AAPL Intraday Long Straddle Backtest

Buy the at-the-money AAPL call and put on the nearest weekly expiry at 09:45 and sell both at 15:45. The mirror image of the short straddle.

Backtested 2026-05-13 to 2026-11-12 on 128 trading days, one contract per leg, costs included. Historical simulation, refreshed weekly.

Total net P&L
-$3,672
after $845 of costs
Win rate
37.5%
of trading days
Max drawdown
-$5,192
not recovered in range
Expectancy
-$28.69
per trading day
Profit factor
0.63
gross wins / gross losses
Best and worst day
$465 / -$450
longest losing run 11 days

Cumulative net P&L

Net P&L by day

Net P&L by weekday

Net P&L by days to expiry at entry

The rules

Underlying
AAPL
Entry
09:45, Monday to Friday
Exit
15:45, or earlier on a stop
Expiry
Nearest weekly expiry
Commission
$0.65 per contract, on entry and on exit
Slippage
0.01 premium points against every fill

Times are exchange time. Prices are last-traded one-minute marks, not quotes you could always have filled at. Option premiums are not shown on this page.

LegStrikeLotsStop
Buy CallAt the money1None
Buy PutAt the money1None

Day by day

DateContractsExpiryExitNet P&L
2026-11-12 ThuB 357.5 CE, B 357.5 PE2026-11-13time_exit-$85
2026-11-11 WedB 355 CE, B 355 PE2026-11-11time_exit-$248
2026-11-10 TueB 350 CE, B 350 PE2026-11-11time_exit-$133
2026-11-09 MonB 350 CE, B 350 PE2026-11-09time_exit-$255
2026-11-06 FriB 340 CE, B 340 PE2026-11-06time_exit-$58
2026-11-05 ThuB 352.5 CE, B 352.5 PE2026-11-06time_exit$206
2026-11-04 WedB 350 CE, B 350 PE2026-11-04time_exit-$270
2026-11-03 TueB 332.5 CE, B 332.5 PE2026-11-04time_exit-$176
2026-11-02 MonB 340 CE, B 340 PE2026-11-04time_exit$99
2026-10-30 FriB 345 CE, B 345 PE2026-10-30time_exit-$178
2026-10-29 ThuB 347.5 CE, B 347.5 PE2026-10-30time_exit-$119
2026-10-28 WedB 345 CE, B 345 PE2026-10-28time_exit-$169
2026-10-27 TueB 342.5 CE, B 342.5 PE2026-10-28time_exit$99
2026-10-26 MonB 342.5 CE, B 342.5 PE2026-10-26time_exit-$66
2026-10-23 FriB 350 CE, B 350 PE2026-10-23time_exit-$57
2026-10-22 ThuB 345 CE, B 345 PE2026-10-23time_exit-$5
2026-10-21 WedB 340 CE, B 340 PE2026-10-21time_exit$134
2026-10-20 TueB 340 CE, B 340 PE2026-10-21time_exit-$114
2026-10-19 MonB 342.5 CE, B 342.5 PE2026-10-19time_exit-$263
2026-10-16 FriB 342.5 CE, B 342.5 PE2026-10-19time_exit$10
2026-10-15 ThuB 347.5 CE, B 347.5 PE2026-10-19time_exit$25
2026-10-14 WedB 345 CE, B 345 PE2026-10-14time_exit-$170
2026-10-13 TueB 342.5 CE, B 342.5 PE2026-10-14time_exit-$162
2026-10-12 MonB 340 CE, B 340 PE2026-10-12time_exit-$208
2026-10-09 FriB 332.5 CE, B 332.5 PE2026-10-09time_exit$84
2026-10-08 ThuB 337.5 CE, B 337.5 PE2026-10-09time_exit$51
2026-10-07 WedB 335 CE, B 335 PE2026-10-07time_exit-$147
2026-10-06 TueB 332.5 CE, B 332.5 PE2026-10-07time_exit-$46
2026-10-05 MonB 335 CE, B 335 PE2026-10-05time_exit-$23
2026-10-02 FriB 332.5 CE, B 332.5 PE2026-10-02time_exit-$153
2026-10-01 ThuB 332.5 CE, B 332.5 PE2026-10-02time_exit-$54
