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 1508 trades that stayed open for an average of 10 days. The results were impressive - winning 78.85% of the time (1189 wins vs 319 losses), which shows remarkable consistency. This translated to $633,024.74 in total profits. On average, each position made $419.78. When annualized, that's a 26.8% return (CAGR), which suggests strong growth potential if maintained over time. The account experienced a 13.1% drawdown at its lowest point, which is moderate but manageable. With a Sharpe ratio of 8.26, 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 |
|---|---|---|---|---|---|---|
| 2019-12-17 | $0.55 | $0.16 | Take Profit | $378.04 | 70.93% | |
| 2019-12-10 | $1.36 | $0.00 | Expiration | $1,349.20 | 100.00% | |
| 2019-12-11 | $0.47 | $0.00 | Expiration | $460.70 | 100.00% | |
| 2019-12-12 | $0.40 | $0.00 | Expiration | $388.80 | 100.00% | |
| 2019-12-18 | $1.28 | $0.31 | Take Profit | $962.52 | 76.10% | |
| 2019-12-19 | $1.06 | $0.26 | Take Profit | $781.96 | 75.27% | |
| 2019-12-13 | $0.48 | $0.00 | Expiration | $465.30 | 100.00% | |
| 2019-12-26 | $0.10 | $0.25 | Stop Loss | $-164.40 | -149.31% | |
| 2019-12-16 | $0.49 | $0.00 | Expiration | $476.50 | 100.00% | |
| 2019-12-20 | $0.50 | $0.15 | Take Profit | $340.44 | 70.09% | |
| 2019-12-27 | $0.28 | $0.11 | Take Profit | $160.36 | 62.09% | |
| 2019-12-23 | $0.40 | $0.13 | Take Profit | $258.92 | 67.57% | |
| 2019-12-30 | $0.91 | $0.23 | Take Profit | $664.92 | 74.50% | |
| 2019-12-31 | $0.37 | $0.00 | Expiration | $361.60 | 100.00% | |
| 2020-01-06 | $0.79 | $0.21 | Take Profit | $572.12 | 73.70% | |
| 2020-01-02 | $0.19 | $0.00 | Expiration | $177.30 | 100.00% | |
| 2020-01-03 | $0.38 | $0.00 | Expiration | $368.90 | 100.00% | |
| 2020-01-07 | $0.19 | $0.00 | Expiration | $178.00 | 100.00% | |
| 2020-01-08 | $0.18 | $0.00 | Expiration | $171.70 | 100.00% | |
| 2020-01-17 | $0.09 | $0.23 | Stop Loss | $-153.90 | -155.01% | |
| 2020-01-09 | $0.29 | $0.00 | Expiration | $276.40 | 100.00% | |
| 2020-01-10 | $0.19 | $0.00 | Expiration | $180.90 | 100.00% | |
| 2020-01-16 | $0.21 | $0.46 | Stop Loss | $-268.60 | -124.32% | |
| 2020-01-21 | $0.11 | $0.28 | Stop Loss | $-177.90 | -143.52% | |
| 2020-01-22 | $0.31 | $0.68 | Stop Loss | $-377.90 | -115.88% | |
| 2020-01-23 | $0.38 | $0.81 | Stop Loss | $-444.90 | -113.09% | |
| 2020-01-13 | $0.26 | $0.00 | Expiration | $242.50 | 100.00% | |
| 2020-01-14 | $0.08 | $0.00 | Expiration | $71.10 | 100.00% | |
| 2020-01-24 | $0.31 | $0.66 | Stop Loss | $-369.10 | -116.33% | |
| 2020-01-15 | $0.66 | $0.00 | Expiration | $644.00 | 100.00% | |
| 2020-01-28 | $0.31 | $0.66 | Stop Loss | $-368.80 | -116.35% | |
| 2020-01-29 | $0.21 | $0.47 | Stop Loss | $-274.90 | -123.60% | |
| 2020-01-30 | $0.38 | $0.81 | Stop Loss | $-441.90 | -113.20% | |
| 2020-02-04 | $0.77 | $0.20 | Take Profit | $555.00 | 73.53% | |
| 2020-01-27 | $0.72 | $0.00 | Expiration | $703.80 | 100.00% | |
| 2020-02-05 | $0.38 | $0.13 | Take Profit | $243.64 | 66.96% | |
| 2020-01-31 | $0.35 | $0.00 | Expiration | $338.00 | 100.00% | |
| 2020-02-03 | $0.29 | $0.00 | Expiration | $278.30 | 100.00% | |
| 2020-02-10 | $0.64 | $0.18 | Take Profit | $445.72 | 72.14% | |
| 2020-02-06 | $0.23 | $0.00 | Expiration | $214.80 | 100.00% | |
| 2020-02-07 | $0.31 | $0.00 | Expiration | $293.60 | 100.00% | |
| 2020-02-19 | $0.41 | $0.87 | Stop Loss | $-472.60 | -112.21% | |
| 2020-02-11 | $0.18 | $0.00 | Expiration | $170.30 | 100.00% | |
| 2020-02-12 | $0.38 | $2.33 | Expiration | $-1,962.80 | -512.84% | |
| 2020-02-13 | $0.54 | $1.13 | Stop Loss | $-604.80 | -109.23% | |
| 2020-02-14 | $0.24 | $0.53 | Stop Loss | $-304.70 | -120.69% | |
| 2020-02-18 | $0.40 | $0.84 | Stop Loss | $-459.50 | -112.61% | |
| 2020-02-20 | $0.77 | $1.59 | Stop Loss | $-832.30 | -106.50% | |
| 2020-02-21 | $1.13 | $2.32 | Stop Loss | $-1,197.80 | -104.41% | |
| 2020-02-24 | $1.03 | $2.11 | Stop Loss | $-1,092.00 | -104.86% |