Iron Butterfly Backtest — SPY (2026-01-01 to 2026-09-07)

Trades priced: 155/170 Total net credit: $1,025.32 Total net debit: $1,022.54 Total P&L: $278.00 Avg P&L/trade: $1.79 Win rate: 63.2% (98W / 56L) Best: $108.00 (2026-02-05) Worst: $-283.00 (2026-08-04)
DateEntry PxExit PxLegs (LP/SP/SC/LC) Net CreditNet DebitP&L
2026-01-02685.71683.04676.0/686.0/686.0/696.06.446.2024.00
2026-01-05686.54687.905677.0/687.0/687.0/697.06.175.9423.00
2026-01-06687.93692.16678.0/688.0/688.0/698.05.476.30-83.00
2026-01-07692.2689.67682.0/692.0/692.0/702.04.794.5326.00
2026-01-08688.81689.49679.0/689.0/689.0/699.04.444.386.00
2026-01-09690.65694.845681.0/691.0/691.0/701.06.686.97-29.00
2026-01-12690.68695.265681.0/691.0/691.0/701.06.396.83-44.00
2026-01-13695.52692.25686.0/696.0/696.0/706.05.415.374.00
2026-01-14691.0690.23681.0/691.0/691.0/701.05.654.7689.00
2026-01-15694.57691.74685.0/695.0/695.0/705.03.683.73-5.00
2026-01-16693.67692.21684.0/694.0/694.0/704.06.145.6945.00
2026-01-20681.49677.09671.0/681.0/681.0/691.07.476.6483.00
2026-01-21679.65686.01670.0/680.0/680.0/690.06.446.75-31.00
2026-01-22689.85687.765680.0/690.0/690.0/700.04.113.4764.00
2026-01-23688.15689.305678.0/688.0/688.0/698.07.297.1415.00
2026-01-26690.47693.64680.0/690.0/690.0/700.06.957.25-30.00
2026-01-27694.18695.99684.0/694.0/694.0/704.06.166.57-41.00
2026-01-28697.06695.39687.0/697.0/697.0/707.05.915.2269.00
2026-01-29696.35692.59686.0/696.0/696.0/706.04.754.2550.00
2026-01-30691.78690.5003682.0/692.0/692.0/702.07.267.260.00
2026-02-02689.58695.37680.0/690.0/690.0/700.07.117.59-48.00
2026-02-03696.21688.73686.0/696.0/696.0/706.06.186.135.00
2026-02-04690.35688.26680.0/690.0/690.0/700.06.456.405.00
2026-02-05680.94678.04671.0/681.0/681.0/691.07.176.09108.00
2026-02-06681.46690.245671.0/681.0/681.0/691.08.088.69-61.00
2026-02-09689.42694.485679.0/689.0/689.0/699.07.287.95-67.00
2026-02-10694.95692.9898685.0/695.0/695.0/705.06.415.8160.00
2026-02-11696.43692.89686.0/696.0/696.0/706.05.624.7686.00
2026-02-12694.28683.16684.0/694.0/694.0/704.04.907.59-269.00
2026-02-13681.68680.69672.0/682.0/682.0/692.07.997.8613.00
2026-02-17680.12682.47670.0/680.0/680.0/690.07.527.2626.00
2026-02-18684.01685.3503674.0/684.0/684.0/694.06.926.4448.00
2026-02-19683.86683.27674.0/684.0/684.0/694.06.115.09102.00
2026-02-20682.32688.7301672.0/682.0/682.0/692.08.008.27-27.00
2026-02-23687.82681.505678.0/688.0/688.0/698.07.476.6780.00
2026-02-24681.9686.83672.0/682.0/682.0/692.07.657.94-29.00
2026-02-25690.19693.12680.0/690.0/690.0/700.06.606.70-10.00
2026-02-26693.28689.251683.0/693.0/693.0/703.04.794.1762.00
2026-02-27683.06684.835673.0/683.0/683.0/693.08.238.0914.00
2026-03-02678.7685.95669.0/679.0/679.0/689.08.169.18-102.00
2026-03-03675.05680.59665.0/675.0/675.0/685.08.078.14-7.00
2026-03-04681.63686.25672.0/682.0/682.0/692.07.187.49-31.00
2026-03-05682.07680.05672.0/682.0/682.0/692.06.575.6394.00
2026-03-06673.39673.11663.0/673.0/673.0/683.08.768.6511.00
2026-03-09666.39678.29656.0/666.0/666.0/676.08.568.63-7.00
2026-03-10677.71678.0668.0/678.0/678.0/688.07.858.16-31.00
2026-03-11677.54676.01668.0/678.0/678.0/688.07.116.6744.00
2026-03-12671.13667.42661.0/671.0/671.0/681.06.616.0952.00
2026-03-13669.28661.59659.0/669.0/669.0/679.08.728.1062.00
2026-03-16668.34669.02658.0/668.0/668.0/678.08.178.125.00
2026-03-17672.35671.075662.0/672.0/672.0/682.07.727.1458.00
2026-03-18668.33662.41658.0/668.0/668.0/678.07.216.8239.00
