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)
| Date | Entry Px | Exit Px | Legs (LP/SP/SC/LC) |
Net Credit | Net Debit | P&L |
| 2026-01-02 | 685.71 | 683.04 | 676.0/686.0/686.0/696.0 | 6.44 | 6.20 | 24.00 |
| 2026-01-05 | 686.54 | 687.905 | 677.0/687.0/687.0/697.0 | 6.17 | 5.94 | 23.00 |
| 2026-01-06 | 687.93 | 692.16 | 678.0/688.0/688.0/698.0 | 5.47 | 6.30 | -83.00 |
| 2026-01-07 | 692.2 | 689.67 | 682.0/692.0/692.0/702.0 | 4.79 | 4.53 | 26.00 |
| 2026-01-08 | 688.81 | 689.49 | 679.0/689.0/689.0/699.0 | 4.44 | 4.38 | 6.00 |
| 2026-01-09 | 690.65 | 694.845 | 681.0/691.0/691.0/701.0 | 6.68 | 6.97 | -29.00 |
| 2026-01-12 | 690.68 | 695.265 | 681.0/691.0/691.0/701.0 | 6.39 | 6.83 | -44.00 |
| 2026-01-13 | 695.52 | 692.25 | 686.0/696.0/696.0/706.0 | 5.41 | 5.37 | 4.00 |
| 2026-01-14 | 691.0 | 690.23 | 681.0/691.0/691.0/701.0 | 5.65 | 4.76 | 89.00 |
| 2026-01-15 | 694.57 | 691.74 | 685.0/695.0/695.0/705.0 | 3.68 | 3.73 | -5.00 |
| 2026-01-16 | 693.67 | 692.21 | 684.0/694.0/694.0/704.0 | 6.14 | 5.69 | 45.00 |
| 2026-01-20 | 681.49 | 677.09 | 671.0/681.0/681.0/691.0 | 7.47 | 6.64 | 83.00 |
| 2026-01-21 | 679.65 | 686.01 | 670.0/680.0/680.0/690.0 | 6.44 | 6.75 | -31.00 |
| 2026-01-22 | 689.85 | 687.765 | 680.0/690.0/690.0/700.0 | 4.11 | 3.47 | 64.00 |
| 2026-01-23 | 688.15 | 689.305 | 678.0/688.0/688.0/698.0 | 7.29 | 7.14 | 15.00 |
| 2026-01-26 | 690.47 | 693.64 | 680.0/690.0/690.0/700.0 | 6.95 | 7.25 | -30.00 |
| 2026-01-27 | 694.18 | 695.99 | 684.0/694.0/694.0/704.0 | 6.16 | 6.57 | -41.00 |
| 2026-01-28 | 697.06 | 695.39 | 687.0/697.0/697.0/707.0 | 5.91 | 5.22 | 69.00 |
| 2026-01-29 | 696.35 | 692.59 | 686.0/696.0/696.0/706.0 | 4.75 | 4.25 | 50.00 |
| 2026-01-30 | 691.78 | 690.5003 | 682.0/692.0/692.0/702.0 | 7.26 | 7.26 | 0.00 |
| 2026-02-02 | 689.58 | 695.37 | 680.0/690.0/690.0/700.0 | 7.11 | 7.59 | -48.00 |
| 2026-02-03 | 696.21 | 688.73 | 686.0/696.0/696.0/706.0 | 6.18 | 6.13 | 5.00 |
| 2026-02-04 | 690.35 | 688.26 | 680.0/690.0/690.0/700.0 | 6.45 | 6.40 | 5.00 |
| 2026-02-05 | 680.94 | 678.04 | 671.0/681.0/681.0/691.0 | 7.17 | 6.09 | 108.00 |
| 2026-02-06 | 681.46 | 690.245 | 671.0/681.0/681.0/691.0 | 8.08 | 8.69 | -61.00 |
| 2026-02-09 | 689.42 | 694.485 | 679.0/689.0/689.0/699.0 | 7.28 | 7.95 | -67.00 |
| 2026-02-10 | 694.95 | 692.9898 | 685.0/695.0/695.0/705.0 | 6.41 | 5.81 | 60.00 |
