The Trading Journal Built for Credit Spreads
Credit spreads — bull put spreads, bear call spreads — are two legs that need to be journaled as one position. QuantLog auto-links both legs, calculates net credit, max loss, breakeven, and rolls them into clean win-rate analytics.
Both legs grouped as one trade
Sell a put + buy a further-OTM put = one bull put spread. QuantLog detects the structure, groups both legs into a single trade, and shows net credit, max risk, breakeven, and risk/reward in one view — not two disconnected option lines.
Track net credit & max loss
Every credit spread is defined-risk: max profit = net credit, max loss = width − net credit, breakeven = short strike − net credit (for puts). QuantLog calculates these automatically from your fills, including commissions and fees.
Roll, close & manage early
Close at 50% profit? Roll out and down when tested? Take max loss? Every action stays linked to the original spread as one trade group, so your realized P&L and win rate reflect actual outcomes — not just the opening credit.
Win rate & expectancy by spread type
Filter analytics by bull put or bear call spread to see your true win rate, average credit, average loss, and expectancy. Refine your DTE and delta selection based on real data — not screenshot-driven guesses.
Credit spread journal — FAQ
Does QuantLog auto-link credit spreads?
Yes. Both legs of a bull put spread or bear call spread are grouped as one trade with net credit, max loss, and breakeven calculated automatically.
How are rolls tracked?
Rolls become part of the same trade group, so realized P&L reflects the full sequence of decisions, not just the opening credit.
Can I filter analytics by spread type?
Yes. Performance Analytics lets you isolate bull put or bear call spreads to see win rate, average credit, expectancy, and max-loss frequency.