2026-09-30 WedB 332.5 CE, B 332.5 PE2026-09-30time_exit$19
2026-09-29 TueB 332.5 CE, B 332.5 PE2026-09-30time_exit-$11
2026-09-28 MonB 342.5 CE, B 342.5 PE2026-09-28time_exit$140
2026-09-25 FriB 335 CE, B 335 PE2026-09-25time_exit$321
2026-09-24 ThuB 335 CE, B 335 PE2026-09-25time_exit-$84
2026-09-23 WedB 337.5 CE, B 337.5 PE2026-09-23time_exit-$180
2026-09-22 TueB 342.5 CE, B 342.5 PE2026-09-23time_exit-$59
2026-09-21 MonB 335 CE, B 335 PE2026-09-21time_exit$150
2026-09-18 FriB 337.5 CE, B 337.5 PE2026-09-21time_exit-$33
2026-09-17 ThuB 332.5 CE, B 332.5 PE2026-09-21time_exit$86
2026-09-16 WedB 335 CE, B 335 PE2026-09-16time_exit$5
2026-09-15 TueB 330 CE, B 330 PE2026-09-16time_exit-$69
2026-09-14 MonB 332.5 CE, B 332.5 PE2026-09-14time_exit-$174
2026-09-11 FriB 332.5 CE, B 332.5 PE2026-09-11time_exit-$277
2026-09-10 ThuB 320 CE, B 320 PE2026-09-11time_exit$11
2026-09-09 WedB 315 CE, B 315 PE2026-09-09time_exit-$450
2026-09-08 TueB 317.5 CE, B 317.5 PE2026-09-09time_exit-$39
2026-09-04 FriB 325 CE, B 325 PE2026-09-04time_exit$176
2026-09-03 ThuB 327.5 CE, B 327.5 PE2026-09-04time_exit-$128
2026-09-02 WedB 325 CE, B 325 PE2026-09-02time_exit-$191
2026-09-01 TueB 320 CE, B 320 PE2026-09-02time_exit$135
2026-08-31 MonB 317.5 CE, B 317.5 PE2026-08-31time_exit-$123
2026-08-28 FriB 317.5 CE, B 317.5 PE2026-08-28time_exit-$71
2026-08-27 ThuB 310 CE, B 310 PE2026-08-28time_exit$36
2026-08-26 WedB 312.5 CE, B 312.5 PE2026-08-26time_exit$3
2026-08-25 TueB 310 CE, B 310 PE2026-08-26time_exit-$85
2026-08-24 MonB 312.5 CE, B 312.5 PE2026-08-24time_exit-$98
2026-08-21 FriB 307.5 CE, B 307.5 PE2026-08-24time_exit-$76
2026-08-20 ThuB 317.5 CE, B 317.5 PE2026-08-24time_exit$19
2026-08-19 WedB 312.5 CE, B 312.5 PE2026-08-19time_exit$44
2026-08-18 TueB 307.5 CE, B 307.5 PE2026-08-19time_exit$36
2026-08-17 MonB 305 CE, B 305 PE2026-08-17time_exit-$123
2026-08-14 FriB 305 CE, B 305 PE2026-08-14time_exit-$170
2026-08-13 ThuB 302.5 CE, B 302.5 PE2026-08-14time_exit-$30
2026-08-12 WedB 302.5 CE, B 302.5 PE2026-08-12time_exit-$120
2026-08-11 TueB 307.5 CE, B 307.5 PE2026-08-12time_exit-$6
2026-08-10 MonB 305 CE, B 305 PE2026-08-10time_exit-$47
2026-08-07 FriB 312.5 CE, B 312.5 PE2026-08-07time_exit-$206
2026-08-06 ThuB 315 CE, B 315 PE2026-08-07time_exit-$118
2026-08-05 WedB 307.5 CE, B 307.5 PE2026-08-05time_exit-$75
2026-08-04 TueB 305 CE, B 305 PE2026-08-05time_exit$63
2026-08-03 MonB 305 CE, B 305 PE2026-08-03time_exit-$350
2026-07-31 FriB 305 CE, B 305 PE2026-07-31time_exit-$324
2026-07-30 ThuB 332.5 CE, B 332.5 PE2026-07-31time_exit$77
2026-07-29 WedB 342.5 CE, B 342.5 PE2026-07-29time_exit-$74
2026-07-28 TueB 337.5 CE, B 337.5 PE2026-07-29time_exit-$98
2026-07-27 MonB 335 CE, B 335 PE2026-07-27time_exit-$204
2026-07-24 FriB 325 CE, B 325 PE2026-07-24time_exit$465
2026-07-23 ThuB 320 CE, B 320 PE2026-07-24time_exit-$110
2026-07-22 WedB 327.5 CE, B 327.5 PE2026-07-22time_exit-$28