| 2026-02-11 | 696.43 | 692.89 | 686.0/696.0/696.0/706.0 | 5.62 | 4.76 | 86.00 |
| 2026-02-12 | 694.28 | 683.16 | 684.0/694.0/694.0/704.0 | 4.90 | 7.59 | -269.00 |
| 2026-02-13 | 681.68 | 680.69 | 672.0/682.0/682.0/692.0 | 7.99 | 7.86 | 13.00 |
| 2026-02-17 | 680.12 | 682.47 | 670.0/680.0/680.0/690.0 | 7.52 | 7.26 | 26.00 |
| 2026-02-18 | 684.01 | 685.3503 | 674.0/684.0/684.0/694.0 | 6.92 | 6.44 | 48.00 |
| 2026-02-19 | 683.86 | 683.27 | 674.0/684.0/684.0/694.0 | 6.11 | 5.09 | 102.00 |
| 2026-02-20 | 682.32 | 688.7301 | 672.0/682.0/682.0/692.0 | 8.00 | 8.27 | -27.00 |
| 2026-02-23 | 687.82 | 681.505 | 678.0/688.0/688.0/698.0 | 7.47 | 6.67 | 80.00 |
| 2026-02-24 | 681.9 | 686.83 | 672.0/682.0/682.0/692.0 | 7.65 | 7.94 | -29.00 |
| 2026-02-25 | 690.19 | 693.12 | 680.0/690.0/690.0/700.0 | 6.60 | 6.70 | -10.00 |
| 2026-02-26 | 693.28 | 689.251 | 683.0/693.0/693.0/703.0 | 4.79 | 4.17 | 62.00 |
| 2026-02-27 | 683.06 | 684.835 | 673.0/683.0/683.0/693.0 | 8.23 | 8.09 | 14.00 |
| 2026-03-02 | 678.7 | 685.95 | 669.0/679.0/679.0/689.0 | 8.16 | 9.18 | -102.00 |
| 2026-03-03 | 675.05 | 680.59 | 665.0/675.0/675.0/685.0 | 8.07 | 8.14 | -7.00 |
| 2026-03-04 | 681.63 | 686.25 | 672.0/682.0/682.0/692.0 | 7.18 | 7.49 | -31.00 |
| 2026-03-05 | 682.07 | 680.05 | 672.0/682.0/682.0/692.0 | 6.57 | 5.63 | 94.00 |
| 2026-03-06 | 673.39 | 673.11 | 663.0/673.0/673.0/683.0 | 8.76 | 8.65 | 11.00 |
| 2026-03-09 | 666.39 | 678.29 | 656.0/666.0/666.0/676.0 | 8.56 | 8.63 | -7.00 |
| 2026-03-10 | 677.71 | 678.0 | 668.0/678.0/678.0/688.0 | 7.85 | 8.16 | -31.00 |
| 2026-03-11 | 677.54 | 676.01 | 668.0/678.0/678.0/688.0 | 7.11 | 6.67 | 44.00 |
| 2026-03-12 | 671.13 | 667.42 | 661.0/671.0/671.0/681.0 | 6.61 | 6.09 | 52.00 |
| 2026-03-13 | 669.28 | 661.59 | 659.0/669.0/669.0/679.0 | 8.72 | 8.10 | 62.00 |
| 2026-03-16 | 668.34 | 669.02 | 658.0/668.0/668.0/678.0 | 8.17 | 8.12 | 5.00 |
| 2026-03-17 | 672.35 | 671.075 | 662.0/672.0/672.0/682.0 | 7.72 | 7.14 | 58.00 |
| 2026-03-18 | 668.33 | 662.41 | 658.0/668.0/668.0/678.0 | 7.21 | 6.82 | 39.00 |
| 2026-03-19 | 656.97 | 660.34 | 647.0/657.0/657.0/667.0 | 6.69 | 5.78 | 91.00 |
| 2026-03-20 | 656.51 | 645.69 | 647.0/657.0/657.0/667.0 | 6.04 | 8.48 | -244.00 |
| 2026-03-23 | 658.04 | 657.645 | 648.0/658.0/658.0/668.0 | 8.12 | 7.96 | 16.00 |
