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 | 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 |
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
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 |
Position | Position | Legs | Timing | Entry | Exit | Result |
---|---|---|---|---|---|---|
6.5D put 72% PT
|
6.5D put 72% PT
-19 Fri Sep 2nd 2135p
|
-19 Fri Sep 2nd 2135p
$811,300 max risk
|
Thu Sep 1st 2016
9:34 AM EDT | $0.84 credit
Fri Sep 2nd 2016
9:30 AM EDT | $0.08 debit
|
Thu Sep 1st 2016
9:34 AM EDT | $0.84 credit
SPX 2172.09
|
Fri Sep 2nd 2016
9:30 AM EDT | $0.08 debit
SPX 2178.87
|
Profit Target
$1,406 | 88.10%
$1,001,406 balance
|
2.5D call 80% PT
|
2.5D call 80% PT
-18 Fri Sep 2nd 2205c
|
-18 Fri Sep 2nd 2205c
$793,800 max risk
|
Thu Sep 1st 2016
9:31 AM EDT | $0.09 credit
Fri Sep 2nd 2016
4:00 PM EDT |
|
Thu Sep 1st 2016
9:31 AM EDT | $0.09 credit
SPX 2171.08
|
Fri Sep 2nd 2016
4:00 PM EDT
SPX 2179.95
|
Expired
$144 | 88.89%
$1,001,550 balance
|
6.5D put 72% PT
|
6.5D put 72% PT
-19 Tue Sep 6th 2150p
|
-19 Tue Sep 6th 2150p
$817,000 max risk
|
Fri Sep 2nd 2016
9:34 AM EDT | $0.63 credit
Tue Sep 6th 2016
9:30 AM EDT | $0.12 debit
|
Fri Sep 2nd 2016
9:34 AM EDT | $0.63 credit
SPX 2180.40
|
Tue Sep 6th 2016
9:30 AM EDT | $0.12 debit
SPX 2182.56
|
Profit Target
$931 | 77.78%
$1,002,481 balance
|
6.5D put 72% PT
|
6.5D put 72% PT
-19 Wed Sep 7th 2150p
|
-19 Wed Sep 7th 2150p
$817,000 max risk
|
Tue Sep 6th 2016
9:34 AM EDT | $0.59 credit
Wed Sep 7th 2016
9:30 AM EDT | $0.09 debit
|
Tue Sep 6th 2016
9:34 AM EDT | $0.59 credit
SPX 2182.38
|
Wed Sep 7th 2016
9:30 AM EDT | $0.09 debit
SPX 2184.47
|
Profit Target
$912 | 81.36%
$1,003,393 balance
|
2.5D call 80% PT
|
2.5D call 80% PT
-18 Wed Sep 7th 2210c
|
-18 Wed Sep 7th 2210c
$795,600 max risk
|
Tue Sep 6th 2016
9:31 AM EDT | $0.09 credit
Wed Sep 7th 2016
4:00 PM EDT |
|
Tue Sep 6th 2016
9:31 AM EDT | $0.09 credit
SPX 2183.51
|
Wed Sep 7th 2016
4:00 PM EDT
SPX 2186.16
|
Expired
$144 | 88.89%
$1,003,537 balance
|
6.5D put 72% PT
|
6.5D put 72% PT
-19 Fri Sep 9th 2145p
|
-19 Fri Sep 9th 2145p
$815,100 max risk
|
Wed Sep 7th 2016
9:34 AM EDT | $0.80 credit
Fri Sep 9th 2016
4:00 PM EDT | $16.99 debit
|
Wed Sep 7th 2016
9:34 AM EDT | $0.80 credit
SPX 2183.98
|
Fri Sep 9th 2016
4:00 PM EDT | $16.99 debit
SPX 2128.01
|
Assigned
-$30,780 | -2025.00%
$972,757 balance
|
2.5D call 80% PT
|
2.5D call 80% PT
-18 Fri Sep 9th 2205c
|
-18 Fri Sep 9th 2205c