2026-03-19656.97660.34647.0/657.0/657.0/667.06.695.7891.00
2026-03-20656.51645.69647.0/657.0/657.0/667.06.048.48-244.00
2026-03-23658.04657.645648.0/658.0/658.0/668.08.127.9616.00
2026-03-24651.32653.95641.0/651.0/651.0/661.08.007.7723.00
2026-03-25658.68656.31649.0/659.0/659.0/669.07.246.7252.00
2026-03-26652.05645.99642.0/652.0/652.0/662.06.476.2225.00
2026-03-27642.525634.3665633/643/643/653N/AN/AN/A
2026-03-30640.12630.525630/640/640/650N/AN/AN/A
2026-03-31638.94650.45629/639/639/649N/AN/AN/A
2026-04-01653.88656.42644/654/654/664N/AN/AN/A
2026-04-02646.42654.97636/646/646/656N/AN/AN/A
2026-04-06655.86658.07646.0/656.0/656.0/666.07.938.06-13.00
2026-04-07656.64656.425647.0/657.0/657.0/667.07.818.00-19.00
2026-04-08676.39674.57666.0/676.0/676.0/686.06.035.5548.00
2026-04-09674.84680.3001665.0/675.0/675.0/685.05.056.18-113.00
2026-04-10681.3678.935671.0/681.0/681.0/691.07.276.8641.00
2026-04-13677.4684.13667.0/677.0/677.0/687.07.157.93-78.00
2026-04-14687.69694.1793678.0/688.0/688.0/698.06.187.49-131.00
2026-04-15695.26699.37685.0/695.0/695.0/705.05.226.54-132.00
2026-04-16701.06701.39690.0/701.0/701.0/712.04.453.8362.00
2026-04-17706.15710.12695.0/706.0/706.0/717.07.437.72-29.00
2026-04-20708.79707.87698.0/709.0/709.0/720.07.417.2318.00
2026-04-21710.28706.04699.0/710.0/710.0/721.06.927.20-28.00
2026-04-22709.18710.46698.0/709.0/709.0/720.06.065.7630.00
2026-04-23709.5707.92699.0/710.0/710.0/721.04.984.6335.00
2026-04-24710.75713.79700.0/711.0/711.0/722.08.278.50-23.00
2026-04-27713.17715.2702.0/713.0/713.0/724.07.727.84-12.00
2026-04-28711.82711.72701.0/712.0/712.0/723.07.317.2011.00
2026-04-29711.0710.78700.0/711.0/711.0/722.07.296.9732.00
2026-04-30714.63718.93704.0/715.0/715.0/726.05.425.61-19.00
2026-05-01721.25722.36710.0/721.0/721.0/732.07.607.5010.00
2026-05-04720.07717.86709.0/720.0/720.0/731.07.046.7529.00
2026-05-05721.77724.775711.0/722.0/722.0/733.06.376.58-21.00
2026-05-06728.17733.89717.0/728.0/728.0/739.05.487.30-182.00
2026-05-07735.05731.345724.0/735.0/735.0/746.04.524.3814.00
2026-05-08734.94737.21724.0/735.0/735.0/746.07.397.64-25.00
2026-05-11736.46738.55725.0/736.0/736.0/747.07.237.45-22.00
2026-05-12736.9737.66726.0/737.0/737.0/748.06.626.3923.00
2026-05-13738.45743.43727.0/738.0/738.0/749.05.976.91-94.00
2026-05-14743.66748.605733.0/744.0/744.0/755.05.045.86-82.00
2026-05-15741.8740.61731.0/742.0/742.0/753.08.167.8432.00
2026-05-18739.82737.3729.0/740.0/740.0/751.07.607.4515.00
2026-05-19734.75734.07724.0/735.0/735.0/746.07.487.0543.00
2026-05-20735.7741.29725.0/736.0/736.0/747.06.897.43-54.00
2026-05-21738.67742.6728.0/739.0/739.0/750.05.885.6424.00
2026-05-22746.24745.79735.0/746.0/746.0/757.07.687.1652.00
2026-05-26750.01750.27739.0/750.0/750.0/761.06.466.1729.00
2026-05-27750.9750.705740.0/751.0/751.0/762.05.734.9380.00
2026-05-28750.25754.93739.0/750.0/750.0/761.04.675.84-117.00
2026-05-29755.9757.41745.0/756.0/756.0/767.07.277.216.00
2026-06-01755.34759.12744.0/755.0/755.0/766.06.957.41-46.00
2026-06-02757.02759.34746.0/757.0/757.0/768.06.426.2913.00
2026-06-03758.14755.41747.0/758.0/758.0/769.05.755.0768.00
2026-06-04752.1757.92741.0/752.0/752.0/763.04.946.59-165.00
2026-06-05752.31737.96741.0/752.0/752.0/763.07.258.17-92.00
2026-06-08743.36739.15732.0/743.0/743.0/754.07.867.0482.00
2026-06-09743.63732.68733.0/744.0/744.0/755.07.006.919.00
2026-06-10733.39727.31722.0/733.0/733.0/744.07.837.4439.00
2026-06-11728.77739.32718.0/729.0/729.0/740.07.148.35-121.00