| 2026-03-24 | 651.32 | 653.95 | 641.0/651.0/651.0/661.0 | 8.00 | 7.77 | 23.00 |
| 2026-03-25 | 658.68 | 656.31 | 649.0/659.0/659.0/669.0 | 7.24 | 6.72 | 52.00 |
| 2026-03-26 | 652.05 | 645.99 | 642.0/652.0/652.0/662.0 | 6.47 | 6.22 | 25.00 |
| 2026-03-27 | 642.525 | 634.3665 | 633/643/643/653 | N/A | N/A | N/A |
| 2026-03-30 | 640.12 | 630.525 | 630/640/640/650 | N/A | N/A | N/A |
| 2026-03-31 | 638.94 | 650.45 | 629/639/639/649 | N/A | N/A | N/A |
| 2026-04-01 | 653.88 | 656.42 | 644/654/654/664 | N/A | N/A | N/A |
| 2026-04-02 | 646.42 | 654.97 | 636/646/646/656 | N/A | N/A | N/A |
| 2026-04-06 | 655.86 | 658.07 | 646.0/656.0/656.0/666.0 | 7.93 | 8.06 | -13.00 |
| 2026-04-07 | 656.64 | 656.425 | 647.0/657.0/657.0/667.0 | 7.81 | 8.00 | -19.00 |
| 2026-04-08 | 676.39 | 674.57 | 666.0/676.0/676.0/686.0 | 6.03 | 5.55 | 48.00 |
| 2026-04-09 | 674.84 | 680.3001 | 665.0/675.0/675.0/685.0 | 5.05 | 6.18 | -113.00 |
| 2026-04-10 | 681.3 | 678.935 | 671.0/681.0/681.0/691.0 | 7.27 | 6.86 | 41.00 |
| 2026-04-13 | 677.4 | 684.13 | 667.0/677.0/677.0/687.0 | 7.15 | 7.93 | -78.00 |
| 2026-04-14 | 687.69 | 694.1793 | 678.0/688.0/688.0/698.0 | 6.18 | 7.49 | -131.00 |
| 2026-04-15 | 695.26 | 699.37 | 685.0/695.0/695.0/705.0 | 5.22 | 6.54 | -132.00 |
| 2026-04-16 | 701.06 | 701.39 | 690.0/701.0/701.0/712.0 | 4.45 | 3.83 | 62.00 |
| 2026-04-17 | 706.15 | 710.12 | 695.0/706.0/706.0/717.0 | 7.43 | 7.72 | -29.00 |
| 2026-04-20 | 708.79 | 707.87 | 698.0/709.0/709.0/720.0 | 7.41 | 7.23 | 18.00 |
| 2026-04-21 | 710.28 | 706.04 | 699.0/710.0/710.0/721.0 | 6.92 | 7.20 | -28.00 |
| 2026-04-22 | 709.18 | 710.46 | 698.0/709.0/709.0/720.0 | 6.06 | 5.76 | 30.00 |
| 2026-04-23 | 709.5 | 707.92 | 699.0/710.0/710.0/721.0 | 4.98 | 4.63 | 35.00 |
| 2026-04-24 | 710.75 | 713.79 | 700.0/711.0/711.0/722.0 | 8.27 | 8.50 | -23.00 |
| 2026-04-27 | 713.17 | 715.2 | 702.0/713.0/713.0/724.0 | 7.72 | 7.84 | -12.00 |
| 2026-04-28 | 711.82 | 711.72 | 701.0/712.0/712.0/723.0 | 7.31 | 7.20 | 11.00 |
| 2026-04-29 | 711.0 | 710.78 | 700.0/711.0/711.0/722.0 | 7.29 | 6.97 | 32.00 |
| 2026-04-30 | 714.63 | 718.93 | 704.0/715.0/715.0/726.0 | 5.42 | 5.61 | -19.00 |
| 2026-05-01 | 721.25 | 722.36 | 710.0/721.0/721.0/732.0 | 7.60 | 7.50 | 10.00 |
| 2026-05-04 | 720.07 | 717.86 | 709.0/720.0/720.0/731.0 | 7.04 | 6.75 | 29.00 |
