FR-6.1 — three panels

Backtest an options strategy

Load a price series, pick one of five strategies, and press Run to see its equity curve against buy-and-hold, headline stats, and the trade log. Everything runs in your browser — nothing is uploaded or saved.

Data

Upload date,close or load the sample

Sample data loaded Synthetic

data/sample-prices.csv — deterministic, fixed-seed synthetic series (labelled synthetic in the file and here, AC-09).

Rows: 756
Date range: 2024-01-02 → 2026-11-24
First / last close: 50.00 → 64.09

Drop a CSV here, orColumns date,close · header optional · ISO YYYY-MM-DD datesChoose file

Parsed entirely in your browser (FR-1.5 / AC-10) — the file never touches a server.

Strategy

Pick a strategy and set parameters

Strategy

Long call
Bullish · buy 1 call, K = spot × 1.05Long put
Bearish · buy 1 put, K = spot × 0.95Covered call
Own 100 shares, sell 1 call, K = spot × 1.05Cash-secured put
Sell 1 put, reserve K × 100, K = spot × 0.95Bull call spread
Debit spread · long spot, short spot × 1.05

Days to expiryFR-2.5 · 30 calendar days

Strike · % from spotFR-2.3 · single legs 5% OTM; spread long 0% / short 5% (fixed in v1)

VolatilityFR-2.4 · historical = previous 20 rows, ×√252

Risk-free rate %FR-2.6 · 4%

ContractsFR-2.7 · 1 (= 100 shares), fixed

Starting capitalFR-2.8 · 10,000

Commission / contract / legFR-2.9 · charged on entry + pre-expiry exits; not at settlement

Roll ruleFR-3.2 · boundary on the settlement date

FR-6.3 · results update only when you press Run

Results

chart, stats and trade log

No backtest yetLoad the sample data (or upload a CSV) and press Run backtest. You'll see the equity curve against buy-and-hold, the headline stats, and the trade log.