04-05 | $5.91 | $6.85 | Stop Loss | $-962.30 | -15.85% | |
| 2022-04-07 | $14.72 | $16.97 | Stop Loss | $-2,283.58 | -15.34% | |
| 2022-04-06 | $5.48 | $0.00 | Expiration | $5,451.20 | 100.00% | |
| 2022-04-13 | $5.61 | $6.50 | Stop Loss | $-917.09 | -15.89% |