| Minimum Net Credit | Entries / Days | Total P&L | Win Rate | Avg / Trade |
|---|---|---|---|---|
| > $0 (none) ← live | 128 / 128 | -$173 | 63.3% | -$1 |
| $100 | 74 / 128 | +$114 | 62.2% | +$2 |
| $150 | 50 / 128 | -$100 | 60.0% | -$2 |
| $200 | 33 / 128 | -$157 | 60.6% | -$5 |
| $250 | 18 / 128 | +$95 | 61.1% | +$5 |
| $300 | 10 / 128 | -$149 | 40.0% | -$15 |
| Leg | Strike | Action | Role |
|---|---|---|---|
| Long Put | Short put − wing | Buy | Downside protection — caps max loss |
| Short Put | ATM − 1.5% | Sell | Lower body of the condor |
| Short Call | ATM + 1.5% | Sell | Upper body of the condor |
| Long Call | Short call + wing | Buy | Upside protection — caps max loss |
| Net credit at entry (9:40 ET) | Maximum profit if SPY finishes inside the short strikes |
| SPY beyond a long wing | Maximum loss = wing width × 100 − credit |
| Avg net credit collected | $143 per contract |
| Exit | Every position is closed at Same day 15:40 ET by a scheduled job, regardless of P&L |
| Average winner | +$25 |
| Average loser | -$47 |
| Best trade | +$100 (2026-03-19) |
| Worst trade | -$272 (2026-02-12) |
| Total gross wins | +$2,022 |
| Total gross losses | -$2,195 |
Total P&L of -$173 over 128 trades. Holding to the scheduled 15:40 ET exit gave back the credit collected on enough days to leave the strategy slightly negative for the period.
The parameter sweep picked a $250 minimum net credit, but it passed on only 18 of the 128 backtest days and never on a live run, so the live script now enters whenever the credit is positive. This page models that: every day with data is traded.
No commissions or slippage are modelled. At $4 per round trip (the slippage assumed in the exit-rule sweep) the total would be -$685.
📋 Full Trade Log is not displayed on mobile devices to prevent page freezing. View this report on a desktop browser to see all 128 trades.
| Entry | Day | Expiry | SPY 9:40 | LP/SP/SC/LC | Credit In | Cost to Close | P&L | Cum P&L | Exit |
|---|---|---|---|---|---|---|---|---|---|
| 2026-01-05 | Monday | 2026-01-09 | $687.00 | 667/677/697/707 | $113 | $78 | +$35 | +$35 | 01-05 15:40 |
| 2026-01-06 | Tuesday | 2026-01-09 | $688.18 | 668/678/698/708 | $66 | $69 | -$3 | +$32 | 01-06 15:40 |
| 2026-01-07 | Wednesday | 2026-01-09 | $692.42 | 672/682/702/712 | $40 | $53 | -$13 | +$19 | 01-07 15:40 |
| 2026-01-08 | Thursday | 2026-01-09 | $688.43 | 668/678/698/708 | $29 | $24 | +$5 | +$24 | 01-08 15:40 |
| 2026-01-12 | Monday | 2026-01-16 | $692.68 | 673/683/703/713 | $122 | $98 | +$24 | +$48 | 01-12 15:40 |
| 2026-01-13 | Tuesday | 2026-01-16 | $695.81 | 676/686/706/716 | $61 | $99 | -$38 | +$10 | 01-13 15:40 |
