Run backtests like this for just $0.50 Like what you see? Run backtests like this for just $0.50
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.
| 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% |
| Position | Fills | Entry | Exit |
|---|---|---|---|
|
5d, 1dte, SPX
SPXW Short Call
2x contracts
$1.00 fee per contract
Dynamic fill model
|
$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)
|
|
Change the order that positions are listed in the backtest
Confirm removal of from this backtest.
This will create a copy of .
Year
Backtest $ Backtest
Backtest %
SPX
$0.00
$0.00
$0.00
$0.00
$0.00
$0.00
$0.00
$0.00
$0.00
$0.00
$0.00
$0.00
$0.00
$0.00
$0.00
$0.00
$0.00
$0.00
$0.00
$0.00
$0.00
$0.00
| 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 |
| Position | Position | Legs | Timing | Entry | Exit | Result |
|---|---|---|---|---|---|---|
|
5d, 1dte, SPX
|
5d, 1dte, SPX
-2 Fri Jan 8th 2080c
|
-2 Fri Jan 8th 2080c
$83,200 max risk
|
Mon Jan 4th 2016
3:50:10 PM EST | $0.76 credit
Fri Jan 8th 2016
4:00:00 PM EST |
|
Mon Jan 4th 2016
3:50:10 PM EST | $0.76 credit
SPX 2008.02
|
Fri Jan 8th 2016
4:00:00 PM EST
SPX 6940.01
|
Expired
$150 | 98.68%
$125,150 balance
|
|
5d, 1dte, SPX
|
5d, 1dte, SPX
-2 Fri Jan 8th 2075c
|
-2 Fri Jan 8th 2075c
$83,000 max risk
|
Tue Jan 5th 2016
3:50:10 PM EST | $0.86 credit
Fri Jan 8th 2016
4:00:00 PM EST |
|
Tue Jan 5th 2016
3:50:10 PM EST | $0.86 credit
SPX 2017.74
|
Fri Jan 8th 2016
4:00:00 PM EST
SPX 6940.01
|
Expired
$170 | 98.84%
$125,320 balance
|
|
5d, 1dte, SPX
|
5d, 1dte, SPX
-2 Fri Jan 8th 2045c
|
-2 Fri Jan 8th 2045c
$81,800 max risk
|
Wed Jan 6th 2016
3:50:10 PM EST | $0.64 credit
Fri Jan 8th 2016
4:00:00 PM EST |
|
Wed Jan 6th 2016
3:50:10 PM EST | $0.64 credit
SPX 1987.25
|
Fri Jan 8th 2016
4:00:00 PM EST
SPX 6940.01
|
Expired
$126 | 98.44%
$125,446 balance
|
|
5d, 1dte, SPX
|
5d, 1dte, SPX
-2 Fri Jan 8th 2000c
|
-2 Fri Jan 8th 2000c
$80,000 max risk
|
Thu Jan 7th 2016
3:50:10 PM EST | $0.75 credit
Fri Jan 8th 2016
4:00:00 PM EST |
|
Thu Jan 7th 2016
3:50:10 PM EST | $0.75 credit
SPX 1948.70
|
Fri Jan 8th 2016
4:00:00 PM EST
SPX 6940.01
|
Expired
$148 | 98.67%
$125,594 balance
|
|
5d, 1dte, SPX
|
5d, 1dte, SPX
-2 Fri Jan 22nd 1965c
|
-2 Fri Jan 22nd 1965c
$78,600 max risk
|
Tue Jan 19th 2016
3:50:10 PM EST | $0.86 credit
Fri Jan 22nd 2016
4:00:00 PM EST |
|
Tue Jan 19th 2016
3:50:10 PM EST | $0.86 credit
SPX 1887.16
|
Fri Jan 22nd 2016
4:00:00 PM EST
SPX 1906.90
|
Expired
$170 | 98.84%
$125,764 balance
