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Backtest - WO Classic 6.5Δ Puts

End Balance
$1,921,808
23.4% CAGR
Drawdown
-$379,508
-19.6%
Sortino
0.84
1.34 Sharpe
Benchmark Comparison
Total Return CAGR Drawdown MAR Sharpe Sortino Profit Factor Annualized Vol. Correlation Beta
Backtest 284.4% 23.4% -19.6% 1.20 1.34 0.84 14.5
SPX 87.5% 10.3% -0%
Return %
Drawdown
Backtest Positions
Position
Entry Exit
6.5D put 72% 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)
-0.065 PUT Δ
Double 0 DTE at 3:50 PM EST
72% 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
$1,921,808
Broker Fees
$46,520
Return %
284.4%
Return $
$1,421,808
CAGR
23.4%
Drawdown %
-19.6%
Drawdown $
-$379,508
Drawdown Days
267 days
Sortino
0.84
Sharpe
1.34
MAR
1.20
Annual Vol.
14.5%
Correlation
Beta
Trades
1751
Winners
1709 (97.6%)
Losers
42
Avg Gain
$812
Avg Winner
$1,849
Avg Loser
-$41,393
Premium Collected $
$4,236,608
Premium Retained $
$1,468,328
Premium Retained %
34.7%
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
Total
  1. $170.00

