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Backtest - WO Classic Puts

End Balance
$2,503,717
19.0% CAGR
Drawdown
-$513,726
-21.2%
Sortino
0.73
1.21 Sharpe
Benchmark Comparison
Total Return CAGR Drawdown MAR Sharpe Sortino Profit Factor Annualized Vol. Correlation Beta
Backtest 400.7% 19.0% -21.2% 0.90 1.21 0.73 1.63 13.4 0.60 0.44
SPX 216.5% 13.2% -33.9% 0.39 0.65 0.79 18.38
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 EST
1 DTE (1 min - 4 max)
-0.055 PUT Δ
Double 0 DTE at 3:50 PM EST
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 EST
1 DTE (1 min - 4 max)
-0.065 PUT Δ
Double 0 DTE at 3:50 PM EST
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 EST
1 DTE (1 min - 4 max)
-0.075 PUT Δ
Double 0 DTE at 3:50 PM EST
69% profit target

Position Display

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Detailed Stats
Start Date
September 1, 2016
End Date
December 5, 2025
Start Balance
$500,000
End Balance
$2,503,717
Broker Fees
$77,374
Return %
400.7%
Return $
$2,003,717
CAGR
19.0%
Drawdown %
-21.2%
Drawdown $
-$513,726
Drawdown Days
472 days
Sortino
0.73
Sharpe
1.21
MAR
0.90
Annual Vol.
13.4%
Correlation
0.60
Beta
0.44
Trades
8251
Winners
8044 (97.5%)
Losers
207
Avg Gain
$243
Avg Winner
$645
Avg Loser
-$15,397
Premium Collected $
$7,059,350
Premium Retained $
$2,081,091
Premium Retained %
29.5%
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
December 2025