| 2026-01-14 | Wednesday | 2026-01-16 | $690.63 | 671/681/701/711 | $89 | $48 | +$41 | +$51 | 01-14 15:40 |
| 2026-01-15 | Thursday | 2026-01-16 | $694.05 | 674/684/704/714 | $19 | $23 | -$4 | +$47 | 01-15 15:40 |
| 2026-01-20 | Tuesday | 2026-01-23 | $682.48 | 662/672/692/702 | $218 | $211 | +$7 | +$54 | 01-20 15:40 |
| 2026-01-21 | Wednesday | 2026-01-23 | $680.13 | 660/670/690/700 | $132 | $132 | $0 | +$54 | 01-21 15:40 |
| 2026-01-22 | Thursday | 2026-01-23 | $690.34 | 670/680/700/710 | $26 | $23 | +$3 | +$57 | 01-22 15:40 |
| 2026-01-26 | Monday | 2026-01-30 | $691.71 | 672/682/702/712 | $166 | $146 | +$20 | +$77 | 01-26 15:40 |
| 2026-01-27 | Tuesday | 2026-01-30 | $693.58 | 674/684/704/714 | $111 | $112 | -$1 | +$76 | 01-27 15:40 |
| 2026-01-28 | Wednesday | 2026-01-30 | $697.13 | 677/687/707/717 | $83 | $80 | +$3 | +$79 | 01-28 15:40 |
| 2026-01-29 | Thursday | 2026-01-30 | $695.40 | 675/685/705/715 | $45 | $44 | +$1 | +$80 | 01-29 15:40 |
| 2026-02-02 | Monday | 2026-02-06 | $691.95 | 672/682/702/712 | $200 | $159 | +$41 | +$121 | 02-02 15:40 |
| 2026-02-03 | Tuesday | 2026-02-06 | $695.74 | 676/686/706/716 | $95 | $223 | -$128 | -$7 | 02-03 15:40 |
| 2026-02-04 | Wednesday | 2026-02-06 | $690.61 | 671/681/701/711 | $149 | $153 | -$4 | -$11 | 02-04 15:40 |
| 2026-02-05 | Thursday | 2026-02-06 | $682.49 | 662/672/692/702 | $190 | $146 | +$44 | +$33 | 02-05 15:40 |
| 2026-02-09 | Monday | 2026-02-13 | $691.14 | 671/681/701/711 | $211 | $191 | +$20 | +$53 | 02-09 15:40 |
| 2026-02-10 | Tuesday | 2026-02-13 | $694.38 | 674/684/704/714 | $139 | $113 | +$26 | +$79 | 02-10 15:40 |
| 2026-02-11 | Wednesday | 2026-02-13 | $695.31 | 675/685/705/715 | $66 | $76 | -$10 | +$69 | 02-11 15:40 |
| 2026-02-12 | Thursday | 2026-02-13 | $694.81 | 675/685/705/715 | $44 | $316 | -$272 | -$203 | 02-12 15:40 |
| 2026-02-17 | Tuesday | 2026-02-20 | $682.48 | 662/672/692/702 | $254 | $203 | +$51 | -$152 | 02-17 15:40 |
| 2026-02-18 | Wednesday | 2026-02-20 | $684.25 | 664/674/694/704 | $158 | $101 | +$57 | -$95 | 02-18 15:40 |
| 2026-02-19 | Thursday | 2026-02-20 | $683.64 | 664/674/694/704 | $113 | $61 | +$52 | -$43 | 02-19 15:40 |
| 2026-02-23 | Monday | 2026-02-27 | $689.56 | 670/680/700/710 | $232 | $296 | -$64 | -$107 | 02-23 15:40 |
| 2026-02-24 | Tuesday | 2026-02-27 | $682.27 | 662/672/692/702 | $318 | $275 | +$43 | -$64 | 02-24 15:40 |
| 2026-02-25 | Wednesday | 2026-02-27 | $691.14 | 671/681/701/711 | $104 | $90 | +$14 | -$50 | 02-25 15:40 |
| 2026-02-26 | Thursday | 2026-02-27 | $692.19 | 672/682/702/712 | $62 | $43 | +$19 | -$31 | 02-26 15:40 |