|
|
5d, 1dte, SPX
|
5d, 1dte, SPX
-2 Fri Jan 22nd 1940c
|
-2 Fri Jan 22nd 1940c
$77,600 max risk
|
Wed Jan 20th 2016
3:50:10 PM EST | $0.84 credit
Fri Jan 22nd 2016
4:00:00 PM EST |
|
Wed Jan 20th 2016
3:50:10 PM EST | $0.84 credit
SPX 1860.50
|
Fri Jan 22nd 2016
4:00:00 PM EST
SPX 1906.90
|
Expired
$166 | 98.81%
$125,930 balance
|
|
5d, 1dte, SPX
|
5d, 1dte, SPX
-2 Fri Jan 22nd 1920c
|
-2 Fri Jan 22nd 1920c
$76,800 max risk
|
Thu Jan 21st 2016
3:50:10 PM EST | $0.56 credit
Fri Jan 22nd 2016
4:00:00 PM EST |
|
Thu Jan 21st 2016
3:50:10 PM EST | $0.56 credit
SPX 1872.66
|
Fri Jan 22nd 2016
4:00:00 PM EST
SPX 1906.90
|
Expired
$110 | 98.21%
$126,040 balance
|
|
5d, 1dte, SPX
|
5d, 1dte, SPX
-2 Fri Jan 29th 1955c
|
-2 Fri Jan 29th 1955c
$78,200 max risk
|
Mon Jan 25th 2016
3:50:10 PM EST | $0.84 credit
Fri Jan 29th 2016
4:00:00 PM EST |
|
Mon Jan 25th 2016
3:50:10 PM EST | $0.84 credit
SPX 1877.80
|
Fri Jan 29th 2016
4:00:00 PM EST
SPX 1940.24
|
Expired
$166 | 98.81%
$126,206 balance
|
|
5d, 1dte, SPX
|
5d, 1dte, SPX
-2 Fri Jan 29th 1965c
|
-2 Fri Jan 29th 1965c
$78,600 max risk
|
Tue Jan 26th 2016
3:50:10 PM EST | $0.81 credit
Fri Jan 29th 2016
4:00:00 PM EST |
|
Tue Jan 26th 2016
3:50:10 PM EST | $0.81 credit
SPX 1900.81
|
Fri Jan 29th 2016
4:00:00 PM EST
SPX 1940.24
|
Expired
$160 | 98.77%
$126,366 balance
|
|
5d, 1dte, SPX
|
5d, 1dte, SPX
-2 Fri Jan 29th 1945c
|
-2 Fri Jan 29th 1945c
$77,800 max risk
|
Wed Jan 27th 2016
3:50:10 PM EST | $0.67 credit
Fri Jan 29th 2016
4:00:00 PM EST |
|
Wed Jan 27th 2016
3:50:10 PM EST | $0.67 credit
SPX 1883.12
|
Fri Jan 29th 2016
4:00:00 PM EST
SPX 1940.24
|
Expired
$132 | 98.51%
$126,498 balance
|
|
5d, 1dte, SPX
|
5d, 1dte, SPX
-2 Fri Jan 29th 1940c
|
-2 Fri Jan 29th 1940c
$77,600 max risk
|
Thu Jan 28th 2016
3:50:10 PM EST | $0.61 credit
Fri Jan 29th 2016
4:00:00 PM EST | $0.24 debit
|
Thu Jan 28th 2016
3:50:10 PM EST | $0.61 credit
SPX 1894.54
|
Fri Jan 29th 2016
4:00:00 PM EST
| $0.24 debit
SPX 1940.24
|
Assigned
$72 | 59.02%
$126,570 balance
|
|
5d, 1dte, SPX
|
5d, 1dte, SPX
-2 Fri Feb 5th 2000c
|
-2 Fri Feb 5th 2000c
$80,000 max risk
|
Mon Feb 1st 2016
3:50:10 PM EST | $0.58 credit
Fri Feb 5th 2016
4:00:00 PM EST |
|
Mon Feb 1st 2016
3:50:10 PM EST | $0.58 credit
SPX 1942.43
|
Fri Feb 5th 2016
4:00:00 PM EST
SPX 1880.05
|
Expired
$114 | 98.28%
$126,684 balance
|
|
5d, 1dte, SPX
|
5d, 1dte, SPX
-2 Fri Feb 5th 1965c
|
-2 Fri Feb 5th 1965c
$78,600 max risk
|
Tue Feb 2nd 2016
3:50:10 PM EST | $0.84 credit