| 2026-05-05 | 721.77 | 724.775 | 711.0/722.0/722.0/733.0 | 6.37 | 6.58 | -21.00 |
| 2026-05-06 | 728.17 | 733.89 | 717.0/728.0/728.0/739.0 | 5.48 | 7.30 | -182.00 |
| 2026-05-07 | 735.05 | 731.345 | 724.0/735.0/735.0/746.0 | 4.52 | 4.38 | 14.00 |
| 2026-05-08 | 734.94 | 737.21 | 724.0/735.0/735.0/746.0 | 7.39 | 7.64 | -25.00 |
| 2026-05-11 | 736.46 | 738.55 | 725.0/736.0/736.0/747.0 | 7.23 | 7.45 | -22.00 |
| 2026-05-12 | 736.9 | 737.66 | 726.0/737.0/737.0/748.0 | 6.62 | 6.39 | 23.00 |
| 2026-05-13 | 738.45 | 743.43 | 727.0/738.0/738.0/749.0 | 5.97 | 6.91 | -94.00 |
| 2026-05-14 | 743.66 | 748.605 | 733.0/744.0/744.0/755.0 | 5.04 | 5.86 | -82.00 |
| 2026-05-15 | 741.8 | 740.61 | 731.0/742.0/742.0/753.0 | 8.16 | 7.84 | 32.00 |
| 2026-05-18 | 739.82 | 737.3 | 729.0/740.0/740.0/751.0 | 7.60 | 7.45 | 15.00 |
| 2026-05-19 | 734.75 | 734.07 | 724.0/735.0/735.0/746.0 | 7.48 | 7.05 | 43.00 |
| 2026-05-20 | 735.7 | 741.29 | 725.0/736.0/736.0/747.0 | 6.89 | 7.43 | -54.00 |
| 2026-05-21 | 738.67 | 742.6 | 728.0/739.0/739.0/750.0 | 5.88 | 5.64 | 24.00 |
| 2026-05-22 | 746.24 | 745.79 | 735.0/746.0/746.0/757.0 | 7.68 | 7.16 | 52.00 |
| 2026-05-26 | 750.01 | 750.27 | 739.0/750.0/750.0/761.0 | 6.46 | 6.17 | 29.00 |
| 2026-05-27 | 750.9 | 750.705 | 740.0/751.0/751.0/762.0 | 5.73 | 4.93 | 80.00 |
| 2026-05-28 | 750.25 | 754.93 | 739.0/750.0/750.0/761.0 | 4.67 | 5.84 | -117.00 |
| 2026-05-29 | 755.9 | 757.41 | 745.0/756.0/756.0/767.0 | 7.27 | 7.21 | 6.00 |
| 2026-06-01 | 755.34 | 759.12 | 744.0/755.0/755.0/766.0 | 6.95 | 7.41 | -46.00 |
| 2026-06-02 | 757.02 | 759.34 | 746.0/757.0/757.0/768.0 | 6.42 | 6.29 | 13.00 |
| 2026-06-03 | 758.14 | 755.41 | 747.0/758.0/758.0/769.0 | 5.75 | 5.07 | 68.00 |
| 2026-06-04 | 752.1 | 757.92 | 741.0/752.0/752.0/763.0 | 4.94 | 6.59 | -165.00 |
| 2026-06-05 | 752.31 | 737.96 | 741.0/752.0/752.0/763.0 | 7.25 | 8.17 | -92.00 |
| 2026-06-08 | 743.36 | 739.15 | 732.0/743.0/743.0/754.0 | 7.86 | 7.04 | 82.00 |
| 2026-06-09 | 743.63 | 732.68 | 733.0/744.0/744.0/755.0 | 7.00 | 6.91 | 9.00 |
| 2026-06-10 | 733.39 | 727.31 | 722.0/733.0/733.0/744.0 | 7.83 | 7.44 | 39.00 |
| 2026-06-11 | 728.77 | 739.32 | 718.0/729.0/729.0/740.0 | 7.14 | 8.35 | -121.00 |
| 2026-06-12 | 740.77 | 740.77 | 730/741/741/752 | N/A | N/A | N/A |
| 2026-06-15 | 751.85 | 754.44 | 741/752/752/763 | N/A | N/A | N/A |
