Options Backtester

Simulate options strategies against historical data using Black-Scholes pricing

Symbol

Strategy

Entry Date

Exit Date (blank = expiration)

Strike %

1.0=ATM 1.05=5%OTM

Days to Exp

query_stats

Set up your strategy parameters and click "Run Backtest" to see results

Results Sign in to save backtests

info

Total P&L

Net profit/loss across all trades (per contract = 100 shares)

Avg P&L / Return

Average profit/loss per trade or % return on capital

Win Rate

% of trades that were profitable

Max Drawdown

Worst single trade loss — your maximum risk exposure