| Filter | Status |
|---|---|
| None — all days traded | |
| Avg credit ratio (traded days) | 0.444 (15.55/35) |
| Avg straddle % of TSLA (traded days) | 4.346% |
| Leg | Strike | Action | Role |
|---|---|---|---|
| Long Put | ATM − $35 | Buy | Outer put wing — defines max loss on downside |
| Short Put | ATM | Sell | ATM short — max profit zone (butterfly body) |
| Short Call | ATM | Sell | ATM short — max profit zone (butterfly body) |
| Long Call | ATM + $35 | Buy | Outer call wing — defines max loss on upside |
| Net credit at open (9:40 ET) | Max profit = credit × 100 × 40 (at expiry if QQQ = ATM) |
| QQQ moves > $10 from ATM | Max loss = ($35 − credit) × 100 × 11 |
| Avg net credit collected | $15.5497 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 profit |
| Average winner | +$1,351 |
| Average loser | $-1,963 |
| Best trade | +$3,564 (2026-05-14) |
| Worst trade | $-7,205 (2026-05-11) |
| Total gross wins | +$21,615 |
| Total gross losses | $-29,447 |
Total P&L of $-7,832 over 31 trades. Elevated QQQ realized volatility caused frequent wing breaches during this period.
The live script monitors positions every 5 minutes and can exit intraday. This backtest applies +90%/−80% thresholds at the 14:20 ET bar close only, understating how often stops would trigger intraday. Real performance may differ.
With TSLA trading near $380–430, a ±$35 wing is approximately 8% of price. TSLA is known for high intraday volatility and can easily move more than $35 on earnings or macro events. Consider widening wings (±$40–$50) or reducing QTY for live trading.
📋 Full Trade Log is not displayed on mobile devices to prevent page freezing. View this report on a desktop browser to see all 31 trades.
| Date | Day | Expiry | TSLA Open | ATM | LP/SP/SC/LC | Credit Open | Cr/Wing | Straddle% | Credit Close | P&L | Cum P&L | Exit |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026-01-13 | Tuesday | 2026-01-16 | $449.61 | 450 | 415/450/450/485 | $13.5100 | 0.386 | 3.147% | $13.8100 | $-330 | $-330 | SCHED |
| 2026-01-20 | Tuesday | 2026-01-23 | $425.34 | 425 | 390/425/425/460 | $14.1900 | 0.405 | 3.578% | $13.3400 | +$935 | +$605 | SCHED |
| 2026-01-26 | Monday | 2026-01-30 | $439.90 | 440 | 405/440/440/475 | $21.7400 | 0.621 | 6.092% | $22.4400 | $-770 | $-165 | SCHED |
| 2026-01-28 | Wednesday | 2026-01-30 | $434.90 | 435 | 400/435/435/470 | $20.8500 | 0.596 | 5.755% | $21.0300 | $-198 | $-363 | SCHED |
| 2026-02-05 | Thursday | 2026-02-06 | $400.16 | 400 | 365/400/400/435 | $12.3600 | 0.353 | 3.206% | $10.7600 | +$1,760 | +$1,397 | SCHED |
| 2026-02-06 | Friday | 2026-02-13 | $404.81 | 405 | 370/405/405/440 | $18.7400 | 0.535 | 5.442% | $18.4400 | +$330 | +$1,727 | SCHED |
| 2026-02-18 | Wednesday | 2026-02-20 | $410.13 | 410 | 375/410/410/445 | $12.7200 | 0.363 | 3.262% | $11.6900 | +$1,133 | +$2,860 | SCHED |
| 2026-02-19 | Thursday | 2026-02-20 | $405.31 | 405 | 370/405/405/440 | $10.2700 | 0.293 | 2.628% | $9.4500 | +$902 | +$3,762 | SCHED |
| 2026-02-20 | Friday | 2026-02-27 | $410.17 | 410 | 375/410/410/445 | $16.5400 | 0.473 | 4.644% | $16.0200 | +$572 | +$4,334 | SCHED |