| 2026-03-02 | Monday | 2026-03-06 | $681.00 | 661/671/691/701 | $359 | $392 | -$33 | -$64 | 03-02 15:40 |
| 2026-03-03 | Tuesday | 2026-03-06 | $675.76 | 656/666/686/696 | $362 | $365 | -$3 | -$67 | 03-03 15:40 |
| 2026-03-04 | Wednesday | 2026-03-06 | $681.02 | 661/671/691/701 | $235 | $199 | +$36 | -$31 | 03-04 15:40 |
| 2026-03-05 | Thursday | 2026-03-06 | $683.66 | 664/674/694/704 | $124 | $120 | +$4 | -$27 | 03-05 15:40 |
| 2026-03-09 | Monday | 2026-03-13 | $664.74 | 645/655/675/685 | $516 | $659 | -$143 | -$170 | 03-09 15:40 |
| 2026-03-10 | Tuesday | 2026-03-13 | $677.24 | 657/667/687/697 | $310 | $357 | -$47 | -$217 | 03-10 15:40 |
| 2026-03-11 | Wednesday | 2026-03-13 | $678.38 | 658/668/688/698 | $222 | $168 | +$54 | -$163 | 03-11 15:40 |
| 2026-03-12 | Thursday | 2026-03-13 | $671.36 | 651/661/681/691 | $163 | $147 | +$16 | -$147 | 03-12 15:40 |
| 2026-03-16 | Monday | 2026-03-20 | $669.02 | 649/659/679/689 | $400 | $358 | +$42 | -$105 | 03-16 15:40 |
| 2026-03-17 | Tuesday | 2026-03-20 | $673.90 | 654/664/684/694 | $244 | $223 | +$21 | -$84 | 03-17 15:40 |
| 2026-03-18 | Wednesday | 2026-03-20 | $669.08 | 649/659/679/689 | $223 | $284 | -$61 | -$145 | 03-18 15:40 |
| 2026-03-19 | Thursday | 2026-03-20 | $656.24 | 636/646/666/676 | $199 | $99 | +$100 | -$45 | 03-19 15:40 |
| 2026-03-23 | Monday | 2026-03-27 | $658.28 | 638/648/668/678 | $394 | $410 | -$16 | -$61 | 03-23 15:40 |
| 2026-03-24 | Tuesday | 2026-03-27 | $651.31 | 631/641/661/671 | $443 | $392 | +$51 | -$10 | 03-24 15:40 |
| 2026-03-25 | Wednesday | 2026-03-27 | $659.92 | 640/650/670/680 | $237 | $214 | +$23 | +$13 | 03-25 15:40 |
| 2026-03-26 | Thursday | 2026-03-27 | $650.81 | 631/641/661/671 | $159 | $157 | +$2 | +$15 | 03-26 15:40 |
| 2026-04-06 | Monday | 2026-04-10 | $656.56 | 637/647/667/677 | $381 | $351 | +$30 | +$45 | 04-06 15:40 |
| 2026-04-07 | Tuesday | 2026-04-10 | $655.19 | 635/645/665/675 | $384 | $457 | -$73 | -$28 | 04-07 15:40 |
| 2026-04-08 | Wednesday | 2026-04-10 | $675.42 | 655/665/685/695 | $114 | $118 | -$4 | -$32 | 04-08 15:40 |
| 2026-04-09 | Thursday | 2026-04-10 | $675.12 | 655/665/685/695 | $56 | $57 | -$1 | -$33 | 04-09 15:40 |
| 2026-04-13 | Monday | 2026-04-17 | $677.25 | 657/667/687/697 | $234 | $331 | -$97 | -$130 | 04-13 15:40 |
| 2026-04-14 | Tuesday | 2026-04-17 | $689.04 | 669/679/699/709 | $118 | $188 | -$70 | -$200 | 04-14 15:40 |
| 2026-04-15 | Wednesday | 2026-04-17 | $696.28 | 676/686/706/716 | $74 | $89 | -$15 | -$215 | 04-15 15:40 |
| 2026-04-16 | Thursday | 2026-04-17 | $700.65 | 679/690/712/723 | $38 | $13 | +$25 | -$190 | 04-16 15:40 |
| 2026-04-20 | Monday | 2026-04-24 | $708.60 | 687/698/720/731 | $204 | $199 | +$5 | -$185 | 04-20 15:40 |
