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Backtest - 5d, 1dte, no SL, naked call

Missing trades? Check the backtest balance and allocation settings.

This backtest met its entry conditions 115 times between May 7, 2026 and Oct 21, 2026 without enough buying power to open the position, so no trade was entered. The balance at the time could not cover a single contract's max risk plus commissions.

Raising the starting balance, raising the allocation, or reducing the position's risk will close the gap. See Size and Timing.

End Balance
$147,791 1.6% CAGR
Drawdown
-$18,775 -11.8%
Sortino
-0.06 -0.12 Sharpe
MAR 0.13
Profit Factor 1.12
Trades 2385
Win Rate 95.2%
Best Mo 8.0%
Worst Mo -8.7%
Positive Mos 66%
Benchmark Comparison
Total Return CAGR Drawdown MAR Sharpe Sortino Profit Factor Annualized Vol. Correlation Beta
Backtest 18.2% 1.6% -11.8% 0.13 -0.12 -0.06 1.12 7% -0.39 -0.15
SPX 279.5% 13.1% -33.9% 0.39 0.64 0.79 18%
Return %
Drawdown
Backtest Positions
Position Entry Exit
5d, 1dte, SPX
SPXW Short Call
2x contracts
$1.00 fee per contract
Dynamic fill model
Daily
After 3:50 PM EDT
Before 3:59 PM EDT
1 DTE (1 min - 4 max)
0.05 CALL Δ (4.0 min - 6.0 max)
Detailed Stats
Start Date
January 1, 2016
End Date
October 21, 2026
Start Balance
$125,000
End Balance
$147,791
Total Fees
$3,196
Slippage vs Mid
$4,381
Return %
18.2%
Return $
$22,791
CAGR
1.6%
Drawdown %
-11.8%
Drawdown $
-$18,775
Drawdown Days
941 days
Sortino
-0.06
Sharpe
-0.12
MAR
0.13
Annual Vol.
6.6%
Correlation
-0.39
Beta
-0.15
Trades
2385
Winners
2271 (95.2%)
Losers
114
Avg Gain
$10
Avg Winner
$93
Avg Loser
-$1,643
Premium Collected $
$224,032
Premium Retained $
$25,987
Premium Retained %
11.6%
Regime Attribution
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.
Equity & Positions
Balance
Positions
Periodic Performance
Yearly Performance
Quarterly Performance
Monthly Performance
Weekly Performance
Daily Performance
Day of Week Performance
Relative Performance
Annual Returns vs Underlying
Daily Returns vs Underlying
Consistency Over Time
Rolling Risk-Adjusted Returns
Win Rate Stability
Trade Distributions
Trade P/L Distribution
Periodic Return Distribution
Trade Duration
Win/Loss Streak Distribution
Trade P/L by Factor
Where the P/L Went
Entry Conditions
P/L by VIX at Entry
P/L by IV at Entry
P/L by Entry-Day Underlying Move
P/L by Time of Day (ET)
Outcome by Entry Delta
Volatility Regime Matrix
The matrix uses wider bands than the charts above, and needs both of its axes captured on a trade, so counts can differ.
P/L by Underlying Move During Trade
P/L by VIX Move During Trade
P/L by GEX Regime
P/L by Total GEX
Fill Quality
Spread Size and Slippage vs Mid
How Exits Were Priced
Drawdown Anatomy
Drawdown Episodes
Top 5 Drawdowns
Yearly Results
  • Year

