Iron Condor Backtest — SPY (2026-01-01 to 2026-09-06)
Trades priced: 154/170
Total net credit: $264.94
Total net debit: $262.68
Total P&L: $226.00
Avg P&L/trade: $1.47
Win rate: 67.5% (104W / 50L)
Best: $210.00 (2026-03-20)
Worst: $-386.00 (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 | 666.0/676.0/696.0/706.0 | 1.41 | 1.40 | 1.00 |
| 2026-01-05 | 686.54 | 687.905 | 667.0/677.0/697.0/707.0 | 1.12 | 0.77 | 35.00 |
| 2026-01-06 | 687.93 | 692.16 | 668.0/678.0/698.0/708.0 | 0.64 | 0.69 | -5.00 |
| 2026-01-07 | 692.2 | 689.67 | 672.0/682.0/702.0/712.0 | 0.42 | 0.55 | -13.00 |
| 2026-01-08 | 688.81 | 689.49 | 669.0/679.0/699.0/709.0 | 0.32 | 0.25 | 7.00 |
| 2026-01-09 | 690.65 | 694.845 | 671.0/681.0/701.0/711.0 | 1.90 | 1.66 | 24.00 |
| 2026-01-12 | 690.68 | 695.265 | 671.0/681.0/701.0/711.0 | 1.26 | 1.37 | -11.00 |
| 2026-01-13 | 695.52 | 692.25 | 676.0/686.0/706.0/716.0 | 0.68 | 0.94 | -26.00 |
| 2026-01-14 | 691.0 | 690.23 | 671.0/681.0/701.0/711.0 | 0.95 | 0.52 | 43.00 |
| 2026-01-15 | 694.57 | 691.74 | 675.0/685.0/705.0/715.0 | 0.22 | 0.27 | -5.00 |
| 2026-01-16 | 693.67 | 692.21 | 674.0/684.0/704.0/714.0 | 1.26 | 1.01 | 25.00 |
| 2026-01-20 | 681.49 | 677.09 | 661.0/671.0/691.0/701.0 | 2.46 | 2.12 | 34.00 |
| 2026-01-21 | 679.65 | 686.01 | 660.0/670.0/690.0/700.0 | 1.35 | 1.19 | 16.00 |
| 2026-01-22 | 689.85 | 687.765 | 670.0/680.0/700.0/710.0 | 0.27 | 0.23 | 4.00 |
| 2026-01-23 | 688.15 | 689.305 | 668.0/678.0/698.0/708.0 | 2.34 | 2.21 | 13.00 |
| 2026-01-26 | 690.47 | 693.64 | 670.0/680.0/700.0/710.0 | 1.90 | 1.80 | 10.00 |
| 2026-01-27 | 694.18 | 695.99 | 674.0/684.0/704.0/714.0 | 1.16 | 1.10 | 6.00 |
| 2026-01-28 | 697.06 | 695.39 | 677.0/687.0/707.0/717.0 | 0.82 | 0.83 | -1.00 |
| 2026-01-29 | 696.35 | 692.59 | 676.0/686.0/706.0/716.0 | 0.41 | 0.54 | -13.00 |
| 2026-01-30 | 691.78 | 690.5003 | 672.0/682.0/702.0/712.0 | 2.75 | 2.69 | 6.00 |
| 2026-02-02 | 689.58 | 695.37 | 670.0/680.0/700.0/710.0 | 2.30 | 2.17 | 13.00 |
| 2026-02-03 | 696.21 | 688.73 | 676.0/686.0/706.0/716.0 | 0.74 | 2.42 | -168.00 |
| 2026-02-04 | 690.35 | 688.26 | 670.0/680.0/700.0/710.0 | 1.39 | 1.54 | -15.00 |
| 2026-02-05 | 680.94 | 678.04 | 661.0/671.0/691.0/701.0 | 2.16 | 1.41 | 75.00 |
| 2026-02-06 | 681.46 | 690.245 | 661.0/671.0/691.0/701.0 | 4.22 | 4.94 | -72.00 |
