Run backtests like this for just $0.50 Like what you see? Run backtests like this for just $0.50
Total Return | CAGR | Drawdown | MAR | Sharpe | Sortino | 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 |
Position
|
Fills | 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
|
$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
|
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
|
$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 EST
1 DTE (1 min - 4 max)
0.025 CALL Δ
|
80% profit target
|
Confirm removal of from this backtest.
$7,071.00
-$46,856.00
$61,176.00
$6,608.00
$19,678.00
$47,677.00
$13,338.00
$5,973.00
$11,634.00
$9,272.00
$5,037.00
$45,254.00
$6,348.00
$13,861.00
$15,162.00
$6,240.00
$11,044.00
$52,655.00
$4,136.00
$8,245.00
$3,597.00
$10,140.00
$7,582.00
$33,700.00
$6,881.00
$6,027.00
$2,057.00
$14,965.00
Year
Backtest $ Backtest
Backtest %
SPX