Iron Condor
Iron Condor • Dec 10, 2024 - Dec 10, 2025
Backtest Performance
Backtest Metrics
Backtest Summary
This backtest shows a Iron Condor strategy on SPX from Dec 10, 2024 - Dec 10, 2025, placing 251 trades that stayed open for an average of 1 days. The results were impressive - winning 86.85% of the time (218 wins vs 33 losses), which shows remarkable consistency. This translated to $1,188,365.00 in total profits. On average, each position made $4,734.52. When annualized, that's a 1,190.6% return (CAGR), which suggests strong growth potential if maintained over time. Impressively, the maximum drawdown was only 3.6%, showing excellent risk control. With a Sharpe ratio of 19.92, 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 |
|---|---|---|---|---|---|---|
| 2024-12-10 | $15.53 | $10.00 | Expiration | $5,480.80 | 35.62% | |
| 2024-12-11 | $10.11 | $10.00 | Expiration | $62.70 | 1.13% | |
| 2024-12-12 | $13.04 | $10.00 | Expiration | $2,988.50 | 23.32% | |
| 2024-12-13 | $13.19 | $10.00 | Expiration | $3,137.80 | 24.18% | |
| 2024-12-16 | $15.28 | $10.00 | Expiration | $5,228.20 | 34.56% | |
| 2024-12-17 | $15.74 | $10.00 | Expiration | $5,684.10 | 36.45% | |
| 2024-12-18 | $18.49 | $20.00 | Expiration | $-1,559.90 | -8.15% | |
| 2024-12-19 | $16.76 | $10.00 | Expiration | $6,706.10 | 40.33% | |
| 2024-12-20 | $16.60 | $10.00 | Expiration | $6,546.60 | 39.75% | |
| 2024-12-23 | $14.12 | $10.00 | Expiration | $4,066.50 | 29.17% | |
| 2024-12-24 | $12.56 | $0.05 | Expiration | $12,457.80 | 99.60% | |
| 2024-12-26 | $14.95 | $10.00 | Expiration | $4,897.30 | 33.11% | |
| 2024-12-27 | $16.60 | $10.00 | Expiration | $6,544.30 | 39.75% | |
| 2024-12-30 | $15.87 | $10.00 | Expiration | $5,815.20 | 36.98% | |
| 2024-12-31 | $17.40 | $0.05 | Expiration | $17,297.80 | 99.71% | |
| 2025-01-02 | $17.98 | $10.00 | Expiration | $7,926.30 | 44.38% | |
| 2025-01-03 | $16.42 | $10.00 | Expiration | $6,371.50 | 39.11% | |
| 2025-01-06 | $16.48 | $10.00 | Expiration | $6,423.40 | 39.30% | |
| 2025-01-07 | $16.74 | $12.95 | Expiration | $3,742.10 | 22.66% | |
| 2025-01-08 | $15.54 | $0.05 | Expiration | $15,436.90 | 99.68% | |
| 2025-01-10 | $16.49 | $20.00 | Expiration | $-3,562.70 | -21.29% | |
| 2025-01-13 | $15.46 | $19.82 | Expiration | $-4,413.90 | -28.22% | |
| 2025-01-14 | $16.02 | $10.00 | Expiration | $5,967.60 | 37.58% | |
| 2025-01-15 | $14.28 | $14.49 | Expiration | $-259.70 | -1.45% | |
| 2025-01-16 | $14.73 | $10.00 | Expiration | $4,679.10 | 32.12% | |
| 2025-01-17 | $15.87 | $0.05 | Expiration | $15,767.30 | 99.68% | |
| 2025-01-21 | $15.18 | $10.00 | Expiration | $5,131.10 | 34.14% | |
| 2025-01-22 | $13.29 | $10.00 | Expiration | $3,241.40 | 24.77% | |
| 2025-01-23 | $9.83 | $10.00 | Expiration | $-226.40 | -1.77% | |
| 2025-01-24 | $14.49 | $10.00 | Expiration | $4,437.50 | 30.98% | |
| 2025-01-27 | $17.25 | $10.00 | Expiration | $7,197.90 | 42.03% | |
| 2025-01-28 | $14.55 | $10.00 | Expiration | $4,495.70 | 31.26% | |
| 2025-01-29 | $17.30 | $20.00 | Expiration | $-2,752.70 | -15.61% | |
| 2025-01-30 | $17.40 | $20.00 | Expiration | $-2,655.20 | -14.96% | |
| 2025-01-31 | $17.65 | $10.00 | Expiration | $7,599.50 | 43.35% | |
| 2025-02-03 | $16.89 | $10.00 | Expiration | $6,839.50 | 40.80% | |
| 2025-02-04 | $14.57 | $10.00 | Expiration | $4,513.10 | 31.34% | |
| 2025-02-05 | $15.27 | $10.00 | Expiration | $5,221.10 | 34.53% | |
| 2025-02-06 | $14.81 | $10.00 | Expiration | $4,759.00 | 32.48% | |
| 2025-02-07 | $17.14 | $10.00 | Expiration | $7,090.50 | 41.67% | |
| 2025-02-10 | $15.18 | $16.67 | Expiration | $-1,544.20 | -9.83% | |
| 2025-02-11 | $12.59 | $10.00 | Expiration | $2,536.90 | 20.56% | |
| 2025-02-12 | $14.84 | $10.00 | Expiration | $4,791.90 | 32.63% | |
| 2025-02-13 | $15.56 | $15.66 | Expiration | $-147.80 | -0.62% | |
| 2025-02-14 | $15.09 | $0.05 | Expiration | $14,989.20 | 99.67% | |
| 2025-02-18 | $15.54 | $10.00 | Expiration | $5,486.30 | 35.64% | |
| 2025-02-19 | $14.81 | $10.00 | Expiration | $4,754.00 | 32.46% | |
| 2025-02-20 | $14.63 | $10.00 | Expiration | $4,580.00 | 31.66% | |
| 2025-02-21 | $17.01 | $16.45 | Expiration | $510.80 | 3.31% | |
| 2025-02-24 | $16.76 | $10.00 | Expiration | $6,703.90 | 40.32% |
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