Run backtests like this for just $0.50

Backtest - WO Classic Puts

End Balance
$1,842,517
22.6% CAGR
Drawdown
-$333,068
-17.9%
Sortino
0.83
1.31 Sharpe
Benchmark Comparison
Total Return CAGR Drawdown MAR Sharpe Sortino Annualized Vol. Correlation Beta
Backtest 268.5% 22.6% -17.9% 1.26 1.31 0.83 14.2
SPX 87.5% 10.3% -0%
Return %
Drawdown
Backtest Positions
Position
Entry Exit
5.5D put 74% PT
SPXW Short Put
25.0% portfolio
20.0% notional withheld
$1.00 fee per contract
$0.05 free to close
1 minute between trades
60% slippage at entry
60% slippage at exit
Sequential
After 9:34 AM EDT
1 DTE (1 min - 4 max)
-0.055 PUT Δ
Double 0 DTE at 3:50 PM EDT
74% profit target
6.5D put 72% PT
SPXW Short Put
30.0% portfolio
20.0% notional withheld
$1.00 fee per contract
$0.05 free to close
1 minute between trades
60% slippage at entry
60% slippage at exit
Sequential
After 9:34 AM EDT
1 DTE (1 min - 4 max)
-0.065 PUT Δ
Double 0 DTE at 3:50 PM EDT
72% profit target
7.5D put 69% PT
SPXW Short Put
25.0% portfolio
20.0% notional withheld
$1.00 fee per contract
$0.05 free to close
1 minute between trades
60% slippage at entry
60% slippage at exit
Sequential
After 9:34 AM EDT
1 DTE (1 min - 4 max)
-0.075 PUT Δ
Double 0 DTE at 3:50 PM EDT
69% profit target

Confirm removal of from this backtest.

Detailed Stats
Start Date
September 1, 2016
End Date
January 27, 2023
Start Balance
$500,000
End Balance
$1,842,517
Broker Fees
$45,371
Return %
268.5%
Return $
$1,342,517
CAGR
22.6%
Drawdown %
-17.9%
Drawdown $
-$333,068
Drawdown Days
267 days
Sortino
0.83
Sharpe
1.31
MAR
1.26
Annual Vol.
14.2%
Correlation
Beta
Trades
5271
Winners
5141 (97.5%)
Losers
130
Avg Gain
$255
Avg Winner
$595
Avg Loser
-$13,190
Premium Collected $
$4,131,466
Premium Retained $
$1,387,888
Premium Retained %
33.6%
The information provided on Whispertrades is for general information purposes only. No information, materials, services and other content provided on this website constitute solicitation, recommendation, endorsement or any financial, investment, or other advice. Seek independent professional consultation in the form of legal, financial, and fiscal advice before making any investment decision. Past performance may not be indicative of future results.
Balance
Positions
Monthly Performance
Weekly Performance
Daily Performance
Day of Week Performance
January 2023