| 2026-02-09 | 689.42 | 694.485 | 669.0/679.0/699.0/709.0 | 2.30 | 2.39 | -9.00 |
| 2026-02-10 | 694.95 | 692.9898 | 675.0/685.0/705.0/715.0 | 1.28 | 1.17 | 11.00 |
| 2026-02-11 | 696.43 | 692.89 | 676.0/686.0/706.0/716.0 | 0.61 | 0.89 | -28.00 |
| 2026-02-12 | 694.28 | 683.16 | 674.0/684.0/704.0/714.0 | 0.41 | 2.89 | -248.00 |
| 2026-02-13 | 681.68 | 680.69 | 662.0/672.0/692.0/702.0 | 3.80 | 3.07 | 73.00 |
| 2026-02-17 | 680.12 | 682.47 | 660.0/670.0/690.0/700.0 | 2.91 | 2.42 | 49.00 |
| 2026-02-18 | 684.01 | 685.3503 | 664.0/674.0/694.0/704.0 | 1.70 | 1.06 | 64.00 |
| 2026-02-19 | 683.86 | 683.27 | 664.0/674.0/694.0/704.0 | 1.02 | 0.64 | 38.00 |
| 2026-02-20 | 682.32 | 688.7301 | 662.0/672.0/692.0/702.0 | 4.34 | 4.66 | -32.00 |
| 2026-02-23 | 687.82 | 681.505 | 668.0/678.0/698.0/708.0 | 2.69 | 2.91 | -22.00 |
| 2026-02-24 | 681.9 | 686.83 | 662.0/672.0/692.0/702.0 | 3.10 | 2.79 | 31.00 |
| 2026-02-25 | 690.19 | 693.12 | 670.0/680.0/700.0/710.0 | 1.16 | 1.01 | 15.00 |
| 2026-02-26 | 693.28 | 689.251 | 673.0/683.0/703.0/713.0 | 0.53 | 0.50 | 3.00 |
| 2026-02-27 | 683.06 | 684.835 | 663.0/673.0/693.0/703.0 | 3.86 | 3.82 | 4.00 |
| 2026-03-02 | 678.7 | 685.95 | 659.0/669.0/689.0/699.0 | 3.82 | 4.65 | -83.00 |
| 2026-03-03 | 675.05 | 680.59 | 655.0/665.0/685.0/695.0 | 3.91 | 3.96 | -5.00 |
| 2026-03-04 | 681.63 | 686.25 | 662.0/672.0/692.0/702.0 | 2.23 | 1.64 | 59.00 |
| 2026-03-05 | 682.07 | 680.05 | 662.0/672.0/692.0/702.0 | 1.28 | 0.97 | 31.00 |
| 2026-03-06 | 673.39 | 673.11 | 653.0/663.0/683.0/693.0 | 5.77 | 5.15 | 62.00 |
| 2026-03-09 | 666.39 | 678.29 | 646.0/656.0/676.0/686.0 | 5.39 | 6.19 | -80.00 |
| 2026-03-10 | 677.71 | 678.0 | 658.0/668.0/688.0/698.0 | 3.03 | 2.61 | 42.00 |
| 2026-03-11 | 677.54 | 676.01 | 658.0/668.0/688.0/698.0 | 2.21 | 1.78 | 43.00 |
| 2026-03-12 | 671.13 | 667.42 | 651.0/661.0/681.0/691.0 | 1.70 | 1.44 | 26.00 |
| 2026-03-13 | 669.28 | 661.59 | 649.0/659.0/679.0/689.0 | 3.33 | 5.15 | -182.00 |
| 2026-03-16 | 668.34 | 669.02 | 648.0/658.0/678.0/688.0 | 4.26 | 3.68 | 58.00 |
| 2026-03-17 | 672.35 | 671.075 | 652.0/662.0/682.0/692.0 | 2.66 | 2.19 | 47.00 |
| 2026-03-18 | 668.33 | 662.41 | 648.0/658.0/678.0/688.0 | 2.29 | 2.64 | -35.00 |
| 2026-03-19 | 656.97 | 660.34 | 637.0/647.0/667.0/677.0 | 2.01 | 0.85 | 116.00 |
| 2026-03-20 | 656.51 | 645.69 | 637.0/647.0/667.0/677.0 | 7.32 | 5.22 | 210.00 |
