Iron Condor
Iron Condor • Dec 10, 2022 - Dec 31, 2025
Backtest Performance
Backtest Metrics
Backtest Summary
This backtest shows a Iron Condor strategy on SPY from Dec 10, 2022 - Dec 31, 2025, placing 111 trades that stayed open for an average of 24 days. The results were impressive - winning 95.5% of the time (106 wins vs 5 losses), which shows remarkable consistency. This translated to $909,376.51 in total profits. On average, each position made $8,192.58. When annualized, that's a 250.9% return (CAGR), which suggests strong growth potential if maintained over time. Impressively, the maximum drawdown was only 9.7%, showing excellent risk control. With a Sharpe ratio of 10.52, the returns were excellent relative to the risk taken. Notably, the strategy captured 81.7% 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 |
|---|---|---|---|---|---|---|
| 2022-12-12 | $18.21 | $0.05 | Early Exit | $1,810.64 | 99.73% | |
| 2022-12-19 | $10.13 | $0.05 | Early Exit | $1,002.38 | 99.51% | |
| 2023-01-09 | $13.16 | $0.05 | Early Exit | $1,305.46 | 99.62% | |
| 2023-01-23 | $10.61 | $0.05 | Early Exit | $2,100.82 | 99.53% | |
| 2023-01-30 | $11.34 | $0.05 | Early Exit | $2,247.50 | 99.56% | |
| 2023-02-06 | $13.06 | $0.05 | Early Exit | $1,295.96 | 99.62% | |
| 2023-02-27 | $15.56 | $0.05 | Early Exit | $1,546.25 | 99.68% | |
| 2023-03-06 | $12.12 | $0.05 | Early Exit | $2,402.94 | 99.59% | |
| 2023-03-13 | $15.04 | $0.05 | Early Exit | $1,493.48 | 99.67% | |
| 2023-03-27 | $12.42 | $0.05 | Early Exit | $2,463.24 | 99.60% | |
| 2023-04-03 | $8.31 | $0.05 | Early Exit | $3,283.60 | 99.40% | |
| 2023-04-10 | $10.64 | $0.05 | Early Exit | $3,161.64 | 99.53% | |
| 2023-04-24 | $11.03 | $0.05 | Early Exit | $3,277.77 | 99.55% | |
| 2023-05-01 | $11.09 | $8.18 | Early Exit | $859.08 | 26.29% | |
| 2023-05-08 | $7.53 | $0.05 | Early Exit | $3,712.30 | 99.34% | |
| 2023-05-22 | $10.35 | $0.05 | Early Exit | $4,100.20 | 99.52% | |
| 2023-06-05 | $7.00 | $0.05 | Early Exit | $4,827.48 | 99.29% | |
| 2023-06-12 | $9.98 | $0.05 | Early Exit | $4,937.35 | 99.50% | |
| 2023-06-26 | $8.98 | $0.05 | Early Exit | $5,328.84 | 99.44% | |
| 2023-07-03 | $7.62 | $0.05 | Early Exit | $5,259.73 | 99.34% | |
| 2023-07-10 | $5.42 | $4.10 | Early Exit | $1,264.70 | 24.30% | |
| 2023-07-24 | $10.16 | $0.05 | Early Exit | $7,040.95 | 99.51% | |
| 2023-07-31 | $4.23 | $8.51 | Stop Loss | $-4,330.90 | -101.18% | |
| 2023-08-07 | $9.47 | $0.05 | Early Exit | $7,491.76 | 99.47% | |
| 2023-08-21 | $10.17 | $0.05 | Early Exit | $7,050.54 | 99.51% | |
| 2023-08-28 | $8.61 | $0.05 | Early Exit | $7,657.20 | 99.42% | |
| 2023-09-18 | $6.97 | $14.00 | Stop Loss | $-7,076.20 | -100.72% | |
| 2023-09-11 | $8.97 | $0.05 | Early Exit | $7,977.24 | 99.44% | |
| 2023-09-25 | $7.15 | $10.26 | Early Exit | $-3,158.20 | -43.43% | |
| 2023-10-02 | $7.94 | $0.05 | Early Exit | $7,835.40 | 99.37% | |
| 2023-10-09 | $10.74 | $6.53 | Early Exit | $3,740.31 | 39.19% | |
| 2023-10-23 | $10.49 | $0.05 | Early Exit | $9,345.15 | 99.52% | |
| 2023-10-30 | $8.57 | $0.05 | Early Exit | $8,467.60 | 99.42% | |
| 2023-11-06 | $10.25 | $0.05 | Early Exit | $10,144.50 | 99.51% | |
| 2023-11-20 | $7.68 | $0.05 | Early Exit | $7,581.00 | 99.35% | |
| 2023-11-27 | $8.08 | $0.05 | Early Exit | $7,982.10 | 99.38% | |
| 2023-12-04 | $8.64 | $0.05 | Early Exit | $8,536.70 | 99.42% | |
| 2023-12-18 | $7.44 | $5.46 | Early Exit | $1,930.80 | 26.64% | |
| 2024-01-08 | $9.48 | $0.05 | Early Exit | $9,378.80 | 99.47% | |
| 2024-01-22 | $6.69 | $0.05 | Early Exit | $6,591.00 | 99.25% | |
| 2024-01-29 | $11.08 | $0.05 | Early Exit | $10,980.30 | 99.55% | |
| 2024-02-05 | $10.39 | $0.05 | Early Exit | $10,292.50 | 99.52% | |
| 2024-02-26 | $11.76 | $0.05 | Early Exit | $11,661.90 | 99.57% | |
| 2024-03-04 | $9.75 | $0.05 | Early Exit | $9,645.40 | 99.49% | |
| 2024-03-11 | $10.59 | $9.36 | Early Exit | $1,178.60 | 11.62% | |
| 2024-03-25 | $10.16 | $0.05 | Early Exit | $10,060.30 | 99.51% | |
| 2024-04-01 | $4.79 | $0.05 | Early Exit | $4,686.20 | 98.96% | |
| 2024-04-08 | $11.33 | $0.05 | Early Exit | $11,226.90 | 99.56% | |
| 2024-04-22 | $7.08 | $0.05 | Early Exit | $6,980.10 | 99.29% | |
| 2024-04-29 | $13.80 | $0.05 | Early Exit | $13,697.40 | 99.64% |