Iron Condor Backtester

Sell PUT spread + CALL spread simultaneously · Profit zone between two short strikes · Walk-forward · VIX regimes · Monte Carlo 10,000 runs

⬇ PUT MAX LOSS
below put long

PUT partial

✓ PROFIT ZONE
between short strikes

CALL partial

⬆ CALL MAX LOSS
above call long

Max profit = Put Credit + Call Credit · Max loss = max(Put spread − credit, Call spread − credit) · One side can be breached at a time

Parameters

Presets:

Ticker Symbol

Entry Day

Exit (Friday)

Exit Mode

Your Iron Condor Trade

Enter your 4 strikes + credits from your broker. The backtest will scale this structure across all historical prices.

Stock Price ($)

Current price

Sell Put Strike ($)

Leg 2 — sell put (OTM, collect credit)

Buy Put Strike ($)

Leg 1 — buy put (protection, lower)

Sell Call Strike ($)

Leg 3 — sell call (OTM, collect credit)

Buy Call Strike ($)

Leg 4 — buy call (protection, higher)

Put Credit ($)

Legs 1+2 net credit

Call Credit ($)

Legs 3+4 net credit

Commission ($)

Round-trip (4 legs)

Contract Sizing

Initial Capital ($)

Capital Buffer (×)

Qty = Capital ÷ (Buffer × MaxLoss)

Position Limit (qty)

Walk-fwd split year

Monte Carlo periods

52=1yr · 104=2yr

From date

To date

📊 Premium Pricing Mode

Fixed Premium

Constant credits every period. Simple, standard.

🎯 Auto Vol BEST

Uses asset HV. Applied to both put & call sides.

VIX-Adjusted (S&P only)

Uses VIX. Less accurate for sector ETFs.

First run for a new ticker: ~2 sec. Subsequent: instant.

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