| 2026-04-21 | Tuesday | 2026-04-24 | $709.04 | 687/698/720/731 | $186 | $204 | -$18 | -$203 | 04-21 15:40 |
| 2026-04-22 | Wednesday | 2026-04-24 | $708.88 | 687/698/720/731 | $94 | $54 | +$40 | -$163 | 04-22 15:40 |
| 2026-04-23 | Thursday | 2026-04-24 | $710.25 | 688/699/721/732 | $43 | $42 | +$1 | -$162 | 04-23 15:40 |
| 2026-04-27 | Monday | 2026-05-01 | $714.36 | 692/703/725/736 | $254 | $223 | +$31 | -$131 | 04-27 15:40 |
| 2026-04-28 | Tuesday | 2026-05-01 | $712.05 | 690/701/723/734 | $218 | $169 | +$49 | -$82 | 04-28 15:40 |
| 2026-04-29 | Wednesday | 2026-05-01 | $710.55 | 689/700/722/733 | $172 | $149 | +$23 | -$59 | 04-29 15:40 |
| 2026-04-30 | Thursday | 2026-05-01 | $711.84 | 690/701/723/734 | $73 | $56 | +$17 | -$42 | 04-30 15:40 |
| 2026-05-04 | Monday | 2026-05-08 | $719.84 | 698/709/731/742 | $165 | $165 | $0 | -$42 | 05-04 15:40 |
| 2026-05-05 | Tuesday | 2026-05-08 | $722.03 | 700/711/733/744 | $101 | $90 | +$11 | -$31 | 05-05 15:40 |
| 2026-05-06 | Wednesday | 2026-05-08 | $729.08 | 707/718/740/751 | $63 | $82 | -$19 | -$50 | 05-06 15:40 |
| 2026-05-07 | Thursday | 2026-05-08 | $734.52 | 713/724/746/757 | $45 | $39 | +$6 | -$44 | 05-07 15:40 |
| 2026-05-11 | Monday | 2026-05-15 | $737.61 | 716/727/749/760 | $172 | $158 | +$14 | -$30 | 05-11 15:40 |
| 2026-05-12 | Tuesday | 2026-05-15 | $736.08 | 714/725/747/758 | $139 | $108 | +$31 | +$1 | 05-12 15:40 |
| 2026-05-13 | Wednesday | 2026-05-15 | $736.79 | 715/726/748/759 | $95 | $137 | -$42 | -$41 | 05-13 15:40 |
| 2026-05-14 | Thursday | 2026-05-15 | $745.32 | 723/734/756/767 | $48 | $18 | +$30 | -$11 | 05-14 15:40 |
| 2026-05-18 | Monday | 2026-05-22 | $738.72 | 717/728/750/761 | $253 | $237 | +$16 | +$5 | 05-18 15:40 |
| 2026-05-19 | Tuesday | 2026-05-22 | $735.36 | 713/724/746/757 | $251 | $180 | +$71 | +$76 | 05-19 15:40 |
| 2026-05-20 | Wednesday | 2026-05-22 | $734.89 | 713/724/746/757 | $169 | $196 | -$27 | +$49 | 05-20 15:40 |
| 2026-05-21 | Thursday | 2026-05-22 | $737.69 | 716/727/749/760 | $70 | $42 | +$28 | +$77 | 05-21 15:40 |
| 2026-05-26 | Tuesday | 2026-05-29 | $749.72 | 728/739/761/772 | $119 | $91 | +$28 | +$105 | 05-26 15:40 |
| 2026-05-27 | Wednesday | 2026-05-29 | $750.52 | 729/740/762/773 | $78 | $37 | +$41 | +$146 | 05-27 15:40 |
| 2026-05-28 | Thursday | 2026-05-29 | $749.38 | 727/738/760/771 | $30 | $28 | +$2 | +$148 | 05-28 15:40 |
| 2026-06-01 | Monday | 2026-06-05 | $756.26 | 734/745/767/778 | $149 | $134 | +$15 | +$163 | 06-01 15:40 |
| 2026-06-02 | Tuesday | 2026-06-05 | $756.99 | 735/746/768/779 | $99 | $75 | +$24 | +$187 | 06-02 15:40 |