| 2026-06-16 | 754.58 | 750.63 | 744/755/755/766 | N/A | N/A | N/A |
| 2026-06-17 | 751.29 | 739.48 | 740/751/751/762 | N/A | N/A | N/A |
| 2026-06-18 | 747.77 | 746.89 | 737/748/748/759 | N/A | N/A | N/A |
| 2026-06-22 | 747.64 | 743.53 | 737.0/748.0/748.0/759.0 | 7.26 | 6.83 | 43.00 |
| 2026-06-23 | 733.74 | 734.57 | 723.0/734.0/734.0/745.0 | 7.97 | 7.65 | 32.00 |
| 2026-06-24 | 735.14 | 731.8 | 724.0/735.0/735.0/746.0 | 7.30 | 6.93 | 37.00 |
| 2026-06-25 | 738.89 | 731.95 | 728.0/739.0/739.0/750.0 | 5.88 | 6.29 | -41.00 |
| 2026-06-26 | 728.95 | 732.44 | 718/729/729/740 | N/A | N/A | N/A |
| 2026-06-29 | 736.56 | 740.81 | 726/737/737/748 | N/A | N/A | N/A |
| 2026-06-30 | 741.29 | 746.85 | 730/741/741/752 | N/A | N/A | N/A |
| 2026-07-01 | 744.96 | 746.675 | 734/745/745/756 | N/A | N/A | N/A |
| 2026-07-02 | 747.4 | 743.08 | 736/747/747/758 | N/A | N/A | N/A |
| 2026-07-06 | 748.69 | 751.78 | 738.0/749.0/749.0/760.0 | 6.54 | 6.47 | 7.00 |
| 2026-07-07 | 750.27 | 746.59 | 739.0/750.0/750.0/761.0 | 5.79 | 5.38 | 41.00 |
| 2026-07-08 | 743.16 | 745.04 | 732.0/743.0/743.0/754.0 | 6.46 | 5.92 | 54.00 |
| 2026-07-09 | 747.33 | 751.275 | 736.0/747.0/747.0/758.0 | 5.05 | 5.43 | -38.00 |
| 2026-07-10 | 752.05 | 755.14 | 741.0/752.0/752.0/763.0 | 7.06 | 7.20 | -14.00 |
| 2026-07-13 | 752.47 | 748.485 | 741.0/752.0/752.0/763.0 | 6.90 | 6.65 | 25.00 |
| 2026-07-14 | 750.89 | 751.96 | 740.0/751.0/751.0/762.0 | 6.49 | 5.84 | 65.00 |
| 2026-07-15 | 754.24 | 753.97 | 743.0/754.0/754.0/765.0 | 5.13 | 4.50 | 63.00 |
| 2026-07-16 | 752.74 | 748.93 | 742.0/753.0/753.0/764.0 | 4.43 | 4.84 | -41.00 |
| 2026-07-17 | 742.05 | 742.89 | 731.0/742.0/742.0/753.0 | 8.12 | 7.93 | 19.00 |
| 2026-07-20 | 747.06 | 743.15 | 736.0/747.0/747.0/758.0 | 7.28 | 6.53 | 75.00 |
| 2026-07-21 | 746.29 | 748.34 | 735.0/746.0/746.0/757.0 | 6.67 | 6.71 | -4.00 |
| 2026-07-22 | 746.62 | 747.52 | 736.0/747.0/747.0/758.0 | 5.96 | 5.61 | 35.00 |
| 2026-07-23 | 739.35 | 736.83 | 728.0/739.0/739.0/750.0 | 5.95 | 5.09 | 86.00 |
| 2026-07-24 | 738.54 | 738.18 | 728.0/739.0/739.0/750.0 | 8.92 | 8.24 | 68.00 |
| 2026-07-27 | 744.87 | 739.125 | 734.0/745.0/745.0/756.0 | 7.54 | 7.39 | 15.00 |
| 2026-07-28 | 739.24 | 741.115 | 728.0/739.0/739.0/750.0 | 7.91 | 7.94 | -3.00 |