| 2026-02-23 | Monday | 2026-02-27 | $404.89 | 405 | 370/405/405/440 | $14.8100 | 0.423 | 3.959% | $12.9900 | +$2,002 | +$6,336 | SCHED |
| 2026-02-27 | Friday | 2026-03-06 | $405.17 | 405 | 370/405/405/440 | $16.3300 | 0.467 | 4.541% | $16.6800 | $-385 | +$5,951 | SCHED |
| 2026-03-05 | Thursday | 2026-03-06 | $404.98 | 405 | 370/405/405/440 | $9.5300 | 0.272 | 2.383% | $8.7400 | +$869 | +$6,820 | SCHED |
| 2026-03-18 | Wednesday | 2026-03-20 | $400.03 | 400 | 365/400/400/435 | $10.7400 | 0.307 | 2.777% | $9.4800 | +$1,386 | +$8,206 | SCHED |
| 2026-03-23 | Monday | 2026-03-27 | $380.24 | 380 | 345/380/380/415 | $14.2200 | 0.406 | 4.084% | $13.6800 | +$594 | +$8,800 | SCHED |
| 2026-03-27 | Friday | 2026-04-10 | $364.68 | 365 | 330/365/365/400 | $23.3900 | 0.668 | 7.941% | $20.2300 | +$3,476 | +$12,276 | SCHED |
| 2026-03-31 | Tuesday | 2026-04-10 | $364.56 | 365 | 330/365/365/400 | $17.9500 | 0.513 | 5.878% | $18.9900 | $-1,144 | +$11,132 | SCHED |
| 2026-04-06 | Monday | 2026-04-10 | $364.62 | 365 | 330/365/365/400 | $14.0400 | 0.401 | 4.114% | $18.6300 | $-5,049 | +$6,083 | SCHED |
| 2026-04-08 | Wednesday | 2026-04-10 | $355.38 | 355 | 320/355/355/390 | $11.3900 | 0.325 | 3.346% | $13.7400 | $-2,585 | +$3,498 | SCHED |
| 2026-04-20 | Monday | 2026-04-24 | $399.75 | 400 | 365/400/400/435 | $20.4800 | 0.585 | 6.341% | $21.0000 | $-572 | +$2,926 | SCHED |
| 2026-04-21 | Tuesday | 2026-04-24 | $390.39 | 390 | 355/390/390/425 | $19.3800 | 0.554 | 5.943% | $19.4900 | $-121 | +$2,805 | SCHED |
| 2026-04-24 | Friday | 2026-05-01 | $380.26 | 380 | 345/380/380/415 | $16.8900 | 0.483 | 5.054% | $16.3400 | +$605 | +$3,410 | SCHED |
| 2026-05-11 | Monday | 2026-05-15 | $420.14 | 420 | 385/420/420/455 | $16.2600 | 0.465 | 4.351% | $22.8100 | $-7,205 | $-3,795 | SCHED |
| 2026-05-14 | Thursday | 2026-05-15 | $444.81 | 445 | 410/445/445/480 | $14.5500 | 0.416 | 3.536% | $11.3100 | +$3,564 | $-231 | SCHED |
| 2026-05-18 | Monday | 2026-05-22 | $415.03 | 415 | 380/415/415/450 | $16.4900 | 0.471 | 4.470% | $17.4600 | $-1,067 | $-1,298 | SCHED |
| 2026-05-29 | Friday | 2026-06-05 | $439.56 | 440 | 405/440/440/475 | $17.6400 | 0.504 | 4.721% | $16.8000 | +$924 | $-374 | SCHED |
| 2026-06-01 | Monday | 2026-06-05 | $424.94 | 425 | 390/425/425/460 | $15.6700 | 0.448 | 4.097% | $15.8700 | $-220 | $-594 | SCHED |
| 2026-06-02 | Tuesday | 2026-06-05 | $414.61 | 415 | 380/415/415/450 | $14.9600 | 0.427 | 3.924% | $16.2300 | $-1,397 | $-1,991 | SCHED |
| 2026-06-03 | Wednesday | 2026-06-05 | $419.81 | 420 | 385/420/420/455 | $13.2500 | 0.379 | 3.335% | $12.6900 | +$616 | $-1,375 | SCHED |
| 2026-06-09 | Tuesday | 2026-06-12 | $415.13 | 415 | 380/415/415/450 | $16.0700 | 0.459 | 4.334% | $20.4100 | $-4,774 | $-6,149 | SCHED |
| 2026-06-18 | Thursday | 2026-06-26 | $390.50 | 390 | 355/390/390/425 | $17.4400 | 0.498 | 5.191% | $20.7400 | $-3,630 | $-9,779 | SCHED |
| 2026-06-25 | Thursday | 2026-06-26 | $374.74 | 375 | 340/375/375/410 | $9.6400 | 0.275 | 2.642% | $7.8700 | +$1,947 | $-7,832 | SCHED |