| 2026-03-23 | 658.04 | 657.645 | 638.0/648.0/668.0/678.0 | 4.16 | 4.08 | 8.00 |
| 2026-03-24 | 651.32 | 653.95 | 631.0/641.0/661.0/671.0 | 4.24 | 3.84 | 40.00 |
| 2026-03-25 | 658.68 | 656.31 | 639.0/649.0/669.0/679.0 | 2.60 | 2.10 | 50.00 |
| 2026-03-26 | 652.05 | 645.99 | 632.0/642.0/662.0/672.0 | 1.57 | 1.85 | -28.00 |
| 2026-03-27 | 642.525 | 634.3665 | 623/633/653/663 | N/A | N/A | N/A |
| 2026-03-30 | 640.12 | 630.525 | 620/630/650/660 | N/A | N/A | N/A |
| 2026-03-31 | 638.94 | 650.45 | 619/629/649/659 | N/A | N/A | N/A |
| 2026-04-01 | 653.88 | 656.42 | 634/644/664/674 | N/A | N/A | N/A |
| 2026-04-02 | 646.42 | 654.97 | 626/636/656/666 | N/A | N/A | N/A |
| 2026-04-06 | 655.86 | 658.07 | 636.0/646.0/666.0/676.0 | 3.89 | 3.70 | 19.00 |
| 2026-04-07 | 656.64 | 656.425 | 637.0/647.0/667.0/677.0 | 3.64 | 4.30 | -66.00 |
| 2026-04-08 | 676.39 | 674.57 | 656.0/666.0/686.0/696.0 | 1.28 | 1.27 | 1.00 |
| 2026-04-09 | 674.84 | 680.3001 | 655.0/665.0/685.0/695.0 | 0.59 | 0.55 | 4.00 |
| 2026-04-10 | 681.3 | 678.935 | 661.0/671.0/691.0/701.0 | 2.62 | 2.55 | 7.00 |
| 2026-04-13 | 677.4 | 684.13 | 657.0/667.0/687.0/697.0 | 2.22 | 3.28 | -106.00 |
| 2026-04-14 | 687.69 | 694.1793 | 668.0/678.0/698.0/708.0 | 1.23 | 2.11 | -88.00 |
| 2026-04-15 | 695.26 | 699.37 | 675.0/685.0/705.0/715.0 | 0.85 | 1.09 | -24.00 |
| 2026-04-16 | 701.06 | 701.39 | 679.0/690.0/712.0/723.0 | 0.36 | 0.13 | 23.00 |
| 2026-04-17 | 706.15 | 710.12 | 684.0/695.0/717.0/728.0 | 2.09 | 2.76 | -67.00 |
| 2026-04-20 | 708.79 | 707.87 | 687.0/698.0/720.0/731.0 | 1.96 | 1.99 | -3.00 |
| 2026-04-21 | 710.28 | 706.04 | 688.0/699.0/721.0/732.0 | 1.90 | 2.19 | -29.00 |
| 2026-04-22 | 709.18 | 710.46 | 687.0/698.0/720.0/731.0 | 0.91 | 0.52 | 39.00 |
| 2026-04-23 | 709.5 | 707.92 | 688.0/699.0/721.0/732.0 | 0.48 | 0.40 | 8.00 |
| 2026-04-24 | 710.75 | 713.79 | 689.0/700.0/722.0/733.0 | 3.50 | 3.56 | -6.00 |
| 2026-04-27 | 713.17 | 715.2 | 691.0/702.0/724.0/735.0 | 2.47 | 2.37 | 10.00 |
| 2026-04-28 | 711.82 | 711.72 | 690.0/701.0/723.0/734.0 | 2.23 | 1.61 | 62.00 |
| 2026-04-29 | 711.0 | 710.78 | 689.0/700.0/722.0/733.0 | 1.74 | 1.56 | 18.00 |
| 2026-04-30 | 714.63 | 718.93 | 693.0/704.0/726.0/737.0 | 0.67 | 0.20 | 47.00 |
| 2026-05-01 | 721.25 | 722.36 | 699.0/710.0/732.0/743.0 | 2.22 | 1.93 | 29.00 |