| 2026-07-29 | 739.97 | 731.86 | 729.0/740.0/740.0/751.0 | 7.84 | 7.53 | 31.00 |
| 2026-07-30 | 736.05 | 741.7 | 725.0/736.0/736.0/747.0 | 6.03 | 7.00 | -97.00 |
| 2026-07-31 | 744.68 | 747.45 | 734.0/745.0/745.0/756.0 | 7.71 | 7.58 | 13.00 |
| 2026-08-03 | 749.44 | 758.0499 | 738.0/749.0/749.0/760.0 | 7.06 | 8.92 | -186.00 |
| 2026-08-04 | 760.62 | 772.91 | 750.0/761.0/761.0/772.0 | 5.66 | 8.49 | -283.00 |
| 2026-08-05 | 775.84 | 771.525 | 764.0/776.0/776.0/788.0 | 6.55 | 6.30 | 25.00 |
| 2026-08-06 | 770.21 | 768.54 | 758.0/770.0/770.0/782.0 | 5.51 | 4.43 | 108.00 |
| 2026-08-07 | 771.02 | 772.69 | 759.0/771.0/771.0/783.0 | 7.32 | 7.72 | -40.00 |
| 2026-08-10 | 772.64 | 773.09 | 761.0/773.0/773.0/785.0 | 6.98 | 6.60 | 38.00 |
| 2026-08-11 | 774.53 | 770.955 | 763.0/775.0/775.0/787.0 | 6.41 | 6.24 | 17.00 |
| 2026-08-12 | 774.71 | 772.83 | 763.0/775.0/775.0/787.0 | 5.63 | 4.76 | 87.00 |
| 2026-08-13 | 774.87 | 777.91 | 763.0/775.0/775.0/787.0 | 3.80 | 4.38 | -58.00 |
| 2026-08-14 | 778.54 | 776.3 | 767.0/779.0/779.0/791.0 | 6.80 | 6.30 | 50.00 |
| 2026-08-17 | 776.18 | 773.015 | 764.0/776.0/776.0/788.0 | 6.02 | 5.68 | 34.00 |
| 2026-08-18 | 768.7 | 767.84 | 757.0/769.0/769.0/781.0 | 5.95 | 5.25 | 70.00 |
| 2026-08-19 | 770.36 | 769.21 | 758.0/770.0/770.0/782.0 | 5.16 | 4.31 | 85.00 |
| 2026-08-20 | 765.95 | 763.41 | 755.0/766.0/766.0/777.0 | 4.65 | 4.01 | 64.00 |
| 2026-08-21 | 766.04 | 766.1699 | 755.0/766.0/766.0/777.0 | 7.31 | 7.04 | 27.00 |
| 2026-08-24 | 764.76 | 763.69 | 754.0/765.0/765.0/776.0 | 6.95 | 6.62 | 33.00 |
| 2026-08-25 | 766.17 | 765.38 | 755.0/766.0/766.0/777.0 | 6.54 | 6.26 | 28.00 |
| 2026-08-26 | 764.68 | 766.77 | 754.0/765.0/765.0/776.0 | 6.51 | 6.16 | 35.00 |
| 2026-08-27 | 768.49 | 770.58 | 756.0/768.0/768.0/780.0 | 5.15 | 5.09 | 6.00 |
| 2026-08-28 | 771.76 | 769.6201 | 760.0/772.0/772.0/784.0 | 7.28 | 6.72 | 56.00 |
| 2026-08-31 | 767.33 | 766.66 | 755.0/767.0/767.0/779.0 | 6.76 | 6.33 | 43.00 |
| 2026-09-01 | 762.03 | 761.08 | 751.0/762.0/762.0/773.0 | 6.43 | 6.29 | 14.00 |
| 2026-09-02 | 762.43 | 765.12 | 751.0/762.0/762.0/773.0 | 5.84 | 6.05 | -21.00 |
| 2026-09-03 | 767.86 | 773.45 | 756.0/768.0/768.0/780.0 | 4.45 | 6.37 | -192.00 |
| 2026-09-04 | 772.01 | 769.7801 | 760.0/772.0/772.0/784.0 | 6.96 | 6.39 | 57.00 |
| TOTAL (155 priced) | | | | 1025.32 | 1022.54 | 278.00 |