S
M
T
W
T
F
S
  1. $377.50

  1. $7,944.00

  1. $418.50

  1. $8,970.00

  1. $17,710.00

  1. -$3,225.50

  1. $11,429.50

  1. $4,966.00

  1. $4,695.00

  1. $4,336.00

  1. $22,201.00

  1. $3,093.50

  1. -$21,012.00

  1. -$24,691.00

  1. $6,811.00

  1. -$35,798.50

  1. $4,337.50

  1. $2,564.00

  1. $3,118.50

  1. $3,595.50

  1. $3,173.00

  1. $16,788.50

Yearly Results
  • Year

    Backtest

    SPX

  • 2016
    4.0%
    3.3%
    September
    -1.6%
    -0.1%
    October
    1.8%
    -1.9%
    November
    2.4%
    3.4%
    December
    1.4%
    1.8%
  • 2017
    18.7%
    18.0%
    January
    1.4%
    1.8%
    February
    1.2%
    3.7%
    March
    1.8%
    0.0%
    April
    1.5%
    0.9%
    May
    1.3%
    1.2%
    June
    1.4%
    0.5%
    July
    1.3%
    1.9%
    August
    1.6%
    0.1%
    September
    1.4%
    1.9%
    October
    1.4%
    2.2%
    November
    1.6%
    2.8%
    December
    1.2%
    1.1%
  • 2018
    11.9%
    -5.1%
    January
    1.6%
    5.5%
    February
    -0.2%
    -3.7%
    March
    3.4%
    -2.5%
    April
    3.7%
    0.4%
    May
    2.2%
    2.2%
    June
    2.1%
    0.5%
    July
    2.1%
    3.6%
    August
    2.0%
    3.0%
    September
    1.5%
    0.5%
    October
    -4.4%
    -7.0%
    November
    3.4%
    1.9%
    December
    -5.7%
    -9.3%
  • 2019
    25.8%
    26.2%
    January
    4.5%
    7.7%
    February
    2.1%
    3.0%
    March
    1.8%
    1.8%
    April
    1.8%
    3.9%
    May
    2.8%
    -6.7%
    June
    2.9%
    6.7%
    July
    1.8%
    1.4%
    August
    1.7%
    -1.6%
    September
    2.9%
    1.8%
    October
    -2.1%
    2.1%
    November
    1.5%
    3.4%
    December
    1.7%
    2.8%
  • 2020
    59.7%
    21.0%
    January
    -2.0%
    -0.1%
    February
    -2.9%
    -8.5%
    March
    20.1%
    -9.7%
    April
    10.4%
    12.6%
    May
    0.9%
    4.7%
    June
    2.8%
    2.2%
    July
    5.0%
    5.5%
    August
    3.5%
    6.8%
    September
    4.0%
    -3.8%
    October
    -0.9%
    -2.6%
    November
    5.2%
    10.3%
    December
    3.6%
    3.7%
  • 2021
    25.7%
    24.7%
    January
    1.4%
    -1.0%
    February
    3.6%
    2.7%
    March
    4.7%
    4.3%
    April
    2.7%
    5.1%
    May
    -2.5%
    0.6%
    June
    2.6%
    2.2%
    July
    -1.5%
    2.3%
    August
    2.1%
    2.9%
    September
    2.2%
    -4.8%
    October
    3.2%
    6.8%
    November
    0.7%
    -0.8%
    December
    3.9%
    4.4%
  • 2022
    4.4%
    -18.7%
    January
    -4.9%
    -5.3%
    February
    4.1%
    -3.0%
    March
    6.5%
    3.8%
    April
    -9.3%
    -9.0%
    May
    1.6%
    0.4%
    June
    -8.0%
    -8.4%
    July
    5.5%
    8.9%
    August
    -1.1%
    -4.2%
    September
    2.0%
    -9.5%
    October
    5.7%
    8.0%
    November
    4.3%
    5.5%
    December
    -0.6%
    -5.9%
  • 2023
    1.1%
    5.9%
    January
    1.1%
    5.9%
Trade Log
Position Timing Result
5.5D put 74% PT
-3 Fri Sep 2nd 2130p
Thu Sep 1st 2016
