5 years of SPY, tick by tick

Run any options-selling strategy against 488,903 real 1-minute bars and see exactly how it would have behaved — trade by trade, not just a single headline number.

Why backtesting matters

Every strategy sounds good on paper. A backtest is the only thing that tells you whether it actually holds up through ranging markets, trend days, earnings weeks, volatility spikes, and the random Tuesday where everything breaks. Without that evidence, you're trading on belief.

SellCallPut's engine replays historical intraday bars tick by tick against the entry and exit rules you define, and produces a full per-trade report: entry price, exit price, fills, slippage model, P&L, reason for exit. No averaged headline stat hiding a thousand bad trades underneath.

Every backtest you run is saved as a report you can re-open, compare against another run, and iterate on. If a rule change improves the win rate but worsens the drawdown, you'll see it instantly — side by side with the previous run.

5 years of 1-minute bars

488,903 real SPY bars. Not synthetic. Not sampled. Every trading minute from the last five years is replayable.

Every strategy type

Strangles, straddles, iron condors, covered calls, cash-secured puts, 0DTE legs — all supported out of the box.

Trade-by-trade detail

Every fill, every exit reason, every P&L figure — not averages. Spot the bad trades, not just the final number.

Tunable rules

Entry windows, profit targets, stop losses, time-of-day filters, days-to-expiry windows. Sweep any parameter.

Saved reports

Every run is a persistent report. Re-open it, diff it against another run, export to share.

Realistic frictions

Configurable slippage, commissions, and spread widening so your numbers reflect what live trading actually looks like.

A look inside

A single five-year run of the SPY hourly short-strangle, with realistic $1-per-contract commissions and 10% mid-to-fill slippage.

SPY short strangle · 2020 – 2025
StrategySell 16Δ Strangle (hourly)
Total Trades7,510
Win Rate (trades)78.4%
Win Rate (days)91.3%
Sharpe Ratio18.98
Max Drawdown-$525
Avg P&L / Trade+$23.04

Historical simulation, not a prediction. Past performance does not guarantee future results.

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