2026-06-12740.77740.77730/741/741/752N/AN/AN/A
2026-06-15751.85754.44741/752/752/763N/AN/AN/A
2026-06-16754.58750.63744/755/755/766N/AN/AN/A
2026-06-17751.29739.48740/751/751/762N/AN/AN/A
2026-06-18747.77746.89737/748/748/759N/AN/AN/A
2026-06-22747.64743.53737.0/748.0/748.0/759.07.266.8343.00
2026-06-23733.74734.57723.0/734.0/734.0/745.07.977.6532.00
2026-06-24735.14731.8724.0/735.0/735.0/746.07.306.9337.00
2026-06-25738.89731.95728.0/739.0/739.0/750.05.886.29-41.00
2026-06-26728.95732.44718/729/729/740N/AN/AN/A
2026-06-29736.56740.81726/737/737/748N/AN/AN/A
2026-06-30741.29746.85730/741/741/752N/AN/AN/A
2026-07-01744.96746.675734/745/745/756N/AN/AN/A
2026-07-02747.4743.08736/747/747/758N/AN/AN/A
2026-07-06748.69751.78738.0/749.0/749.0/760.06.546.477.00
2026-07-07750.27746.59739.0/750.0/750.0/761.05.795.3841.00
2026-07-08743.16745.04732.0/743.0/743.0/754.06.465.9254.00
2026-07-09747.33751.275736.0/747.0/747.0/758.05.055.43-38.00
2026-07-10752.05755.14741.0/752.0/752.0/763.07.067.20-14.00
2026-07-13752.47748.485741.0/752.0/752.0/763.06.906.6525.00
2026-07-14750.89751.96740.0/751.0/751.0/762.06.495.8465.00
2026-07-15754.24753.97743.0/754.0/754.0/765.05.134.5063.00
2026-07-16752.74748.93742.0/753.0/753.0/764.04.434.84-41.00
2026-07-17742.05742.89731.0/742.0/742.0/753.08.127.9319.00
2026-07-20747.06743.15736.0/747.0/747.0/758.07.286.5375.00
2026-07-21746.29748.34735.0/746.0/746.0/757.06.676.71-4.00
2026-07-22746.62747.52736.0/747.0/747.0/758.05.965.6135.00
2026-07-23739.35736.83728.0/739.0/739.0/750.05.955.0986.00
2026-07-24738.54738.18728.0/739.0/739.0/750.08.928.2468.00
2026-07-27744.87739.125734.0/745.0/745.0/756.07.547.3915.00
2026-07-28739.24741.115728.0/739.0/739.0/750.07.917.94-3.00
2026-07-29739.97731.86729.0/740.0/740.0/751.07.847.5331.00
2026-07-30736.05741.7725.0/736.0/736.0/747.06.037.00-97.00
2026-07-31744.68747.45734.0/745.0/745.0/756.07.717.5813.00
2026-08-03749.44758.0499738.0/749.0/749.0/760.07.068.92-186.00
2026-08-04760.62772.91750.0/761.0/761.0/772.05.668.49-283.00
2026-08-05775.84771.525764.0/776.0/776.0/788.06.556.3025.00
2026-08-06770.21768.54758.0/770.0/770.0/782.05.514.43108.00
2026-08-07771.02772.69759.0/771.0/771.0/783.07.327.72-40.00
2026-08-10772.64773.09761.0/773.0/773.0/785.06.986.6038.00
2026-08-11774.53770.955763.0/775.0/775.0/787.06.416.2417.00
2026-08-12774.71772.83763.0/775.0/775.0/787.05.634.7687.00
2026-08-13774.87777.91763.0/775.0/775.0/787.03.804.38-58.00
2026-08-14778.54776.3767.0/779.0/779.0/791.06.806.3050.00
2026-08-17776.18773.015764.0/776.0/776.0/788.06.025.6834.00
2026-08-18768.7767.84757.0/769.0/769.0/781.05.955.2570.00
2026-08-19770.36769.21758.0/770.0/770.0/782.05.164.3185.00
2026-08-20765.95763.41755.0/766.0/766.0/777.04.654.0164.00
2026-08-21766.04766.1699755.0/766.0/766.0/777.07.317.0427.00
2026-08-24764.76763.69754.0/765.0/765.0/776.06.956.6233.00
2026-08-25766.17765.38755.0/766.0/766.0/777.06.546.2628.00
2026-08-26764.68766.77754.0/765.0/765.0/776.06.516.1635.00
2026-08-27768.49770.58756.0/768.0/768.0/780.05.155.096.00
2026-08-28771.76769.6201760.0/772.0/772.0/784.07.286.7256.00
2026-08-31767.33766.66755.0/767.0/767.0/779.06.766.3343.00
2026-09-01762.03761.08751.0/762.0/762.0/773.06.436.2914.00
2026-09-02762.43765.12751.0/762.0/762.0/773.05.846.05-21.00
2026-09-03767.86773.45756.0/768.0/768.0/780.04.456.37-192.00
2026-09-04772.01769.7801760.0/772.0/772.0/784.06.966.3957.00
TOTAL (155 priced)1025.321022.54278.00