9:34 AM EDT | $0.62 credit
Fri Sep 2nd 2016
9:30 AM EDT | $0.06 debit
Profit Target
$162 | 87.10%
$500,162 balance
7.5D put 69% PT
-3 Fri Sep 2nd 2135p
Thu Sep 1st 2016
9:34 AM EDT | $0.84 credit
Fri Sep 2nd 2016
9:30 AM EDT | $0.08 debit
Profit Target
$222 | 88.10%
$500,680 balance
6.5D put 72% PT
-4 Fri Sep 2nd 2135p
Thu Sep 1st 2016
9:34 AM EDT | $0.84 credit
Fri Sep 2nd 2016
9:30 AM EDT | $0.08 debit
Profit Target
$296 | 88.10%
$500,458 balance
6.5D put 72% PT
-3 Tue Sep 6th 2150p
Fri Sep 2nd 2016
9:34 AM EDT | $0.63 credit
Tue Sep 6th 2016
9:30 AM EDT | $0.13 debit
Profit Target
$144 | 76.19%
$500,938 balance
5.5D put 74% PT
-3 Tue Sep 6th 2145p
Fri Sep 2nd 2016
9:34 AM EDT | $0.48 credit
Tue Sep 6th 2016
9:30 AM EDT | $0.08 debit
Profit Target
$114 | 79.17%
$500,794 balance
7.5D put 69% PT
-3 Tue Sep 6th 2150p
Fri Sep 2nd 2016
9:34 AM EDT | $0.63 credit
Tue Sep 6th 2016
9:30 AM EDT | $0.13 debit
Profit Target
$144 | 76.19%
$501,082 balance
6.5D put 72% PT
-3 Wed Sep 7th 2150p
Tue Sep 6th 2016
9:34 AM EDT | $0.59 credit
Wed Sep 7th 2016
9:30 AM EDT | $0.10 debit
Profit Target
$141 | 79.66%
$501,346 balance
7.5D put 69% PT
-3 Wed Sep 7th 2155p
Tue Sep 6th 2016
9:34 AM EDT | $0.72 credit
Wed Sep 7th 2016
9:30 AM EDT | $0.13 debit
Profit Target
$171 | 79.17%
$501,517 balance
5.5D put 74% PT
-3 Wed Sep 7th 2145p
Tue Sep 6th 2016
9:34 AM EDT | $0.47 credit
Wed Sep 7th 2016
9:30 AM EDT | $0.05 debit
Profit Target
$123 | 87.23%
$501,205 balance
7.5D put 69% PT
-3 Fri Sep 9th 2145p
Wed Sep 7th 2016
9:34 AM EDT | $0.80 credit
Thu Sep 8th 2016
2:52 PM EDT | $0.23 debit
Profit Target
$165 | 68.75%
$501,682 balance
5.5D put 74% PT
-3 Fri Sep 9th 2140p
Wed Sep 7th 2016
9:34 AM EDT | $0.64 credit
Fri Sep 9th 2016
4:00 PM EDT | $11.99 debit
Assigned
-$3,408 | -1775.00%
$498,274 balance
6.5D put 72% PT
-4 Fri Sep 9th 2145p
Wed Sep 7th 2016
9:34 AM EDT | $0.80 credit
Fri Sep 9th 2016
4:00 PM EDT | $16.99 debit
Assigned
-$6,480 | -2025.00%
$491,794 balance
7.5D put 69% PT
-3 Fri Sep 9th 2160p
Thu Sep 8th 2016
2:53 PM EDT | $0.53 credit
Fri Sep 9th 2016
4:00 PM EDT | $31.99 debit
Assigned
-$9,441 | -5937.74%
$482,353 balance
7.5D put 69% PT
-3 Mon Sep 12th 2075p
Fri Sep 9th 2016
3:50 PM EDT | $1.35 credit
Mon Sep 12th 2016
9:54 AM EDT | $0.41 debit
Profit Target
$276 | 68.15%
$483,184 balance
6.5D put 72% PT
-4 Mon Sep 12th 2070p
Fri Sep 9th 2016
3:50 PM EDT | $1.16 credit
Mon Sep 12th 2016
9:54 AM EDT | $0.30 debit
Profit Target
$336 | 72.41%
$482,908 balance
5.5D put 74% PT
-3 Mon Sep 12th 2065p
Fri Sep 9th 2016
3:50 PM EDT | $1.01 credit
Mon Sep 12th 2016
9:54 AM EDT | $0.26 debit
Profit Target
$219 | 72.28%
$482,572 balance
7.5D put 69% PT
-3 Wed Sep 14th 2055p
Mon Sep 12th 2016
9:55 AM EDT | $1.77 credit
Mon Sep 12th 2016
12:53 PM EDT | $0.54 debit
Profit Target
$363 | 68.36%
$483,547 balance
6.5D put 72% PT
-4 Wed Sep 14th 2045p
Mon Sep 12th 2016
9:55 AM EDT | $1.46 credit
Mon Sep 12th 2016
1:16 PM EDT | $0.39 debit
Profit Target
$420 | 71.92%
$483,967 balance
5.5D put 74% PT