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Backtest - WO Classic 7.5Δ Puts

End Balance
$2,726,428
20.1% CAGR
Drawdown
-$705,872
-25.8%
Sortino
0.70
1.14 Sharpe
Benchmark Comparison
Total Return CAGR Drawdown MAR Sharpe Sortino Profit Factor Annualized Vol. Correlation Beta
Backtest 445.3% 20.1% -25.8% 0.78 1.14 0.70 1.53 15.2 0.62 0.51
SPX 216.5% 13.2% -33.9% 0.39 0.65 0.79 18.38
Return %
Drawdown
Backtest Positions
Position
 Entry Exit
7.5D put 69% PT
SPXW Short Put
80.0% 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
$2,726,428
Broker Fees
$86,699
Return %
445.3%
Return $
$2,226,428
CAGR
20.1%
Drawdown %
-25.8%
Drawdown $
-$705,872
Drawdown Days
507 days
Sortino
0.70
Sharpe
1.14
MAR
0.78
Annual Vol.
15.2%
Correlation
0.62
Beta
0.51
Trades
2890
Winners
2803 (97.0%)
Losers
87
Avg Gain
$770
Avg Winner
$2,302
Avg Loser
-$48,586
Premium Collected $
$9,073,671
Premium Retained $
$2,313,127
Premium Retained %
25.5%
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. $1,408.00