| 2026-05-04 | 720.07 | 717.86 | 698.0/709.0/731.0/742.0 | 1.68 | 1.64 | 4.00 |
| 2026-05-05 | 721.77 | 724.775 | 700.0/711.0/733.0/744.0 | 1.08 | 0.88 | 20.00 |
| 2026-05-06 | 728.17 | 733.89 | 706.0/717.0/739.0/750.0 | 0.57 | 1.01 | -44.00 |
| 2026-05-07 | 735.05 | 731.345 | 713.0/724.0/746.0/757.0 | 0.48 | 0.43 | 5.00 |
| 2026-05-08 | 734.94 | 737.21 | 713.0/724.0/746.0/757.0 | N/A | N/A | N/A |
| 2026-05-11 | 736.46 | 738.55 | 714.0/725.0/747.0/758.0 | 1.84 | 1.80 | 4.00 |
| 2026-05-12 | 736.9 | 737.66 | 715.0/726.0/748.0/759.0 | 1.33 | 1.05 | 28.00 |
| 2026-05-13 | 738.45 | 743.43 | 716.0/727.0/749.0/760.0 | 0.96 | 1.10 | -14.00 |
| 2026-05-14 | 743.66 | 748.605 | 722.0/733.0/755.0/766.0 | 0.41 | 0.24 | 17.00 |
| 2026-05-15 | 741.8 | 740.61 | 720.0/731.0/753.0/764.0 | 3.38 | 2.92 | 46.00 |
| 2026-05-18 | 739.82 | 737.3 | 718.0/729.0/751.0/762.0 | 2.55 | 2.25 | 30.00 |
| 2026-05-19 | 734.75 | 734.07 | 713.0/724.0/746.0/757.0 | 2.28 | 1.68 | 60.00 |
| 2026-05-20 | 735.7 | 741.29 | 714.0/725.0/747.0/758.0 | 1.65 | 1.70 | -5.00 |
| 2026-05-21 | 738.67 | 742.6 | 717.0/728.0/750.0/761.0 | 0.77 | 0.35 | 42.00 |
| 2026-05-22 | 746.24 | 745.79 | 724.0/735.0/757.0/768.0 | 2.45 | 2.15 | 30.00 |
| 2026-05-26 | 750.01 | 750.27 | 728.0/739.0/761.0/772.0 | 1.23 | 0.91 | 32.00 |
| 2026-05-27 | 750.9 | 750.705 | 729.0/740.0/762.0/773.0 | 0.69 | 0.37 | 32.00 |
| 2026-05-28 | 750.25 | 754.93 | 728.0/739.0/761.0/772.0 | 0.31 | 0.17 | 14.00 |
| 2026-05-29 | 755.9 | 757.41 | 734.0/745.0/767.0/778.0 | 1.97 | 1.72 | 25.00 |
| 2026-06-01 | 755.34 | 759.12 | 733.0/744.0/766.0/777.0 | 1.53 | 1.51 | 2.00 |
| 2026-06-02 | 757.02 | 759.34 | 735.0/746.0/768.0/779.0 | 0.95 | 0.76 | 19.00 |
| 2026-06-03 | 758.14 | 755.41 | 736.0/747.0/769.0/780.0 | 0.61 | 0.58 | 3.00 |
| 2026-06-04 | 752.1 | 757.92 | 730.0/741.0/763.0/774.0 | 0.36 | 0.24 | 12.00 |
| 2026-06-05 | 752.31 | 737.96 | 730.0/741.0/763.0/774.0 | 2.19 | 3.46 | -127.00 |
| 2026-06-08 | 743.36 | 739.15 | 721.0/732.0/754.0/765.0 | 2.83 | 2.39 | 44.00 |
| 2026-06-09 | 743.63 | 732.68 | 722.0/733.0/755.0/766.0 | 1.77 | 3.57 | -180.00 |
| 2026-06-10 | 733.39 | 727.31 | 711.0/722.0/744.0/755.0 | 2.66 | 2.61 | 5.00 |
| 2026-06-11 | 728.77 | 739.32 | 707.0/718.0/740.0/751.0 | 1.98 | 3.21 | -123.00 |
| 2026-06-12 | 740.77 | 740.77 | 719/730/752/763 | N/A | N/A | N/A |