2026-07-21 TueB 325 CE, B 325 PE2026-07-22time_exit-$71
2026-07-20 MonB 330 CE, B 330 PE2026-07-20time_exit-$124
2026-07-17 FriB 335 CE, B 335 PE2026-07-20time_exit-$39
2026-07-16 ThuB 327.5 CE, B 327.5 PE2026-07-20time_exit$191
2026-07-15 WedB 322.5 CE, B 322.5 PE2026-07-15time_exit$50
2026-07-14 TueB 315 CE, B 315 PE2026-07-15time_exit-$129
2026-07-13 MonB 322.5 CE, B 322.5 PE2026-07-13time_exit$257
2026-07-10 FriB 315 CE, B 315 PE2026-07-10time_exit-$74
2026-07-09 ThuB 310 CE, B 310 PE2026-07-10time_exit$162
2026-07-08 WedB 307.5 CE, B 307.5 PE2026-07-08time_exit$283
2026-07-07 TueB 312.5 CE, B 312.5 PE2026-07-08time_exit-$129
2026-07-06 MonB 310 CE, B 310 PE2026-07-06time_exit$57
2026-07-02 ThuB 300 CE, B 300 PE2026-07-02time_exit$458
2026-07-01 WedB 290 CE, B 290 PE2026-07-01time_exit$126
2026-06-30 TueB 282.5 CE, B 282.5 PE2026-07-01time_exit$121
2026-06-29 MonB 285 CE, B 285 PE2026-06-29time_exit-$35
2026-06-26 FriB 277.5 CE, B 277.5 PE2026-06-26time_exit$9
2026-06-25 ThuB 280 CE, B 280 PE2026-06-26time_exit$11
2026-06-24 WedB 295 CE, B 295 PE2026-06-24time_exit-$171
2026-06-23 TueB 300 CE, B 300 PE2026-06-24time_exit$29
2026-06-22 MonB 302.5 CE, B 302.5 PE2026-06-22time_exit$214
2026-06-18 ThuB 297.5 CE, B 297.5 PE2026-06-18time_exit-$193
2026-06-17 WedB 300 CE, B 300 PE2026-06-17time_exit$228
2026-06-16 TueB 295 CE, B 295 PE2026-06-17time_exit$45
2026-06-15 MonB 295 CE, B 295 PE2026-06-15time_exit-$120
2026-06-12 FriB 292.5 CE, B 292.5 PE2026-06-12time_exit-$130
2026-06-11 ThuB 292.5 CE, B 292.5 PE2026-06-12time_exit$5
2026-06-10 WedB 290 CE, B 290 PE2026-06-10time_exit-$108
2026-06-09 TueB 297.5 CE, B 297.5 PE2026-06-10time_exit$353
2026-06-08 MonB 310 CE, B 310 PE2026-06-08time_exit$220
2026-06-05 FriB 312.5 CE, B 312.5 PE2026-06-05time_exit$156
2026-06-04 ThuB 312.5 CE, B 312.5 PE2026-06-05time_exit-$148
2026-06-03 WedB 317.5 CE, B 317.5 PE2026-06-03time_exit$414
2026-06-02 TueB 307.5 CE, B 307.5 PE2026-06-03time_exit$339
2026-06-01 MonB 310 CE, B 310 PE2026-06-01time_exit$8
2026-05-29 FriB 315 CE, B 315 PE2026-05-29time_exit$66
2026-05-28 ThuB 310 CE, B 310 PE2026-05-29time_exit-$76
2026-05-27 WedB 310 CE, B 310 PE2026-05-27time_exit-$213
2026-05-26 TueB 310 CE, B 310 PE2026-05-26time_exit-$71
2026-05-22 FriB 307.5 CE, B 307.5 PE2026-05-22time_exit-$141
2026-05-21 ThuB 302.5 CE, B 302.5 PE2026-05-22time_exit-$35
2026-05-20 WedB 302.5 CE, B 302.5 PE2026-05-20time_exit-$207
2026-05-19 TueB 300 CE, B 300 PE2026-05-20time_exit-$112
2026-05-18 MonB 300 CE, B 300 PE2026-05-18time_exit-$34
2026-05-15 FriB 297.5 CE, B 297.5 PE2026-05-18time_exit-$93
2026-05-14 ThuB 297.5 CE, B 297.5 PE2026-05-18time_exit-$80
2026-05-13 WedB 297.5 CE, B 297.5 PE2026-05-13time_exit-$96

Test Your Own Version

Pick the Long Straddle template in the Options Strategy Backtest, change the entry time, strikes, stop or dates, and copy the days into your trading journal.

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