S
M
T
W
T
F
Total

  1. $1,237.00

  1. $4,765.50

  1. $3,181.00

  1. $3,281.00

  1. $2,926.00

  1. $15,390.50

Yearly Results

  • Year

    Backtest

    SPX

  • 2016
    3.4%
    3.3%
    September
    -1.6%
    0.0%
    October
    1.6%
    -1.9%
    November
    2.0%
    3.4%
    December
    1.3%
    1.8%
  • 2017
    17.9%
    18.0%
    January
    1.5%
    1.8%
    February
    1.1%
    3.7%
    March
    1.4%
    0.0%
    April
    1.5%
    0.9%
    May
    1.3%
    1.2%
    June
    1.4%
    0.5%
    July
    1.2%
    2.0%
    August
    1.6%
    0.1%
    September
    1.4%
    1.9%
    October
    1.3%
    2.2%
    November
    1.6%
    2.8%
    December
    1.2%
    1.0%
  • 2018
    12.1%
    -5.0%
    January
    1.6%
    5.5%
    February
    -0.8%
    -3.7%
    March
    4.1%
    -2.6%
    April
    3.4%
    0.4%
    May
    2.5%
    2.2%
    June
    2.1%
    0.5%
    July
    2.3%
    3.6%
    August
    2.0%
    3.0%
    September
    1.6%
    0.5%
    October
    -4.2%
    -7.0%
    November
    3.3%
    1.9%
    December
    -5.9%
    -9.3%
  • 2019
    22.2%
    26.2%
    January
    4.4%
    7.7%
    February
    2.0%
    3.0%
    March
    2.0%
    1.8%
    April
    1.9%
    3.9%
    May
    2.8%
    -6.7%
    June
    2.9%
    6.7%
    July
    1.3%
    1.3%
    August
    -0.4%
    -1.6%
    September
    2.9%
    1.7%
    October
    -2.6%
    2.1%
    November
    1.5%
    3.4%
    December
    1.8%
    2.8%
  • 2020
    62.3%
    21.1%
    January
    -2.7%
    -0.1%
    February
    -2.8%
    -8.5%
    March
    21.1%
    -9.7%
    April
    10.5%
    12.7%
    May
    2.3%
    4.6%
    June
    3.3%
    2.2%
    July
    5.0%
    5.4%
    August
    3.2%
    6.8%
    September
    4.3%
    -3.8%
    October
    -1.7%
    -2.6%
    November
    5.5%
    10.3%
    December
    3.6%
    3.7%
  • 2021
    26.0%
    24.7%
    January
    1.4%
    -1.0%
    February
    3.7%
    2.7%
    March
    4.9%
    4.3%
    April
    2.7%
    5.2%
    May
    -2.9%
    0.6%
    June
    2.5%
    2.2%
    July
    -0.9%
    2.3%
    August
    2.1%
    2.9%
    September
    1.6%
    -4.8%
    October
    3.7%
    6.8%
    November
    0.5%
    -0.8%
    December
    4.5%
    4.4%
  • 2022
    0.8%
    -18.7%
    January
    -4.8%
    -5.3%
    February
    4.1%
    -3.0%
    March
    5.8%
    3.8%
    April
    -11.0%
    -9.0%
    May
    3.5%
    0.4%
    June
    -8.4%
    -8.4%
    July
    5.5%
    8.9%
    August
    -2.2%
    -4.2%
    September
    0.9%
    -9.6%
    October
    7.3%
    8.0%
    November
    4.4%
    5.5%
    December
    -2.3%
    -5.9%
  • 2023
    23.5%
    22.6%
    January
    1.7%
    6.1%
    February
    3.7%
    -2.6%
    March
    2.1%
    3.6%
    April
    1.0%
    1.5%
    May
    2.4%
    0.3%
    June
    2.5%
    6.3%
    July
    1.9%
    3.1%
    August
    1.8%
    -1.7%
    September
    -2.2%
    -4.9%
    October
    1.8%
    -2.1%
    November
    2.7%
    8.6%
    December
    2.1%
    4.4%
  • 2024
    5.9%
    21.8%
    January
    1.6%
    1.6%
    February
    2.9%
    5.1%
    March
    0.8%
    3.1%
    April
    1.6%
    -4.2%
    May
    3.4%
    4.7%
    June
    2.0%
    3.4%
    July
    -4.4%
    1.2%
    August
    -1.2%
    2.4%
    September
    0.2%
    2.1%
    October
    0.3%
    -0.9%
    November
    2.2%
    5.6%
    December
    -3.3%
    -2.5%
  • 2025
    11.3%
    17.2%
    January
    -1.0%
    2.7%
    February
    1.2%
    -1.4%
    March
    -1.7%
    -5.8%
    April
    -5.2%
    0.2%
    May
    4.8%
    6.1%
    June
    3.4%
    4.9%
    July
    1.9%
    2.2%
    August
    -0.3%
    2.0%
    September
    2.0%
    3.5%
    October
    2.7%
    2.3%
    November
    2.8%
    0.2%
    December
    0.6%
    0.3%
Performance by Position
Performance Per Contract Trades Wins Losses Win % Premium Collected Premium Retained
Avg Entry
Avg Exit
Avg Profit
 Profit Factor