| 2026-06-15 | 751.85 | 754.44 | 730/741/763/774 | N/A | N/A | N/A |
| 2026-06-16 | 754.58 | 750.63 | 733/744/766/777 | N/A | N/A | N/A |
| 2026-06-17 | 751.29 | 739.48 | 729/740/762/773 | N/A | N/A | N/A |
| 2026-06-18 | 747.77 | 746.89 | 726/737/759/770 | N/A | N/A | N/A |
| 2026-06-22 | 747.64 | 743.53 | 726.0/737.0/759.0/770.0 | 1.88 | 1.86 | 2.00 |
| 2026-06-23 | 733.74 | 734.57 | 712.0/723.0/745.0/756.0 | 2.72 | 2.41 | 31.00 |
| 2026-06-24 | 735.14 | 731.8 | 713.0/724.0/746.0/757.0 | 2.25 | 1.84 | 41.00 |
| 2026-06-25 | 738.89 | 731.95 | 717.0/728.0/750.0/761.0 | 0.82 | 1.27 | -45.00 |
| 2026-06-26 | 728.95 | 732.44 | 707/718/740/751 | N/A | N/A | N/A |
| 2026-06-29 | 736.56 | 740.81 | 715/726/748/759 | N/A | N/A | N/A |
| 2026-06-30 | 741.29 | 746.85 | 719/730/752/763 | N/A | N/A | N/A |
| 2026-07-01 | 744.96 | 746.675 | 723/734/756/767 | N/A | N/A | N/A |
| 2026-07-02 | 747.4 | 743.08 | 725/736/758/769 | N/A | N/A | N/A |
| 2026-07-06 | 748.69 | 751.78 | 727.0/738.0/760.0/771.0 | 1.21 | 0.87 | 34.00 |
| 2026-07-07 | 750.27 | 746.59 | 728.0/739.0/761.0/772.0 | 0.58 | 0.91 | -33.00 |
| 2026-07-08 | 743.16 | 745.04 | 721.0/732.0/754.0/765.0 | 1.00 | 0.60 | 40.00 |
| 2026-07-09 | 747.33 | 751.275 | 725.0/736.0/758.0/769.0 | 0.47 | 0.11 | 36.00 |
| 2026-07-10 | 752.05 | 755.14 | 730.0/741.0/763.0/774.0 | 1.72 | 1.54 | 18.00 |
| 2026-07-13 | 752.47 | 748.485 | 730.0/741.0/763.0/774.0 | 1.29 | 1.72 | -43.00 |
| 2026-07-14 | 750.89 | 751.96 | 729.0/740.0/762.0/773.0 | 1.30 | 0.74 | 56.00 |
| 2026-07-15 | 754.24 | 753.97 | 732.0/743.0/765.0/776.0 | 0.45 | 0.29 | 16.00 |
| 2026-07-16 | 752.74 | 748.93 | 731.0/742.0/764.0/775.0 | 0.24 | 0.48 | -24.00 |
| 2026-07-17 | 742.05 | 742.89 | 720.0/731.0/753.0/764.0 | 3.16 | 2.97 | 19.00 |
| 2026-07-20 | 747.06 | 743.15 | 725.0/736.0/758.0/769.0 | 1.70 | 1.89 | -19.00 |
| 2026-07-21 | 746.29 | 748.34 | 724.0/735.0/757.0/768.0 | 1.27 | 0.89 | 38.00 |
| 2026-07-22 | 746.62 | 747.52 | 725.0/736.0/758.0/769.0 | 0.87 | 0.48 | 39.00 |
| 2026-07-23 | 739.35 | 736.83 | 717.0/728.0/750.0/761.0 | 0.64 | 0.53 | 11.00 |
| 2026-07-24 | 738.54 | 738.18 | 717.0/728.0/750.0/761.0 | 3.13 | 3.20 | -7.00 |
| 2026-07-27 | 744.87 | 739.125 | 723.0/734.0/756.0/767.0 | 2.26 | 2.64 | -38.00 |
| 2026-07-28 | 739.24 | 741.115 | 717.0/728.0/750.0/761.0 | 2.85 | 2.42 | 43.00 |
