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Backtest - WO Classic with 2 Positions

End Balance
$7,151,679
28.9% CAGR
Drawdown
-$878,026
-17.4%
Sortino
0.77
2.15 Sharpe
Benchmark Comparison
Total Return CAGR Drawdown MAR Sharpe Sortino Profit Factor Annualized Vol. Correlation Beta
Backtest 615.2% 28.9% -17.4% 1.66 2.15 0.77 10.7 0.26 0.15
SPX 141.2% 12.0% -33.9% 0.35 0.55 0.66 18.60
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 EDT
1 DTE (1 min - 4 max)
-0.065 PUT Δ
Double 0 DTE at 3:50 PM EDT
72% profit target
2.5D call 80% PT
SPXW Short Call
80.0% portfolio
20.0% notional withheld
$1.00 fee per contract
$0.05 free to close
1 minute between trades
65% slippage at entry
65% slippage at exit
Sequential
Before 3:00 PM EDT
1 DTE (1 min - 4 max)
0.025 CALL Δ
80% profit target

Position Display

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Detailed Stats
Start Date
September 1, 2016
End Date
May 30, 2024
Start Balance
$1,000,000
End Balance
$7,151,679
Broker Fees
$257,131
Return %
615.2%
Return $
$6,151,679
CAGR
28.9%
Drawdown %
-17.4%
Drawdown $
-$878,026
Drawdown Days
203 days
Sortino
0.77
Sharpe
2.15
MAR
1.66
Annual Vol.
10.7%
Correlation
0.26
Beta
0.15
Trades
3879
Winners
3806 (98.1%)
Losers
73
Avg Gain
$1,586
Avg Winner
$3,301
Avg Loser
-$87,860
Premium Collected $
$16,618,478
Premium Retained $
$6,408,810
Premium Retained %
38.6%
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
May 2024