$793,800 max risk
|
Thu Sep 8th 2016
9:31 AM EDT | $0.10 credit
Fri Sep 9th 2016
4:00 PM EDT |
|
Thu Sep 8th 2016
9:31 AM EDT | $0.10 credit
SPX 2181.12
|
Fri Sep 9th 2016
4:00 PM EDT
SPX 2128.01
|
Expired
$162 | 90.00%
$972,919 balance
|
6.5D put 72% PT
|
6.5D put 72% PT
-19 Mon Sep 12th 2070p
|
-19 Mon Sep 12th 2070p
$786,600 max risk
|
Fri Sep 9th 2016
3:50 PM EDT | $1.16 credit
Mon Sep 12th 2016
9:54 AM EDT | $0.28 debit
|
Fri Sep 9th 2016
3:50 PM EDT | $1.16 credit
SPX 2133.32
|
Mon Sep 12th 2016
9:54 AM EDT | $0.28 debit
SPX 2126.26
|
Profit Target
$1,634 | 74.14%
$974,553 balance
|
6.5D put 72% PT
|
6.5D put 72% PT
-19 Wed Sep 14th 2045p
|
-19 Wed Sep 14th 2045p
$777,100 max risk
|
Mon Sep 12th 2016
9:55 AM EDT | $1.46 credit
Mon Sep 12th 2016
1:16 PM EDT | $0.38 debit
|
Mon Sep 12th 2016
9:55 AM EDT | $1.46 credit
SPX 2127.54
|
Mon Sep 12th 2016
1:16 PM EDT | $0.38 debit
SPX 2149.40
|
Profit Target
$2,014 | 72.60%
$976,567 balance
|
2.5D call 80% PT
|
2.5D call 80% PT
-18 Wed Sep 14th 2185c
|
-18 Wed Sep 14th 2185c
$786,600 max risk
|
Mon Sep 12th 2016
9:31 AM EDT | $0.23 credit
Tue Sep 13th 2016
12:31 PM EDT | $0.05 debit
|
Mon Sep 12th 2016
9:31 AM EDT | $0.23 credit
SPX 2120.06
|
Tue Sep 13th 2016
12:31 PM EDT | $0.05 debit
SPX 2125.89
|
Profit Target
$306 | 73.91%
$976,873 balance
|
2.5D call 80% PT
|
2.5D call 80% PT
-18 Wed Sep 14th 2170c
|
-18 Wed Sep 14th 2170c
$781,200 max risk
|
Tue Sep 13th 2016
12:32 PM EDT | $0.19 credit
Wed Sep 14th 2016
9:32 AM EDT | $0.05 debit
|
Tue Sep 13th 2016
12:32 PM EDT | $0.19 credit
SPX 2126.12
|
Wed Sep 14th 2016
9:32 AM EDT | $0.05 debit
SPX 2128.81
|
Profit Target
$234 | 68.42%
$977,107 balance
|
6.5D put 72% PT
|
6.5D put 72% PT
-19 Wed Sep 14th 2095p
|
-19 Wed Sep 14th 2095p
$796,100 max risk
|
Mon Sep 12th 2016
1:17 PM EDT | $1.02 credit
Wed Sep 14th 2016
9:37 AM EDT | $0.28 debit
|
Mon Sep 12th 2016
1:17 PM EDT | $1.02 credit
SPX 2149.47
|
Wed Sep 14th 2016
9:37 AM EDT | $0.28 debit
SPX 2131.53
|
Profit Target
$1,368 | 70.59%
$978,475 balance
|
6.5D put 72% PT
|
6.5D put 72% PT
-19 Mon Sep 19th 2060p
|
-19 Mon Sep 19th 2060p
$782,800 max risk
|
Thu Sep 15th 2016
9:34 AM EDT | $1.24 credit
Thu Sep 15th 2016
2:15 PM EDT | $0.34 debit
|
Thu Sep 15th 2016
9:34 AM EDT | $1.24 credit
SPX 2126.90
|
Thu Sep 15th 2016
2:15 PM EDT | $0.34 debit
SPX 2148.35
|
Profit Target
$1,672 | 70.97%
$980,147 balance
|
2.5D call 80% PT
|
2.5D call 80% PT
-18 Mon Sep 19th 2180c