Total Profit
5.5D put 74% PT 2627 2578 49 98.1% $1,788,676 $600,950 (34%) $1.42 $0.94 $0.48 1.73 $1,261.22
6.5D put 72% PT 2734 2663 71 97.4% $2,604,508 $769,560 (30%) $1.68 $1.17 $0.51 1.62 $1,398.17
7.5D put 69% PT 2890 2803 87 97.0% $2,666,166 $710,581 (27%) $1.93 $1.42 $0.52 1.56 $1,495.29
Backtest Total 8251 8044 207 97.5% $7,059,350 $2,081,091 (29%) $1.69 $1.18 $0.50 1.63 $4,154.68
Trade Log
Position Timing Result
5.5D put 74% PT
-3 Fri Sep 2nd 2130p
Thu Sep 1st 2016
9:34:10 AM EDT | $0.64 credit
Fri Sep 2nd 2016
9:31:50 AM EDT | $0.17 debit
Profit Target
$135 | 70.31%
$500,135 balance
6.5D put 72% PT
-4 Fri Sep 2nd 2135p
Thu Sep 1st 2016
9:34:10 AM EDT | $0.84 credit
Fri Sep 2nd 2016
9:31:50 AM EDT | $0.24 debit
Profit Target
$236 | 70.24%
$500,371 balance
7.5D put 69% PT
-3 Fri Sep 2nd 2135p
Thu Sep 1st 2016
9:34:10 AM EDT | $0.84 credit
Fri Sep 2nd 2016
9:31:50 AM EDT | $0.26 debit
Profit Target
$171 | 67.86%
$500,542 balance
5.5D put 74% PT
-3 Tue Sep 6th 2145p
Fri Sep 2nd 2016
9:34:10 AM EDT | $0.49 credit
Tue Sep 6th 2016
9:31:50 AM EDT | $0.13 debit
Profit Target
$105 | 71.43%
$500,647 balance
6.5D put 72% PT
-3 Tue Sep 6th 2150p
Fri Sep 2nd 2016
9:34:10 AM EDT | $0.64 credit
Tue Sep 6th 2016
9:31:50 AM EDT | $0.18 debit
Profit Target
$132 | 68.75%
$500,779 balance
7.5D put 69% PT
-3 Tue Sep 6th 2150p
Fri Sep 2nd 2016
9:34:10 AM EDT | $0.64 credit
Tue Sep 6th 2016
9:31:50 AM EDT | $0.20 debit
Profit Target
$126 | 65.62%
$500,905 balance
5.5D put 74% PT
-3 Wed Sep 7th 2145p
Tue Sep 6th 2016
9:34:10 AM EDT | $0.47 credit
Wed Sep 7th 2016
9:31:50 AM EDT | $0.12 debit
Profit Target
$102 | 72.34%
$501,007 balance
6.5D put 72% PT
-3 Wed Sep 7th 2150p
Tue Sep 6th 2016
9:34:10 AM EDT | $0.60 credit
Wed Sep 7th 2016
9:31:50 AM EDT | $0.17 debit
Profit Target
$123 | 68.33%
$501,130 balance
7.5D put 69% PT
-3 Wed Sep 7th 2155p
Tue Sep 6th 2016
9:34:10 AM EDT | $0.75 credit
Wed Sep 7th 2016
9:31:50 AM EDT | $0.23 debit
Profit Target
$150 | 66.67%
$501,280 balance
7.5D put 69% PT
-3 Fri Sep 9th 2145p
Wed Sep 7th 2016
9:34:10 AM EDT | $0.82 credit
Thu Sep 8th 2016
2:44:00 PM EDT | $0.25 debit
Profit Target
$165 | 67.07%
$501,445 balance
5.5D put 74% PT
-3 Fri Sep 9th 2140p
Wed Sep 7th 2016
9:34:10 AM EDT | $0.64 credit
Fri Sep 9th 2016
4:00:00 PM EDT | $11.99 debit
Assigned
-$3,408 | -1775.00%
$498,037 balance
6.5D put 72% PT
-4 Fri Sep 9th 2145p
Wed Sep 7th 2016
9:34:10 AM EDT | $0.82 credit
Fri Sep 9th 2016
4:00:00 PM EDT | $16.99 debit
Assigned
-$6,472 | -1973.17%
$491,565 balance
7.5D put 69% PT
-3 Fri Sep 9th 2160p
Thu Sep 8th 2016
2:45:10 PM EDT | $0.57 credit
Fri Sep 9th 2016
4:00:00 PM EDT | $31.99 debit
Assigned
-$9,429 | -5514.04%
$482,136 balance
5.5D put 74% PT
-3 Mon Sep 12th 2065p
Fri Sep 9th 2016
3:50:10 PM EDT | $1.01 credit
Mon Sep 12th 2016
9:54:20 AM EDT | $0.26 debit
Profit Target
$219 | 72.28%
$482,355 balance
6.5D put 72% PT
-4 Mon Sep 12th 2070p
Fri Sep 9th 2016
3:50:10 PM EDT | $1.16 credit
Mon Sep 12th 2016
9:54:30 AM EDT | $0.32 debit
Profit Target
$328 | 70.69%
$482,683 balance
7.5D put 69% PT
-3 Mon Sep 12th 2075p
Fri Sep 9th 2016
3:50:10 PM EDT | $1.32 credit
Mon Sep 12th 2016
9:54:50 AM EDT | $0.41 debit
Profit Target
$267 | 67.42%
$482,950 balance
7.5D put 69% PT
-3 Wed Sep 14th 2055p
Mon Sep 12th 2016
9:56:00 AM EDT | $1.67 credit
Mon Sep 12th 2016
12:55:40 PM EDT | $0.52 debit
Profit Target
$339 | 67.66%
$483,289 balance
6.5D put 72% PT
-4 Wed Sep 14th 2045p
Mon Sep 12th 2016
9:55:40 AM EDT | $1.46 credit
Mon Sep 12th 2016
1:16:30 PM EDT | $0.41 debit
Profit Target
$412 | 70.55%
$483,701 balance
5.5D put 74% PT
-3 Wed Sep 14th 2040p
Mon Sep 12th 2016
9:55:30 AM EDT | $1.38 credit
Mon Sep 12th 2016
2:00:40 PM EDT | $0.36 debit
Profit Target
$300 | 72.46%
$484,001 balance
7.5D put 69% PT
-3 Wed Sep 14th 2095p
Mon Sep 12th 2016
12:56:50 PM EDT | $1.26 credit
Wed Sep 14th 2016
9:35:30 AM EDT | $0.39 debit
Profit Target
$255 | 67.46%
$484,256 balance