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 224 trades that stayed open for an average of 174 days. With a solid 66.96% win rate (150 winners and 74 losers), the strategy proved reliable. This translated to $1,352,439.14 in total profits. On average, each position made $6,037.67. When annualized, that's a 167.3% return (CAGR), which suggests strong growth potential if maintained over time. The journey was quite volatile though - at its worst, the account was down 127.1%, which would require strong conviction to ride out. With a Sharpe ratio of 2.52, 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 |
|---|---|---|---|---|---|---|
| 2020-12-22 | $15.23 | $30.41 | Take Profit | $15,164.60 | 99.67% | |
| 2020-12-29 | $10.66 | $21.26 | Take Profit | $10,592.90 | 99.53% | |
| 2020-12-15 | $18.44 | $36.84 | Take Profit | $18,379.70 | 99.73% | |
| 2021-01-05 | $14.56 | $29.07 | Take Profit | $14,498.50 | 99.66% | |
| 2021-01-19 | $16.83 | $33.61 | Take Profit | $16,768.50 | 99.70% | |
| 2021-03-23 | $13.66 | $27.27 | Take Profit | $13,597.20 | 99.63% | |
| 2021-03-30 | $13.82 | $27.60 | Take Profit | $13,760.70 | 99.64% | |
| 2021-01-26 | $16.95 | $33.85 | Take Profit | $16,886.80 | 99.71% | |
| 2021-02-02 | $18.01 | $35.96 | Take Profit | $17,943.70 | 99.72% | |
| 2021-03-09 | $17.83 | $35.60 | Take Profit | $17,763.60 | 99.72% | |
| 2021-02-23 | $17.67 | $35.30 | Take Profit | $17,609.90 | 99.72% | |
| 2021-03-02 | $20.89 | $41.74 | Take Profit | $18,747.00 | 99.76% | |
| 2021-03-16 | $13.79 | $27.53 | Take Profit | $13,728.00 | 99.64% | |
| 2021-02-09 | $23.55 | $47.05 | Take Profit | $18,789.44 | 99.79% | |
| 2021-02-16 | $19.69 | $39.32 | Take Profit | $19,624.30 | 99.75% | |
| 2021-05-18 | $13.65 | $27.25 | Take Profit | $13,584.90 | 99.63% | |
| 2021-04-20 | $14.84 | $29.63 | Take Profit | $14,774.60 | 99.66% | |
| 2021-05-04 | $13.53 | $27.01 | Take Profit | $13,464.70 | 99.63% | |
| 2021-04-27 | $10.18 | $20.32 | Take Profit | $10,119.70 | 99.51% | |
| 2021-06-01 | $15.63 | $31.20 | Take Profit | $15,562.40 | 99.68% | |
| 2021-06-22 | $16.17 | $32.29 | Take Profit | $16,104.90 | 99.69% | |
| 2021-06-15 | $14.60 | $29.16 | Take Profit | $14,541.60 | 99.66% | |
| 2021-01-12 | $0.60 | $0.00 | Expiration | $-614.00 | -100.00% | |
| 2021-06-08 | $16.56 | $33.08 | Take Profit | $16,500.40 | 99.70% | |
| 2021-05-11 | $22.95 | $45.85 | Take Profit | $22,887.50 | 99.78% | |
| 2021-05-25 | $20.63 | $41.20 | Take Profit | $20,563.50 | 99.76% | |
| 2021-10-05 | $6.76 | $13.47 | Take Profit | $6,694.60 | 99.26% | |
| 2021-07-06 | $13.27 | $26.49 | Take Profit | $13,205.40 | 99.62% | |
| 2021-10-12 | $0.52 | $1.00 | Take Profit | $460.00 | 90.44% | |
| 2021-04-06 | $2.16 | $4.27 | Take Profit | $2,095.90 | 97.68% | |
| 2021-06-29 | $21.64 | $43.23 | Take Profit | $21,574.50 | 99.77% | |
| 2021-07-13 | $13.15 | $26.26 | Take Profit | $13,090.80 | 99.62% | |
| 2021-09-21 | $17.35 | $34.65 | Take Profit | $17,288.20 | 99.71% | |
| 2021-07-20 | $23.90 | $47.74 | Take Profit | $23,834.00 | 99.79% | |
| 2021-07-27 | $16.95 | $33.85 | Take Profit | $16,888.00 | 99.71% | |
| 2021-08-03 | $15.06 | $30.08 | Take Profit | $15,001.80 | 99.67% | |
| 2021-09-28 | $20.86 | $41.67 | Take Profit | $20,797.00 | 99.76% | |
| 2021-04-13 | $0.49 | $0.00 | Expiration | $-505.70 | -100.00% | |
| 2021-08-10 | $19.52 | $0.00 | Expiration | $-19,535.40 | -100.00% | |
| 2021-08-17 | $24.63 | $0.00 | Expiration | $-24,643.50 | -100.00% | |
| 2021-08-24 | $21.92 | $0.00 | Expiration | $-21,929.60 | -100.00% | |
| 2021-08-31 | $2.59 | $0.00 | Expiration | $-2,606.10 | -100.00% | |
| 2021-09-07 | $10.68 | $0.00 | Expiration | $-10,689.30 | -100.00% | |
| 2021-09-14 | $23.52 | $0.00 | Expiration | $-23,532.80 | -100.00% | |
| 2022-07-12 | $16.14 | $32.24 | Take Profit | $16,080.90 | 99.69% | |
| 2022-06-21 | $22.38 | $44.71 | Take Profit | $22,317.40 | 99.78% | |
| 2022-07-05 | $18.90 | $37.74 | Take Profit | $18,832.70 | 99.74% | |
| 2022-06-28 | $26.84 | $53.63 | Take Profit | $26,777.40 | 99.81% | |
| 2022-07-19 | $14.14 | $28.23 | Take Profit | $14,075.50 | 99.65% | |
| 2022-07-26 | $16.57 | $33.08 | Take Profit | $16,502.80 | 99.70% |
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