Fri Feb 5th 2016
4:00:00 PM EST |
|
Tue Feb 2nd 2016
3:50:10 PM EST | $0.84 credit
SPX 1904.43
|
Fri Feb 5th 2016
4:00:00 PM EST
SPX 1880.05
|
Expired
$166 | 98.81%
$126,850 balance
|
|
5d, 1dte, SPX
|
5d, 1dte, SPX
-2 Fri Feb 5th 1970c
|
-2 Fri Feb 5th 1970c
$78,800 max risk
|
Wed Feb 3rd 2016
3:50:10 PM EST | $0.63 credit
Fri Feb 5th 2016
4:00:00 PM EST |
|
Wed Feb 3rd 2016
3:50:10 PM EST | $0.63 credit
SPX 1911.22
|
Fri Feb 5th 2016
4:00:00 PM EST
SPX 1880.05
|
Expired
$124 | 98.41%
$126,974 balance
|
|
5d, 1dte, SPX
|
5d, 1dte, SPX
-2 Fri Feb 5th 1955c
|
-2 Fri Feb 5th 1955c
$78,200 max risk
|
Thu Feb 4th 2016
3:50:10 PM EST | $0.62 credit
Fri Feb 5th 2016
4:00:00 PM EST |
|
Thu Feb 4th 2016
3:50:10 PM EST | $0.62 credit
SPX 1913.89
|
Fri Feb 5th 2016
4:00:00 PM EST
SPX 1880.05
|
Expired
$122 | 98.39%
$127,096 balance
|
|
5d, 1dte, SPX
|
5d, 1dte, SPX
-2 Fri Feb 12th 1940c
|
-2 Fri Feb 12th 1940c
$77,600 max risk
|
Mon Feb 8th 2016
3:50:10 PM EST | $0.86 credit
Fri Feb 12th 2016
4:00:00 PM EST |
|
Mon Feb 8th 2016
3:50:10 PM EST | $0.86 credit
SPX 1855.64
|
Fri Feb 12th 2016
4:00:00 PM EST
SPX 1864.78
|
Expired
$170 | 98.84%
$127,266 balance
|
|
5d, 1dte, SPX
|
5d, 1dte, SPX
-2 Fri Feb 12th 1930c
|
-2 Fri Feb 12th 1930c
$77,200 max risk
|
Tue Feb 9th 2016
3:50:10 PM EST | $0.90 credit
Fri Feb 12th 2016
4:00:00 PM EST |
|
Tue Feb 9th 2016
3:50:10 PM EST | $0.90 credit
SPX 1853.83
|
Fri Feb 12th 2016
4:00:00 PM EST
SPX 1864.78
|
Expired
$178 | 98.89%
$127,444 balance
|
|
5d, 1dte, SPX
|
5d, 1dte, SPX
-2 Fri Feb 12th 1915c
|
-2 Fri Feb 12th 1915c
$76,600 max risk
|
Wed Feb 10th 2016
3:50:10 PM EST | $0.66 credit
Fri Feb 12th 2016
4:00:00 PM EST |
|
Wed Feb 10th 2016
3:50:10 PM EST | $0.66 credit
SPX 1851.47
|
Fri Feb 12th 2016
4:00:00 PM EST
SPX 1864.78
|
Expired
$130 | 98.48%
$127,574 balance
|
|
5d, 1dte, SPX
|
5d, 1dte, SPX
-2 Fri Feb 12th 1890c
|
-2 Fri Feb 12th 1890c
$75,600 max risk
|
Thu Feb 11th 2016
3:50:10 PM EST | $0.53 credit
Fri Feb 12th 2016
4:00:00 PM EST |
|
Thu Feb 11th 2016
3:50:10 PM EST | $0.53 credit
SPX 1835.77
|
Fri Feb 12th 2016
4:00:00 PM EST
SPX 1864.78
|
Expired
$104 | 98.11%
$127,678 balance
|
|
5d, 1dte, SPX
|
5d, 1dte, SPX
-2 Fri Feb 26th 1990c
|
-2 Fri Feb 26th 1990c
$79,600 max risk
|
Mon Feb 22nd 2016
3:50:10 PM EST | $0.69 credit
Fri Feb 26th 2016
4:00:00 PM EST |
|
Mon Feb 22nd 2016
3:50:10 PM EST | $0.69 credit
SPX 1944.24
|
Fri Feb 26th 2016
4:00:00 PM EST
SPX 1948.05
|
Expired
$136 | 98.55%
$127,814 balance
|