| 2026-06-03 | Wednesday | 2026-06-05 | $757.87 | 736/747/769/780 | $60 | $57 | +$3 | +$190 | 06-03 15:40 |
| 2026-06-04 | Thursday | 2026-06-05 | $752.92 | 731/742/764/775 | $33 | $16 | +$17 | +$207 | 06-04 15:40 |
| 2026-06-08 | Monday | 2026-06-12 | $741.62 | 720/731/753/764 | $272 | $229 | +$43 | +$250 | 06-08 15:40 |
| 2026-06-09 | Tuesday | 2026-06-12 | $744.43 | 722/733/755/766 | $180 | $378 | -$198 | +$52 | 06-09 15:40 |
| 2026-06-10 | Wednesday | 2026-06-12 | $734.59 | 713/724/746/757 | $268 | $291 | -$23 | +$29 | 06-10 15:40 |
| 2026-06-11 | Thursday | 2026-06-12 | $727.26 | 705/716/738/749 | $205 | $403 | -$198 | -$169 | 06-11 15:40 |
| 2026-06-22 | Monday | 2026-06-26 | $749.80 | 728/739/761/772 | $171 | $207 | -$36 | -$205 | 06-22 15:40 |
| 2026-06-23 | Tuesday | 2026-06-26 | $734.38 | 712/723/745/756 | $281 | $230 | +$51 | -$154 | 06-23 15:40 |
| 2026-06-24 | Wednesday | 2026-06-26 | $736.34 | 714/725/747/758 | $188 | $194 | -$6 | -$160 | 06-24 15:40 |
| 2026-06-25 | Thursday | 2026-06-26 | $736.99 | 715/726/748/759 | $85 | $94 | -$9 | -$169 | 06-25 15:40 |
| 2026-07-06 | Monday | 2026-07-10 | $748.31 | 726/737/759/770 | $128 | $101 | +$27 | -$142 | 07-06 15:40 |
| 2026-07-07 | Tuesday | 2026-07-10 | $749.48 | 727/738/760/771 | $72 | $82 | -$10 | -$152 | 07-07 15:40 |
| 2026-07-08 | Wednesday | 2026-07-10 | $743.95 | 722/733/755/766 | $93 | $55 | +$38 | -$114 | 07-08 15:40 |
| 2026-07-09 | Thursday | 2026-07-10 | $748.15 | 726/737/759/770 | $40 | $9 | +$31 | -$83 | 07-09 15:40 |
| 2026-07-13 | Monday | 2026-07-17 | $753.22 | 731/742/764/775 | $125 | $184 | -$59 | -$142 | 07-13 15:40 |
| 2026-07-14 | Tuesday | 2026-07-17 | $751.18 | 729/740/762/773 | $110 | $73 | +$37 | -$105 | 07-14 15:40 |
| 2026-07-15 | Wednesday | 2026-07-17 | $754.86 | 733/744/766/777 | $44 | $32 | +$12 | -$93 | 07-15 15:40 |
| 2026-07-16 | Thursday | 2026-07-17 | $751.72 | 730/741/763/774 | $28 | $42 | -$14 | -$107 | 07-16 15:40 |
| 2026-07-20 | Monday | 2026-07-24 | $748.17 | 726/737/759/770 | $164 | $185 | -$21 | -$128 | 07-20 15:40 |
| 2026-07-21 | Tuesday | 2026-07-24 | $745.26 | 723/734/756/767 | $118 | $105 | +$13 | -$115 | 07-21 15:40 |
| 2026-07-22 | Wednesday | 2026-07-24 | $747.41 | 725/736/758/769 | $70 | $47 | +$23 | -$92 | 07-22 15:40 |
| 2026-07-23 | Thursday | 2026-07-24 | $741.42 | 719/730/752/763 | $55 | $75 | -$20 | -$112 | 07-23 15:40 |
| 2026-07-27 | Monday | 2026-07-31 | $744.97 | 723/734/756/767 | $227 | $261 | -$34 | -$146 | 07-27 15:40 |
| 2026-07-28 | Tuesday | 2026-07-31 | $737.79 | 716/727/749/760 | $268 | $264 | +$4 | -$142 | 07-28 15:40 |