  1. $8,280.00

  1. $839.00

  1. $9,150.00

  1. $18,439.00

  1. -$3,610.00

  1. $13,070.00

  1. $5,720.00

  1. $5,580.00

  1. $4,760.00

  1. $25,520.00

  1. $2,530.00

  1. -$21,360.00

  1. -$26,180.00

  1. $6,980.00

  1. -$38,030.00

  1. $4,075.00

  1. $2,603.00

  1. $3,049.50

  1. $3,733.50

  1. $3,287.00

  1. $16,748.00

Yearly Results
  • Year

    Backtest

    SPX

  • 2016
    4.9%
    3.3%
    September
    -0.6%
    -0.1%
    October
    1.7%
    -1.9%
    November
    2.3%
    3.4%
    December
    1.4%
    1.8%
  • 2017
    18.6%
    18.0%
    January
    1.4%
    1.8%
    February
    1.2%
    3.7%
    March
    1.8%
    0.0%
    April
    1.4%
    0.9%
    May
    1.5%
    1.2%
    June
    1.3%
    0.5%
    July
    1.3%
    1.9%
    August
    1.8%
    0.1%
    September
    1.4%
    1.9%
    October
    1.4%
    2.2%
    November
    1.6%
    2.8%
    December
    1.1%
    1.1%
  • 2018
    11.4%
    -5.1%
    January
    1.7%
    5.5%
    February
    -0.6%
    -3.7%
    March
    3.5%
    -2.5%
    April
    3.7%
    0.4%
    May
    2.1%
    2.2%
    June
    2.1%
    0.5%
    July
    2.2%
    3.6%
    August
    2.0%
    3.0%
    September
    1.5%
    0.5%
    October
    -4.9%
    -7.0%
    November
    3.8%
    1.9%
    December
    -5.7%
    -9.3%
  • 2019
    30.6%
    26.2%
    January
    4.6%
    7.7%
    February
    2.2%
    3.0%
    March
    1.8%
    1.8%
    April
    2.0%
    3.9%
    May
    3.2%
    -6.7%
    June
    2.8%
    6.7%
    July
    2.0%
    1.4%
    August
    3.6%
    -1.6%
    September
    2.8%
    1.8%
    October
    -1.3%
    2.1%
    November
    1.7%
    3.4%
    December
    1.8%
    2.8%
  • 2020
    59.1%
    21.0%
    January
    -2.1%
    -0.1%
    February
    -2.4%
    -8.5%
    March
    22.1%
    -9.7%
    April
    10.5%
    12.6%
    May
    -0.4%
    4.7%
    June
    3.1%
    2.2%
    July
    4.8%
    5.5%
    August
    3.3%
    6.8%
    September
    4.1%
    -3.8%
    October
    -1.8%
    -2.6%
    November
    5.1%
    10.3%
    December
    3.4%
    3.7%
  • 2021
    25.6%
    24.7%
    January
    1.9%
    -1.0%
    February
    3.4%
    2.7%
    March
    4.7%
    4.3%
    April
    2.6%
    5.1%
    May
    -2.4%
    0.6%
    June
    2.4%
    2.2%
    July
    -1.3%
    2.3%
    August
    2.2%
    2.9%
    September
    2.3%
    -4.8%
    October
    3.1%
    6.8%
    November
    0.7%
    -0.8%
    December
    3.7%
    4.4%
  • 2022
    5.0%
    -18.7%
    January
    -4.5%
    -5.3%
    February
    4.2%
    -3.0%
    March
    6.7%
    3.8%
    April
    -10.2%
    -9.0%
    May
    1.4%
    0.4%
    June
    -8.7%
    -8.4%
    July
    5.9%
    8.9%
    August
    -0.3%
    -4.2%
    September
    1.9%
    -9.5%
    October
    5.9%
    8.0%
    November
    4.7%
    5.5%
    December
    -0.4%
    -5.9%
  • 2023
    1.2%
    5.9%
    January
    1.2%
    5.9%
Trade Log
Position Timing Result
6.5D put 72% PT
-9 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
$666 | 88.10%
$500,666 balance
6.5D put 72% PT
-9 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
$432 | 76.19%
$501,098 balance
6.5D put 72% PT
-9 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
$423 | 79.66%
$501,521 balance
6.5D put 72% PT
-9 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
-$14,580 | -2025.00%
$486,941 balance
6.5D put 72% PT
-10 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
$840 | 72.41%
$487,781 balance
6.5D put 72% PT
-10 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
$1,050 | 71.92%
$488,831 balance
6.5D put 72% PT
-9 Wed Sep 14th 2095p
Mon Sep 12th 2016
1:17 PM EDT | $1.02 credit
Wed Sep 14th 2016
9:37 AM EDT | $0.29 debit
Profit Target
$639 | 69.61%
$489,470 balance
6.5D put 72% PT
-10 Mon Sep 19th 2060p
Thu Sep 15th 2016
9:34 AM EDT | $1.24 credit
Thu Sep 15th 2016
2:15 PM EDT | $0.35 debit
Profit Target
$870 | 70.16%
$490,340 balance
6.5D put 72% PT
-9 Mon Sep 19th 2095p
Thu Sep 15th 2016
2:16 PM EDT | $0.97 credit
Fri Sep 16th 2016
3:33 PM EDT | $0.28 debit
Profit Target
$603 | 69.07%
$490,943 balance
6.5D put 72% PT
-9 Mon Sep 19th 2110p
Fri Sep 16th 2016
3:34 PM EDT | $0.70 credit
Mon Sep 19th 2016
9:30 AM EDT | $0.10 debit
Profit Target
$522 | 82.86%
$491,465 balance
6.5D put 72% PT
-9 Wed Sep 21st 2090p
Mon Sep 19th 2016
9:34 AM EDT | $0.96 credit
Wed Sep 21st 2016
9:53 AM EDT | $0.26 debit
Profit Target
$612 | 70.83%
$492,077 balance
6.5D put 72% PT
-9 Fri Sep 23rd 2085p
Wed Sep 21st 2016
9:54 AM EDT | $1.42 credit
Wed Sep 21st 2016
3:05 PM EDT | $0.40 debit
Profit Target
$900 | 70.42%
$492,977 balance
6.5D put 72% PT
-9 Fri Sep 23rd 2105p
Wed Sep 21st 2016
3:06 PM EDT | $0.82 credit
Thu Sep 22nd 2016
9:30 AM EDT | $0.15 debit
Profit Target
$585 | 79.27%
$493,562 balance
6.5D put 72% PT
-9 Fri Sep 23rd 2145p
Thu Sep 22nd 2016
9:34 AM EDT | $0.57 credit
Fri Sep 23rd 2016
9:30 AM EDT | $0.15 debit
Profit Target
$360 | 70.18%
$493,922 balance
6.5D put 72% PT
-9 Mon Sep 26th 2140p
Fri Sep 23rd 2016
9:34 AM EDT | $0.65 credit
Mon Sep 26th 2016
3:28 PM EDT | $0.19 debit
Profit Target
$396 | 67.69%
$494,318 balance
6.5D put 72% PT
-9 Wed Sep 28th 2090p
Mon Sep 26th 2016
3:29 PM EDT | $1.08 credit
Tue Sep 27th 2016
9:53 AM EDT | $0.31 debit
Profit Target
$675 | 69.44%
$494,993 balance
6.5D put 72% PT
-9 Wed Sep 28th 2110p
Tue Sep 27th 2016
9:54 AM EDT | $0.80 credit
Tue Sep 27th 2016
12:24 PM EDT | $0.22 debit
Profit Target
$504 | 70.00%
$495,497 balance
6.5D put 72% PT
-9 Wed Sep 28th 2130p
Tue Sep 27th 2016
12:25 PM EDT | $0.62 credit
Wed Sep 28th 2016
9:30 AM EDT | $0.15 debit
Profit Target
$405 | 72.58%
$495,902 balance
6.5D put 72% PT
-9 Fri Sep 30th 2120p
Wed Sep 28th 2016
9:34 AM EDT | $0.86 credit
Thu Sep 29th 2016
10:04 AM EDT | $0.25 debit
Profit Target
$531 | 68.60%
$496,433 balance
6.5D put 72% PT
-9 Fri Sep 30th 2140p
Thu Sep 29th 2016
10:05 AM EDT | $0.67 credit
Fri Sep 30th 2016
11:11 AM EDT | $0.19 debit
Profit Target
$414 | 68.66%
$496,847 balance