| Filter | Status |
|---|---|
| None — all days traded | |
| Avg net debit paid (traded days) | $1.2949 per share |
| Avg spread width (traded days) | $7.57 |
| Leg | Strike | Action | Role |
|---|---|---|---|
| Long Put | round(price × 0.98 / 5) × 5 | Buy | Slightly OTM put — directional exposure, max profit if AMZN falls |
| Short Put | round(price × 0.95 / 5) × 5 | Sell | Further OTM put — caps max profit, reduces cost |
| Net debit at open (9:40 ET) | Max loss = debit × 100 × 10 (if AMZN stays above long put) |
| AMZN falls to/below short put | Max profit = (width − debit) × 100 × 10 |
| Avg net debit paid | $1.2949 per share |
| Auto-exit profit target | Close if P&L ≥ +90% of max profit |
| Auto-exit stop loss | Close if P&L ≤ −80% of max loss (debit paid) |
| Average winner | +$524 |
| Average loser | $-373 |
| Best trade | +$1,940 (2026-09-15) |
| Worst trade | $-1,500 (2026-02-06) |
| Total gross wins | +$7,860 |
| Total gross losses | $-8,200 |
Total P&L of $-340 over 37 trades. AMZN's bullish trend meant most puts expired worthless, eroding the net debit paid.
The live script monitors positions every 5 minutes and can exit intraday. This backtest applies +90%/−80% thresholds at the 15:45 ET bar close only.
Unlike credit spreads, the full debit is at risk immediately. The trade only profits if AMZN falls enough to overcome the debit paid. Win rate is typically lower than break-even frequency.
📋 Full Trade Log is not displayed on mobile devices to prevent page freezing. View this report on a desktop browser to see all 37 trades.
| Date | Day | Expiry | AMZN Open | Buy K | Sell K | Width | Debit Open | Debit Close | P&L | Cum P&L | Exit |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026-01-21 | Wednesday | 2026-01-23 | $230.17 | 225 | 220 | 5 | $0.5600 | $0.3200 | $-240 | $-240 | SCHED |
| 2026-02-04 | Wednesday | 2026-02-06 | $237.86 | 235 | 225 | 10 | $4.0500 | $4.4100 | +$360 | +$120 | SCHED |
| 2026-02-05 | Thursday | 2026-02-06 | $224.72 | 220 | 215 | 5 | $2.0500 | $2.2400 | +$190 | +$310 | SCHED |
| 2026-02-06 | Friday | 2026-02-13 | $202.33 | 200 | 190 | 10 | $2.4300 | $0.9300 | $-1,500 | $-1,190 | SCHED |
| 2026-02-11 | Wednesday | 2026-02-13 | $206.03 | 200 | 195 | 5 | $0.3800 | $0.4800 | +$100 | $-1,090 | SCHED |
| 2026-02-12 | Thursday | 2026-02-13 | $203.13 | 200 | 195 | 5 | $0.5900 | $1.8600 | +$1,270 | +$180 | SCHED |
| 2026-02-13 | Friday | 2026-02-20 | $198.11 | 195 | 190 | 5 | $1.2800 | $1.1200 | $-160 | +$20 | SCHED |
| 2026-03-09 | Monday | 2026-03-13 | $209.59 | 205 | 200 | 5 | $1.0100 | $0.5500 | $-460 | $-440 | SCHED |
| 2026-03-13 | Friday | 2026-03-20 | $208.84 | 205 | 200 | 5 | $1.2100 | $1.3100 | +$100 | $-340 | SCHED |
| 2026-03-19 | Thursday | 2026-03-20 | $206.96 | 205 | 195 | 10 | $1.2700 | $0.4900 | $-780 | $-1,120 | SCHED |
| 2026-03-24 | Tuesday | 2026-03-27 | $206.97 | 205 | 195 | 10 | $1.9000 | $1.6700 | $-230 | $-1,350 | SCHED |