| 2026-07-29 | Wednesday | 2026-07-31 | $739.89 | 718/729/751/762 | $222 | $276 | -$54 | -$196 | 07-29 15:40 |
| 2026-07-30 | Thursday | 2026-07-31 | $735.31 | 713/724/746/757 | $86 | $93 | -$7 | -$203 | 07-30 15:40 |
| 2026-08-03 | Monday | 2026-08-07 | $751.70 | 730/741/763/774 | $123 | $156 | -$33 | -$236 | 08-03 15:40 |
| 2026-08-04 | Tuesday | 2026-08-07 | $761.96 | 740/751/773/784 | $94 | $349 | -$255 | -$491 | 08-04 15:40 |
| 2026-08-05 | Wednesday | 2026-08-07 | $776.53 | 753/765/789/801 | $151 | $92 | +$59 | -$432 | 08-05 15:40 |
| 2026-08-06 | Thursday | 2026-08-07 | $769.71 | 746/758/782/794 | $38 | $18 | +$20 | -$412 | 08-06 15:40 |
| 2026-08-10 | Monday | 2026-08-14 | $772.79 | 749/761/785/797 | $105 | $103 | +$2 | -$410 | 08-10 15:40 |
| 2026-08-11 | Tuesday | 2026-08-14 | $773.12 | 749/761/785/797 | $84 | $79 | +$5 | -$405 | 08-11 15:40 |
| 2026-08-12 | Wednesday | 2026-08-14 | $772.89 | 749/761/785/797 | $44 | $20 | +$24 | -$381 | 08-12 15:40 |
| 2026-08-13 | Thursday | 2026-08-14 | $776.44 | 752/764/788/800 | $9 | $8 | +$1 | -$380 | 08-13 15:40 |
| 2026-08-17 | Monday | 2026-08-21 | $775.45 | 751/763/787/799 | $62 | $66 | -$4 | -$384 | 08-17 15:40 |
| 2026-08-18 | Tuesday | 2026-08-21 | $769.11 | 745/757/781/793 | $70 | $52 | +$18 | -$366 | 08-18 15:40 |
| 2026-08-19 | Wednesday | 2026-08-21 | $769.53 | 746/758/782/794 | $37 | $26 | +$11 | -$355 | 08-19 15:40 |
| 2026-08-20 | Thursday | 2026-08-21 | $767.32 | 743/755/779/791 | $23 | $31 | -$8 | -$363 | 08-20 15:40 |
| 2026-08-24 | Monday | 2026-08-28 | $763.36 | 741/752/774/785 | $174 | $146 | +$28 | -$335 | 08-24 15:40 |
| 2026-08-25 | Tuesday | 2026-08-28 | $766.18 | 744/755/777/788 | $133 | $95 | +$38 | -$297 | 08-25 15:40 |
| 2026-08-26 | Wednesday | 2026-08-28 | $765.53 | 744/755/777/788 | $91 | $73 | +$18 | -$279 | 08-26 15:40 |
| 2026-08-27 | Thursday | 2026-08-28 | $768.23 | 744/756/780/792 | $21 | $7 | +$14 | -$265 | 08-27 15:40 |
| 2026-08-31 | Monday | 2026-09-04 | $766.25 | 744/755/777/788 | $121 | $93 | +$28 | -$237 | 08-31 15:40 |
| 2026-09-01 | Tuesday | 2026-09-04 | $761.76 | 740/751/773/784 | $108 | $108 | $0 | -$237 | 09-01 15:40 |
| 2026-09-02 | Wednesday | 2026-09-04 | $762.45 | 740/751/773/784 | $70 | $46 | +$24 | -$213 | 09-02 15:40 |
| 2026-09-03 | Thursday | 2026-09-04 | $769.74 | 746/758/782/794 | $19 | $10 | +$9 | -$204 | 09-03 15:40 |
| 2026-09-08 | Tuesday | 2026-09-11 | $768.12 | 744/756/780/792 | $85 | $76 | +$9 | -$195 | 09-08 15:40 |
| 2026-09-09 | Wednesday | 2026-09-11 | $763.83 | 742/753/775/786 | $87 | $76 | +$11 | -$184 | 09-09 15:40 |
| 2026-09-10 | Thursday | 2026-09-11 | $758.42 | 736/747/769/780 | $62 | $51 | +$11 | -$173 | 09-10 15:40 |