S
M
T
W
T
F
Total

  1. $7,071.00

  1. -$46,856.00

  1. $61,176.00

  1. $6,608.00

  1. $19,678.00

  1. $47,677.00

  1. $13,338.00

  1. $5,973.00

  1. $11,634.00

  1. $9,272.00

  1. $5,037.00

  1. $45,254.00

  1. $6,348.00

  1. $13,861.00

  1. $15,162.00

  1. $6,240.00

  1. $11,044.00

  1. $52,655.00

  1. $4,136.00

  1. $8,245.00

  1. $3,597.00

  1. $10,140.00

  1. $7,582.00

  1. $33,700.00

  1. $6,881.00

  1. $6,027.00

  1. $2,057.00

  1. $14,965.00

Yearly Results

  • Year

    Backtest

    SPX

  • 2016
    4.9%
    3.3%
    September
    -0.4%
    0.0%
    October
    2.0%
    -1.9%
    November
    2.6%
    3.4%
    December
    0.7%
    1.8%
  • 2017
    19.7%
    18.0%
    January
    0.2%
    1.8%
    February
    1.3%
    3.7%
    March
    2.2%
    0.0%
    April
    1.7%
    0.9%
    May
    1.6%
    1.2%
    June
    1.7%
    0.5%
    July
    1.4%
    2.0%
    August
    2.0%
    0.1%
    September
    1.5%
    1.9%
    October
    1.5%
    2.2%
    November
    1.6%
    2.8%
    December
    1.4%
    1.0%
  • 2018
    18.9%
    -5.0%
    January
    1.9%
    5.5%
    February
    -1.2%
    -3.7%
    March
    4.9%
    -2.6%
    April
    4.2%
    0.4%
    May
    2.9%
    2.2%
    June
    2.4%
    0.5%
    July
    2.6%
    3.6%
    August
    2.3%
    3.0%
    September
    1.9%
    0.5%
    October
    -3.7%
    -7.0%
    November
    4.4%
    1.9%
    December
    -4.5%
    -9.3%
  • 2019
    37.5%
    26.2%
    January
    5.3%
    7.7%
    February
    2.5%
    3.0%
    March
    2.2%
    1.8%
    April
    2.3%
    3.9%
    May
    3.8%
    -6.7%
    June
    3.1%
    6.7%
    July
    1.8%
    1.3%
    August
    4.9%
    -1.6%
    September
    3.3%
    1.7%
    October
    -0.9%
    2.1%
    November
    1.9%
    3.4%
    December
    2.1%
    2.8%
  • 2020
    73.2%
    21.1%
    January
    -2.4%
    -0.1%
    February
    -1.2%
    -8.5%
    March
    25.3%
    -9.7%
    April
    12.2%
    12.7%
    May
    -1.7%
    4.6%
    June
    4.1%
    2.2%
    July
    5.7%
    5.4%
    August
    3.7%
    6.8%
    September
    4.6%
    -3.8%
    October
    -1.2%
    -2.6%
    November
    6.2%
    10.3%
    December
    3.9%
    3.7%
  • 2021
    33.5%
    24.7%
    January
    2.4%
    -1.0%
    February
    4.0%
    2.7%
    March
    5.8%
    4.3%
    April
    3.0%
    5.2%
    May
    -1.8%
    0.6%
    June
    2.9%
    2.2%
    July
    -1.0%
    2.3%
    August
    2.6%
    2.9%
    September
    2.3%
    -4.8%
    October
    4.0%
    6.8%
    November
    0.5%
    -0.8%
    December
    4.9%
    4.4%
  • 2022
    10.2%
    -18.7%
    January
    -3.5%
    -5.3%
    February
    0.1%
    -3.0%
    March
    7.2%
    3.8%
    April
    -9.8%
    -9.0%
    May
    4.8%
    0.4%
    June
    -9.9%
    -8.4%
    July
    7.1%
    8.9%
    August
    0.6%
    -4.2%
    September
    3.1%
    -9.6%
    October
    5.1%
    8.0%
    November
    4.5%
    5.5%
    December
    2.4%
    -5.9%
  • 2023
    23.6%
    22.6%
    January
    1.6%
    6.1%
    February
    4.7%
    -2.6%
    March
    1.5%
    3.6%
    April
    0.3%
    1.5%
    May
    2.8%
    0.3%
    June
    1.1%
    6.3%
    July
    2.2%
    3.1%
    August
    1.9%
    -1.7%
    September
    -1.7%
    -4.9%
    October
    3.0%
    -2.1%
    November
    1.4%
    8.6%
    December
    2.5%
    4.4%
  • 2024
    10.6%
    9.6%
    January
    1.1%
    1.6%
    February
    2.2%
    5.1%
    March
    1.1%
    3.1%
    April
    2.4%
    -4.2%
    May
    3.4%
    3.9%
Performance by Position
Performance Per Contract Trades Wins Losses Win % Premium Collected Premium Retained
Avg Entry
Avg Exit
Avg Profit
 Profit Factor
Total Profit