    Backtest

    SPX

  • -2.4%
    10.0%
    January
    1.3%
    -5.0%
    February
    1.3%
    -0.3%
    March
    -1.4%
    6.5%
    April
    -0.5%
    0.3%
    May
    -1.1%
    1.6%
    June
    -1.9%
    0.2%
    July
    -0.1%
    3.5%
    August
    0.6%
    -0.1%
    September
    0.9%
    0.0%
    October
    0.4%
    -1.9%
    November
    -0.1%
    3.4%
    December
    -1.6%
    1.8%
  • 3.0%
    18.0%
    January
    0.8%
    1.8%
    February
    0.2%
    3.7%
    March
    0.0%
    0.0%
    April
    0.6%
    0.9%
    May
    0.5%
    1.2%
    June
    -1.4%
    0.5%
    July
    0.5%
    2.0%
    August
    0.7%
    0.1%
    September
    0.2%
    1.9%
    October
    0.2%
    2.2%
    November
    0.1%
    2.8%
    December
    0.8%
    1.0%
  • -3.6%
    -5.0%
    January
    -3.3%
    5.5%
    February
    1.9%
    -3.7%
    March
    -1.8%
    -2.6%
    April
    2.0%
    0.4%
    May
    1.4%
    2.2%
    June
    0.7%
    0.5%
    July
    -0.8%
    3.6%
    August
    1.0%
    3.0%
    September
    1.0%
    0.5%
    October
    2.0%
    -7.0%
    November
    -5.8%
    1.9%
    December
    -1.7%
    -9.3%
  • 2.5%
    26.2%
    January
    0.1%
    7.7%
    February
    0.5%
    3.0%
    March
    -0.9%
    1.8%
    April
    -0.2%
    3.9%
    May
    1.7%
    -6.7%
    June
    -3.7%
    6.7%
    July
    -0.2%
    1.3%
    August
    2.2%
    -1.6%
    September
    1.1%
    1.7%
    October
    1.3%
    2.1%
    November
    0.1%
    3.4%
    December
    0.5%
    2.8%
  • 7.4%
    21.1%
    January
    0.2%
    -0.1%
    February
    -1.2%
    -8.5%
    March
    8.0%
    -9.7%
    April
    -2.3%
    12.7%
    May
    -0.8%
    4.6%
    June
    -2.2%
    2.2%
    July
    1.4%
    5.4%
    August
    0.8%
    6.8%
    September
    -0.4%
    -3.8%
    October
    1.3%
    -2.6%
    November
    1.6%
    10.3%
    December
    1.2%
    3.7%
  • 3.7%
    24.7%
    January
    1.2%
    -1.0%
    February
    1.1%
    2.7%
    March
    1.1%
    4.3%
    April
    0.0%
    5.2%
    May
    0.9%
    0.6%
    June
    0.9%
    2.2%
    July
    -2.7%
    2.3%
    August
    0.8%
    2.9%
    September
    1.1%
    -4.8%
    October
    -1.2%
    6.8%
    November
    1.0%
    -0.8%
    December
    -0.5%
    4.4%
  • 5.3%
    -18.7%
    January
    1.8%
    -5.3%
    February
    1.5%
    -3.0%
    March
    1.0%
    3.8%
    April
    1.5%
    -9.0%
    May
    1.6%
    0.4%
    June
    0.3%
    -8.4%
    July
    -1.1%
    8.9%
    August
    1.0%
    -4.2%
    September
    2.0%
    -9.6%
    October
    -0.7%
    8.0%
    November
    -5.0%
    5.5%
    December
    1.5%
    -5.9%
  • 2.6%
    22.6%
    January
    1.2%
    6.1%
    February
    1.3%
    -2.6%
    March
    0.3%
    3.6%
    April
    -1.2%
    1.5%
    May
    1.0%
    0.3%
    June
    -0.7%
    6.3%
    July
    0.8%
    3.1%
    August
    0.0%
    -1.7%
    September
    0.9%
    -4.9%
    October
    1.2%
    -2.1%
    November
    -2.4%
    8.6%
    December
    0.5%
    4.4%
  • 3.2%
    21.8%
    January
    -0.7%
    1.6%
    February
    -1.0%
    5.1%
    March
    1.0%
    3.1%
    April
    1.3%
    -4.2%
    May
    0.4%
    4.7%
    June
    0.1%
    3.4%
    July
    1.0%
    1.2%
    August
    -1.6%
    2.4%
    September
    1.0%
    2.1%
    October
    1.2%
    -0.9%
    November
    0.4%
    5.6%
    December
    0.0%
    -2.5%
  • -2.5%
    16.9%
    January
    1.2%
    2.7%
    February
    0.6%
    -1.4%
    March
    0.0%
    -5.8%
    April
    -8.7%
    0.2%
    May
    0.1%
    6.1%
    June
    0.5%
    4.9%
    July
    1.0%
    2.2%
    August
    1.1%
    2.0%
    September
    0.2%
    3.5%
    October
    0.7%
    2.3%
    November
    0.2%
    0.2%
    December
    1.1%
    0.0%
  • -1.8%
    13.2%
    January
    1.0%
    1.4%
    February
    1.2%
    -0.8%
    March
    -0.2%
    -5.1%
    April
    -1.4%
    10.0%
    May
    -2.4%
    5.1%
Monthly Returns
October 2026
S
M
T
W
T
F
Total
  1. $0.00