| 2026-07-29 | 739.97 | 731.86 | 718.0/729.0/751.0/762.0 | 2.11 | 2.84 | -73.00 |
| 2026-07-30 | 736.05 | 741.7 | 714.0/725.0/747.0/758.0 | 0.86 | 0.70 | 16.00 |
| 2026-07-31 | 744.68 | 747.45 | 723.0/734.0/756.0/767.0 | 2.36 | 1.97 | 39.00 |
| 2026-08-03 | 749.44 | 758.0499 | 727.0/738.0/760.0/771.0 | 1.19 | 2.59 | -140.00 |
| 2026-08-04 | 760.62 | 772.91 | 739.0/750.0/772.0/783.0 | 0.12 | 3.98 | -386.00 |
| 2026-08-05 | 775.84 | 771.525 | 752.0/764.0/788.0/800.0 | 1.38 | 0.80 | 58.00 |
| 2026-08-06 | 770.21 | 768.54 | 746.0/758.0/782.0/794.0 | 0.37 | 0.18 | 19.00 |
| 2026-08-07 | 771.02 | 772.69 | 747.0/759.0/783.0/795.0 | 2.07 | 1.57 | 50.00 |
| 2026-08-10 | 772.64 | 773.09 | 749.0/761.0/785.0/797.0 | 1.25 | 0.97 | 28.00 |
| 2026-08-11 | 774.53 | 770.955 | 751.0/763.0/787.0/799.0 | 0.72 | 0.94 | -22.00 |
| 2026-08-12 | 774.71 | 772.83 | 751.0/763.0/787.0/799.0 | 0.46 | 0.26 | 20.00 |
| 2026-08-13 | 774.87 | 777.91 | 751.0/763.0/787.0/799.0 | 0.11 | 0.10 | 1.00 |
| 2026-08-14 | 778.54 | 776.3 | 755.0/767.0/791.0/803.0 | 1.13 | 0.93 | 20.00 |
| 2026-08-17 | 776.18 | 773.015 | 752.0/764.0/788.0/800.0 | 0.64 | 0.75 | -11.00 |
| 2026-08-18 | 768.7 | 767.84 | 745.0/757.0/781.0/793.0 | 0.69 | 0.52 | 17.00 |
| 2026-08-19 | 770.36 | 769.21 | 746.0/758.0/782.0/794.0 | 0.35 | 0.28 | 7.00 |
| 2026-08-20 | 765.95 | 763.41 | 744.0/755.0/777.0/788.0 | 0.25 | 0.31 | -6.00 |
| 2026-08-21 | 766.04 | 766.1699 | 744.0/755.0/777.0/788.0 | 2.22 | 1.84 | 38.00 |
| 2026-08-24 | 764.76 | 763.69 | 743.0/754.0/776.0/787.0 | 1.63 | 1.41 | 22.00 |
| 2026-08-25 | 766.17 | 765.38 | 744.0/755.0/777.0/788.0 | 1.30 | 0.97 | 33.00 |
| 2026-08-26 | 764.68 | 766.77 | 743.0/754.0/776.0/787.0 | 0.64 | 0.77 | -13.00 |
| 2026-08-27 | 768.49 | 770.58 | 744.0/756.0/780.0/792.0 | 0.30 | 0.08 | 22.00 |
| 2026-08-28 | 771.76 | 769.6201 | 748.0/760.0/784.0/796.0 | 1.48 | 1.19 | 29.00 |
| 2026-08-31 | 767.33 | 766.66 | 743.0/755.0/779.0/791.0 | 0.98 | 0.77 | 21.00 |
| 2026-09-01 | 762.03 | 761.08 | 740.0/751.0/773.0/784.0 | 1.12 | 1.05 | 7.00 |
| 2026-09-02 | 762.43 | 765.12 | 740.0/751.0/773.0/784.0 | 0.81 | 0.46 | 35.00 |
| 2026-09-03 | 767.86 | 773.45 | 744.0/756.0/780.0/792.0 | 0.14 | 0.18 | -4.00 |
| 2026-09-04 | 772.01 | 769.7801 | 748.0/760.0/784.0/796.0 | 1.15 | 1.01 | 14.00 |
| TOTAL (154 priced) | | | | 264.94 | 262.68 | 226.00 |