6.5D put 72% PT 2200 2149 51 97.7% $0 $0 (0%) $1.57 $0.95 $0.62 $1,374.78
2.5D call 80% PT 1679 1657 22 98.7% $0 $0 (0%) $0.41 $0.23 $0.18 $295.00
Backtest Total 3879 3806 73 98.1% $0 $0 $1.07 $0.64 $0.43 $1,669.78
Trade Log
Position Timing Result
6.5D put 72% PT
-19 Fri Sep 2nd 2135p
Thu Sep 1st 2016
9:34:00 AM EDT | $0.84 credit
Fri Sep 2nd 2016
9:30:00 AM EDT | $0.08 debit
Profit Target
$1,406 | 88.10%
$1,001,406 balance
2.5D call 80% PT
-18 Fri Sep 2nd 2205c
Thu Sep 1st 2016
9:31:00 AM EDT | $0.09 credit
Fri Sep 2nd 2016
4:00:00 PM EDT |
Expired
$144 | 88.89%
$1,001,550 balance
6.5D put 72% PT
-19 Tue Sep 6th 2150p
Fri Sep 2nd 2016
9:34:00 AM EDT | $0.63 credit
Tue Sep 6th 2016
9:30:00 AM EDT | $0.12 debit
Profit Target
$931 | 77.78%
$1,002,481 balance
6.5D put 72% PT
-19 Wed Sep 7th 2150p
Tue Sep 6th 2016
9:34:00 AM EDT | $0.59 credit
Wed Sep 7th 2016
9:30:00 AM EDT | $0.09 debit
Profit Target
$912 | 81.36%
$1,003,393 balance
2.5D call 80% PT
-18 Wed Sep 7th 2210c
Tue Sep 6th 2016
9:31:00 AM EDT | $0.09 credit
Wed Sep 7th 2016
4:00:00 PM EDT |
Expired
$144 | 88.89%
$1,003,537 balance
6.5D put 72% PT
-19 Fri Sep 9th 2145p
Wed Sep 7th 2016
9:34:00 AM EDT | $0.80 credit
Fri Sep 9th 2016
4:00:00 PM EDT | $16.99 debit
Assigned
-$30,780 | -2025.00%
$972,757 balance
2.5D call 80% PT
-18 Fri Sep 9th 2205c
Thu Sep 8th 2016
9:31:00 AM EDT | $0.10 credit
Fri Sep 9th 2016
4:00:00 PM EDT |
Expired
$162 | 90.00%
$972,919 balance
6.5D put 72% PT
-19 Mon Sep 12th 2070p
Fri Sep 9th 2016
3:50:00 PM EDT | $1.16 credit
Mon Sep 12th 2016
9:54:00 AM EDT | $0.28 debit
Profit Target
$1,634 | 74.14%
$974,553 balance
6.5D put 72% PT
-19 Wed Sep 14th 2045p
Mon Sep 12th 2016
9:55:00 AM EDT | $1.46 credit
Mon Sep 12th 2016
1:16:00 PM EDT | $0.38 debit
Profit Target
$2,014 | 72.60%
$976,567 balance
2.5D call 80% PT
-18 Wed Sep 14th 2185c
Mon Sep 12th 2016
9:31:00 AM EDT | $0.23 credit
Tue Sep 13th 2016
12:31:00 PM EDT | $0.05 debit
Profit Target
$306 | 73.91%
$976,873 balance
2.5D call 80% PT
-18 Wed Sep 14th 2170c
Tue Sep 13th 2016
12:32:00 PM EDT | $0.19 credit
Wed Sep 14th 2016
9:32:00 AM EDT | $0.05 debit
Profit Target
$234 | 68.42%
$977,107 balance
6.5D put 72% PT
-19 Wed Sep 14th 2095p
Mon Sep 12th 2016
1:17:00 PM EDT | $1.02 credit
Wed Sep 14th 2016
9:37:00 AM EDT | $0.28 debit
Profit Target
$1,368 | 70.59%
$978,475 balance
6.5D put 72% PT
-19 Mon Sep 19th 2060p
Thu Sep 15th 2016
9:34:00 AM EDT | $1.24 credit
Thu Sep 15th 2016
2:15:00 PM EDT | $0.34 debit
Profit Target
$1,672 | 70.97%
$980,147 balance
2.5D call 80% PT
-18 Mon Sep 19th 2180c
Thu Sep 15th 2016
9:31:00 AM EDT | $0.24 credit
Fri Sep 16th 2016
11:10:00 AM EDT | $0.05 debit
Profit Target
$324 | 75.00%
$980,471 balance
2.5D call 80% PT
-18 Mon Sep 19th 2170c
Fri Sep 16th 2016
11:11:00 AM EDT | $0.15 credit
Fri Sep 16th 2016
3:11:00 PM EDT | $0.05 debit
Profit Target
$162 | 60.00%
$980,633 balance
6.5D put 72% PT
-19 Mon Sep 19th 2095p
Thu Sep 15th 2016
2:16:00 PM EDT | $0.97 credit
Fri Sep 16th 2016
3:33:00 PM EDT | $0.27 debit
Profit Target
$1,292 | 70.10%
$981,925 balance
6.5D put 72% PT
-19 Mon Sep 19th 2110p
Fri Sep 16th 2016
3:34:00 PM EDT | $0.70 credit
Mon Sep 19th 2016
9:30:00 AM EDT | $0.09 debit
Profit Target
$1,121 | 84.29%
$983,046 balance
6.5D put 72% PT
-19 Wed Sep 21st 2090p
Mon Sep 19th 2016
9:34:00 AM EDT | $0.96 credit
Wed Sep 21st 2016
9:53:00 AM EDT | $0.25 debit
Profit Target
$1,311 | 71.88%
$984,357 balance
2.5D call 80% PT
-18 Wed Sep 21st 2190c
Mon Sep 19th 2016
9:31:00 AM EDT | $0.22 credit
Wed Sep 21st 2016
2:01:00 PM EDT | $0.05 debit
Profit Target
$288 | 72.73%
$984,645 balance
6.5D put 72% PT
-19 Fri Sep 23rd 2085p
Wed Sep 21st 2016
9:54:00 AM EDT | $1.42 credit
Wed Sep 21st 2016
3:05:00 PM EDT | $0.39 debit
Profit Target
$1,919 | 71.13%
$986,564 balance