  1. $0.00

GDP
  1. $0.00

  1. $0.00

NFP
  1. $0.00

  1. $0.00

  1. $0.00

  1. $0.00

  1. $0.00

  1. $0.00

  1. $0.00

  1. $0.00

  1. $0.00

  1. $0.00

CPI
  1. $0.00

  1. $0.00

  1. $0.00

  1. $0.00

  1. $0.00

  1. $0.00

  1. $0.00

  1. $0.00

FOMC
GDP
Performance by Position
Performance Per Contract Trades Wins Losses Win % Premium Collected Premium Retained
Avg Entry
Avg Exit
Avg Profit
Profit Factor
Total Profit
5d, 1dte, SPX 2385 2271 114 95.2% $224,032 $25,987 (12%) $0.764 $0.649 $0.115 1.12 $274.51
Backtest Total 2385 2271 114 95.2% $224,032 $25,987 (12%) $0.764 $0.649 $0.115 1.12 $274.51
Trade Log
Updating…
1-20 of 2,385 trades
Position Timing Result
5d, 1dte, SPX
-2 Fri Jan 8th 2080c
Mon Jan 4th 2016
3:50:10 PM EST | $0.76 credit
Fri Jan 8th 2016
4:00:00 PM EST |
Expired
$150 | 98.68%
$125,150 balance
5d, 1dte, SPX
-2 Fri Jan 8th 2075c
Tue Jan 5th 2016
3:50:10 PM EST | $0.86 credit
Fri Jan 8th 2016
4:00:00 PM EST |
Expired
$170 | 98.84%
$125,320 balance
5d, 1dte, SPX
-2 Fri Jan 8th 2045c
Wed Jan 6th 2016
3:50:10 PM EST | $0.64 credit
Fri Jan 8th 2016
4:00:00 PM EST |
Expired
$126 | 98.44%
$125,446 balance
5d, 1dte, SPX
-2 Fri Jan 8th 2000c
Thu Jan 7th 2016
3:50:10 PM EST | $0.75 credit
Fri Jan 8th 2016
4:00:00 PM EST |
Expired
$148 | 98.67%
$125,594 balance
5d, 1dte, SPX
-2 Fri Jan 22nd 1965c
Tue Jan 19th 2016
3:50:10 PM EST | $0.86 credit
Fri Jan 22nd 2016
4:00:00 PM EST |
Expired
$170 | 98.84%
$125,764 balance
5d, 1dte, SPX
-2 Fri Jan 22nd 1940c
Wed Jan 20th 2016
3:50:10 PM EST | $0.84 credit
Fri Jan 22nd 2016
4:00:00 PM EST |
Expired
$166 | 98.81%
$125,930 balance
5d, 1dte, SPX
-2 Fri Jan 22nd 1920c
Thu Jan 21st 2016
3:50:10 PM EST | $0.56 credit
Fri Jan 22nd 2016
4:00:00 PM EST |
Expired
$110 | 98.21%
$126,040 balance
5d, 1dte, SPX
-2 Fri Jan 29th 1955c
Mon Jan 25th 2016
3:50:10 PM EST | $0.84 credit
Fri Jan 29th 2016
4:00:00 PM EST |
Expired
$166 | 98.81%
$126,206 balance
5d, 1dte, SPX
-2 Fri Jan 29th 1965c
Tue Jan 26th 2016
3:50:10 PM EST | $0.81 credit
Fri Jan 29th 2016
4:00:00 PM EST |
Expired
$160 | 98.77%
$126,366 balance
5d, 1dte, SPX
-2 Fri Jan 29th 1945c
Wed Jan 27th 2016
3:50:10 PM EST | $0.67 credit
Fri Jan 29th 2016
4:00:00 PM EST |
Expired
$132 | 98.51%
$126,498 balance
5d, 1dte, SPX
-2 Fri Jan 29th 1940c
Thu Jan 28th 2016
3:50:10 PM EST | $0.61 credit
Fri Jan 29th 2016
4:00:00 PM EST | $0.24 debit
Assigned
$72 | 59.02%
$126,570 balance
5d, 1dte, SPX
-2 Fri Feb 5th 2000c
Mon Feb 1st 2016
3:50:10 PM EST | $0.58 credit
Fri Feb 5th 2016
4:00:00 PM EST |
Expired
$114 | 98.28%
$126,684 balance
5d, 1dte, SPX
-2 Fri Feb 5th 1965c
Tue Feb 2nd 2016
3:50:10 PM EST | $0.84 credit
Fri Feb 5th 2016
4:00:00 PM EST |
Expired
$166 | 98.81%
$126,850 balance
5d, 1dte, SPX
-2 Fri Feb 5th 1970c
Wed Feb 3rd 2016
3:50:10 PM EST | $0.63 credit
Fri Feb 5th 2016
4:00:00 PM EST |
Expired
$124 | 98.41%
$126,974 balance
5d, 1dte, SPX
-2 Fri Feb 5th 1955c
Thu Feb 4th 2016
3:50:10 PM EST | $0.62 credit
Fri Feb 5th 2016
4:00:00 PM EST |
Expired
$122 | 98.39%
$127,096 balance
5d, 1dte, SPX
-2 Fri Feb 12th 1940c
Mon Feb 8th 2016
3:50:10 PM EST | $0.86 credit
Fri Feb 12th 2016
4:00:00 PM EST |
Expired
$170 | 98.84%
$127,266 balance
5d, 1dte, SPX
-2 Fri Feb 12th 1930c
Tue Feb 9th 2016
3:50:10 PM EST | $0.90 credit
Fri Feb 12th 2016
4:00:00 PM EST |
Expired
$178 | 98.89%
$127,444 balance
5d, 1dte, SPX
-2 Fri Feb 12th 1915c
Wed Feb 10th 2016
3:50:10 PM EST | $0.66 credit
Fri Feb 12th 2016
4:00:00 PM EST |
Expired
$130 | 98.48%
$127,574 balance
5d, 1dte, SPX
-2 Fri Feb 12th 1890c
Thu Feb 11th 2016
3:50:10 PM EST | $0.53 credit
Fri Feb 12th 2016
4:00:00 PM EST |
Expired
$104 | 98.11%
$127,678 balance
5d, 1dte, SPX
-2 Fri Feb 26th 1990c
Mon Feb 22nd 2016
3:50:10 PM EST | $0.69 credit
Fri Feb 26th 2016
4:00:00 PM EST |
Expired
$136 | 98.55%
$127,814 balance