|
-18 Mon Sep 19th 2180c
$784,800 max risk
|
Thu Sep 15th 2016
9:31 AM EDT | $0.24 credit
Fri Sep 16th 2016
11:10 AM EDT | $0.05 debit
|
Thu Sep 15th 2016
9:31 AM EDT | $0.24 credit
SPX 2125.89
|
Fri Sep 16th 2016
11:10 AM EDT | $0.05 debit
SPX 2134.37
|
Profit Target
$324 | 75.00%
$980,471 balance
|
2.5D call 80% PT
|
2.5D call 80% PT
-18 Mon Sep 19th 2170c
|
-18 Mon Sep 19th 2170c
$781,200 max risk
|
Fri Sep 16th 2016
11:11 AM EDT | $0.15 credit
Fri Sep 16th 2016
3:11 PM EDT | $0.05 debit
|
Fri Sep 16th 2016
11:11 AM EDT | $0.15 credit
SPX 2134.70
|
Fri Sep 16th 2016
3:11 PM EDT | $0.05 debit
SPX 2136.16
|
Profit Target
$162 | 60.00%
$980,633 balance
|
6.5D put 72% PT
|
6.5D put 72% PT
-19 Mon Sep 19th 2095p
|
-19 Mon Sep 19th 2095p
$796,100 max risk
|
Thu Sep 15th 2016
2:16 PM EDT | $0.97 credit
Fri Sep 16th 2016
3:33 PM EDT | $0.27 debit
|
Thu Sep 15th 2016
2:16 PM EDT | $0.97 credit
SPX 2149.20
|
Fri Sep 16th 2016
3:33 PM EDT | $0.27 debit
SPX 2140.86
|
Profit Target
$1,292 | 70.10%
$981,925 balance
|
6.5D put 72% PT
|
6.5D put 72% PT
-19 Mon Sep 19th 2110p
|
-19 Mon Sep 19th 2110p
$801,800 max risk
|
Fri Sep 16th 2016
3:34 PM EDT | $0.70 credit
Mon Sep 19th 2016
9:30 AM EDT | $0.09 debit
|
Fri Sep 16th 2016
3:34 PM EDT | $0.70 credit
SPX 2140.92
|
Mon Sep 19th 2016
9:30 AM EDT | $0.09 debit
SPX 2145.31
|
Profit Target
$1,121 | 84.29%
$983,046 balance
|
6.5D put 72% PT
|
6.5D put 72% PT
-19 Wed Sep 21st 2090p
|
-19 Wed Sep 21st 2090p
$794,200 max risk
|
Mon Sep 19th 2016
9:34 AM EDT | $0.96 credit
Wed Sep 21st 2016
9:53 AM EDT | $0.25 debit
|
Mon Sep 19th 2016
9:34 AM EDT | $0.96 credit
SPX 2147.16
|
Wed Sep 21st 2016
9:53 AM EDT | $0.25 debit
SPX 2150.03
|
Profit Target
$1,311 | 71.88%
$984,357 balance
|
2.5D call 80% PT
|
2.5D call 80% PT
-18 Wed Sep 21st 2190c
|
-18 Wed Sep 21st 2190c
$788,400 max risk
|
Mon Sep 19th 2016
9:31 AM EDT | $0.22 credit
Wed Sep 21st 2016
2:01 PM EDT | $0.05 debit
|
Mon Sep 19th 2016
9:31 AM EDT | $0.22 credit
SPX 2146.81
|
Wed Sep 21st 2016
2:01 PM EDT | $0.05 debit
SPX 2147.15
|
Profit Target
$288 | 72.73%
$984,645 balance
|
6.5D put 72% PT
|
6.5D put 72% PT
-19 Fri Sep 23rd 2085p
|
-19 Fri Sep 23rd 2085p
$792,300 max risk
|
Wed Sep 21st 2016
9:54 AM EDT | $1.42 credit
Wed Sep 21st 2016
3:05 PM EDT | $0.39 debit
|
Wed Sep 21st 2016
9:54 AM EDT | $1.42 credit
SPX 2150.36
|
Wed Sep 21st 2016
3:05 PM EDT | $0.39 debit
SPX 2155.69
|
Profit Target
$1,919 | 71.13%
$986,564 balance
|