| 2026-03-26 | Thursday | 2026-03-27 | $207.81 | 205 | 195 | 10 | $0.8000 | $0.6000 | $-200 | $-1,550 | SCHED |
| 2026-03-27 | Friday | 2026-04-10 | $203.69 | 200 | 195 | 5 | $1.9000 | $2.0000 | +$100 | $-1,450 | SCHED |
| 2026-04-02 | Thursday | 2026-04-10 | $205.39 | 200 | 195 | 5 | $1.0800 | $0.5800 | $-500 | $-1,950 | SCHED |
| 2026-05-12 | Tuesday | 2026-05-15 | $264.93 | 260 | 250 | 10 | $1.3000 | $0.9200 | $-380 | $-2,330 | SCHED |
| 2026-05-15 | Friday | 2026-05-22 | $261.24 | 255 | 250 | 5 | $1.1500 | $0.6600 | $-490 | $-2,820 | SCHED |
| 2026-05-19 | Tuesday | 2026-05-22 | $260.27 | 255 | 245 | 10 | $1.3600 | $1.3400 | $-20 | $-2,840 | SCHED |
| 2026-06-01 | Monday | 2026-06-05 | $263.13 | 260 | 250 | 10 | $2.0600 | $2.2000 | +$140 | $-2,700 | SCHED |
| 2026-06-02 | Tuesday | 2026-06-05 | $254.80 | 250 | 240 | 10 | $1.5200 | $0.6500 | $-870 | $-3,570 | SCHED |
| 2026-06-10 | Wednesday | 2026-06-12 | $242.59 | 240 | 230 | 10 | $1.7800 | $3.1400 | +$1,360 | $-2,210 | SCHED |
| 2026-06-11 | Thursday | 2026-06-12 | $236.50 | 230 | 225 | 5 | $0.3200 | $0.0500 | $-270 | $-2,480 | ✗ SL80 |
| 2026-06-17 | Wednesday | 2026-06-26 | $242.85 | 240 | 230 | 10 | $2.4900 | $4.0400 | +$1,550 | $-930 | SCHED |
| 2026-06-18 | Thursday | 2026-06-26 | $236.69 | 230 | 225 | 5 | $0.1700 | $0.3000 | +$130 | $-800 | SCHED |
| 2026-06-25 | Thursday | 2026-06-26 | $227.62 | 225 | 215 | 10 | $1.4200 | $0.9100 | $-510 | $-1,310 | SCHED |
| 2026-07-22 | Wednesday | 2026-07-24 | $244.56 | 240 | 230 | 10 | $1.1900 | $1.1100 | $-80 | $-1,390 | SCHED |
| 2026-07-28 | Tuesday | 2026-07-31 | $230.81 | 225 | 220 | 5 | $1.7000 | $1.7500 | +$50 | $-1,340 | SCHED |
| 2026-08-14 | Friday | 2026-08-21 | $265.10 | 260 | 250 | 10 | $1.5500 | $1.7800 | +$230 | $-1,110 | SCHED |
| 2026-08-18 | Tuesday | 2026-08-21 | $259.80 | 255 | 245 | 10 | $1.0600 | $0.9400 | $-120 | $-1,230 | SCHED |
| 2026-08-21 | Friday | 2026-08-28 | $257.33 | 250 | 245 | 5 | $0.7800 | $0.5300 | $-250 | $-1,480 | SCHED |
| 2026-08-26 | Wednesday | 2026-08-28 | $259.50 | 255 | 245 | 10 | $1.0400 | $0.5700 | $-470 | $-1,950 | SCHED |
| 2026-09-01 | Tuesday | 2026-09-04 | $254.77 | 250 | 240 | 10 | $1.1100 | $1.0200 | $-90 | $-2,040 | SCHED |
| 2026-09-08 | Tuesday | 2026-09-11 | $256.90 | 250 | 245 | 5 | $0.5900 | $0.5500 | $-40 | $-2,080 | SCHED |
| 2026-09-15 | Tuesday | 2026-09-18 | $252.68 | 250 | 240 | 10 | $1.6600 | $3.6000 | +$1,940 | $-140 | SCHED |
| 2026-09-16 | Wednesday | 2026-09-18 | $247.02 | 240 | 235 | 5 | $0.4200 | $0.5200 | +$100 | $-40 | SCHED |
| 2026-09-23 | Wednesday | 2026-09-25 | $251.40 | 245 | 240 | 5 | $0.3600 | $0.6000 | +$240 | +$200 | SCHED |
| 2026-10-15 | Thursday | 2026-10-16 | $249.98 | 245 | 235 | 10 | $0.5500 | $0.0400 | $-510 | $-310 | ✗ SL80 |
| 2026-10-23 | Friday | 2026-10-30 | $247.05 | 240 | 235 | 5 | $1.8200 | $1.7900 | $-30 | $-340 | SCHED |