  1. $5,680.00

  1. $3,736.00

  1. $3,960.00

  1. $3,176.00

  1. $17,960.00

Yearly Results

  • Year

    Backtest

    SPX

  • 2016
    2.2%
    3.3%
    September
    -3.1%
    0.0%
    October
    1.7%
    -1.9%
    November
    2.2%
    3.4%
    December
    1.4%
    1.8%
  • 2017
    18.1%
    18.0%
    January
    1.7%
    1.8%
    February
    1.3%
    3.7%
    March
    1.1%
    0.0%
    April
    1.7%
    0.9%
    May
    0.8%
    1.2%
    June
    1.6%
    0.5%
    July
    1.3%
    2.0%
    August
    1.3%
    0.1%
    September
    1.4%
    1.9%
    October
    1.4%
    2.2%
    November
    1.7%
    2.8%
    December
    1.4%
    1.0%
  • 2018
    12.6%
    -5.0%
    January
    1.9%
    5.5%
    February
    -0.7%
    -3.7%
    March
    4.3%
    -2.6%
    April
    3.5%
    0.4%
    May
    3.0%
    2.2%
    June
    2.5%
    0.5%
    July
    2.6%
    3.6%
    August
    2.3%
    3.0%
    September
    1.8%
    0.5%
    October
    -4.5%
    -7.0%
    November
    3.6%
    1.9%
    December
    -7.7%
    -9.3%
  • 2019
    28.8%
    26.2%
    January
    5.4%
    7.7%
    February
    2.6%
    3.0%
    March
    2.8%
    1.8%
    April
    2.4%
    3.9%
    May
    3.2%
    -6.7%
    June
    3.6%
    6.7%
    July
    1.5%
    1.3%
    August
    -1.5%
    -1.6%
    September
    3.5%
    1.7%
    October
    -1.7%
    2.1%
    November
    1.8%
    3.4%
    December
    2.2%
    2.8%
  • 2020
    69.9%
    21.1%
    January
    -3.2%
    -0.1%
    February
    -5.3%
    -8.5%
    March
    24.4%
    -9.7%
    April
    11.7%
    12.7%
    May
    2.9%
    4.6%
    June
    2.7%
    2.2%
    July
    5.5%
    5.4%
    August
    3.7%
    6.8%
    September
    4.3%
    -3.8%
    October
    0.4%
    -2.6%
    November
    6.0%
    10.3%
    December
    3.9%
    3.7%
  • 2021
    27.2%
    24.7%
    January
    0.6%
    -1.0%
    February
    4.1%
    2.7%
    March
    5.5%
    4.3%
    April
    2.9%
    5.2%
    May
    -3.0%
    0.6%
    June
    2.9%
    2.2%
    July
    -1.4%
    2.3%
    August
    2.5%
    2.9%
    September
    1.3%
    -4.8%
    October
    4.3%
    6.8%
    November
    -0.2%
    -0.8%
    December
    5.2%
    4.4%
  • 2022
    -0.9%
    -18.7%
    January
    -5.0%
    -5.3%
    February
    4.1%
    -3.0%
    March
    7.2%
    3.8%
    April
    -12.8%
    -9.0%
    May
    3.6%
    0.4%
    June
    -10.1%
    -8.4%
    July
    6.9%
    8.9%
    August
    -1.7%
    -4.2%
    September
    0.5%
    -9.6%
    October
    8.3%
    8.0%
    November
    3.9%
    5.5%
    December
    -3.0%
    -5.9%
  • 2023
    24.8%
    22.6%
    January
    1.7%
    6.1%
    February
    4.2%
    -2.6%
    March
    2.2%
    3.6%
    April
    1.5%
    1.5%
    May
    1.9%
    0.3%
    June
    2.9%
    6.3%
    July
    2.1%
    3.1%
    August
    1.5%
    -1.7%
    September
    -2.4%
    -4.9%
    October
    1.5%
    -2.1%
    November
    3.2%
    8.6%
    December
    2.4%
    4.4%
  • 2024
    4.5%
    21.8%
    January
    1.8%
    1.6%
    February
    3.3%
    5.1%
    March
    1.5%
    3.1%
    April
    1.6%
    -4.2%
    May
    3.9%
    4.7%
    June
    2.3%
    3.4%
    July
    -5.3%
    1.2%
    August
    -1.5%
    2.4%
    September
    -0.4%
    2.1%
    October
    0.2%
    -0.9%
    November
    1.1%
    5.6%
    December
    -3.6%
    -2.5%
  • 2025
    11.4%
    17.2%
    January
    -0.8%
    2.7%
    February
    0.2%
    -1.4%
    March
    -2.0%
    -5.8%
    April
    -5.3%
    0.2%
    May
    5.4%
    6.1%
    June
    3.7%
    4.9%
    July
    2.0%
    2.2%
    August
    -0.2%
    2.0%
    September
    2.4%
    3.5%
    October
    3.2%
    2.3%
    November
    2.0%
    0.2%
    December
    0.7%
    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
7.5D put 69% PT 2890 2803 87 97.0% $9,073,671 $2,313,127 (25%) $1.93 $1.42 $0.52 1.53 $1,495.29
Backtest Total 2890 2803 87 97.0% $9,073,671 $2,313,127 (25%) $1.93 $1.42 $0.52 1.53 $1,495.29
Trade Log
Position Timing Result
7.5D put 69% PT
-9 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
$513 | 67.86%
$500,513 balance
7.5D put 69% PT
-9 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
$378 | 65.62%
$500,891 balance
7.5D put 69% PT
-9 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
$450 | 66.67%
$501,341 balance
7.5D put 69% PT
-9 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
$495 | 67.07%
$501,836 balance
7.5D put 69% PT
-9 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
-$28,287 | -5514.04%
$473,549 balance
7.5D put 69% PT
-10 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
$890 | 67.42%
$474,439 balance
7.5D put 69% PT
-9 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
$1,017 | 67.66%
$475,456 balance
7.5D put 69% PT
-9 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
$765 | 67.46%
$476,221 balance
7.5D put 69% PT
-9 Mon Sep 19th 2065p
Thu Sep 15th 2016
9:34:10 AM EDT | $1.52 credit
Thu Sep 15th 2016
1:37:00 PM EDT | $0.47 debit
Profit Target
$927 | 67.76%
$477,148 balance
7.5D put 69% PT
-9 Mon Sep 19th 2095p
Thu Sep 15th 2016
1:38:10 PM EDT | $1.29 credit
Fri Sep 16th 2016
3:18:20 PM EDT | $0.40 debit
Profit Target
$783 | 67.44%
$477,931 balance
7.5D put 69% PT
-9 Mon Sep 19th 2105p
Fri Sep 16th 2016
3:19:30 PM EDT | $0.76 credit
Mon Sep 19th 2016
9:31:50 AM EDT | $0.24 debit
Profit Target
$459 | 67.11%
$478,390 balance
7.5D put 69% PT
-9 Wed Sep 21st 2095p
Mon Sep 19th 2016
9:34:10 AM EDT | $1.26 credit
Wed Sep 21st 2016
9:52:20 AM EDT | $0.39 debit
Profit Target
$765 | 67.46%
$479,155 balance
7.5D put 69% PT
-9 Fri Sep 23rd 2085p
Wed Sep 21st 2016
9:53:30 AM EDT | $1.46 credit
Wed Sep 21st 2016
3:00:10 PM EDT | $0.45 debit
Profit Target
$891 | 67.81%
$480,046 balance
7.5D put 69% PT
-9 Fri Sep 23rd 2105p
Wed Sep 21st 2016
3:01:20 PM EDT | $1.08 credit
Thu Sep 22nd 2016
9:30:50 AM EDT | $0.15 debit
Profit Target
$819 | 84.26%
$480,865 balance
7.5D put 69% PT
-9 Fri Sep 23rd 2150p
Thu Sep 22nd 2016
9:34:10 AM EDT | $0.76 credit
Fri Sep 23rd 2016
9:31:50 AM EDT | $0.24 debit
Profit Target
$450 | 65.79%
$481,315 balance
7.5D put 69% PT
-9 Mon Sep 26th 2140p
Fri Sep 23rd 2016
9:34:10 AM EDT | $0.67 credit
Mon Sep 26th 2016
3:28:10 PM EDT | $0.21 debit
Profit Target
$396 | 65.67%
$481,711 balance
7.5D put 69% PT
-9 Wed Sep 28th 2095p
Mon Sep 26th 2016
3:29:20 PM EDT | $1.31 credit
Tue Sep 27th 2016
9:53:40 AM EDT | $0.41 debit
Profit Target
$792 | 67.18%
$482,503 balance
7.5D put 69% PT
-9 Wed Sep 28th 2110p
Tue Sep 27th 2016
9:54:50 AM EDT | $0.81 credit
Tue Sep 27th 2016
12:22:20 PM EDT | $0.25 debit
Profit Target
$486 | 66.67%
$482,989 balance
7.5D put 69% PT
-9 Wed Sep 28th 2130p
Tue Sep 27th 2016
12:23:30 PM EDT | $0.69 credit
Wed Sep 28th 2016
9:31:50 AM EDT | $0.21 debit
Profit Target
$414 | 66.67%
$483,403 balance
7.5D put 69% PT
-9 Fri Sep 30th 2120p
Wed Sep 28th 2016
9:34:10 AM EDT | $0.86 credit
Thu Sep 29th 2016
10:03:00 AM EDT | $0.27 debit
Profit Target
$513 | 66.28%
$483,916 balance