Whispertrades

Run backtests like this for just $0.50

Sign up to run backtests like this for $0.50

Backtest - WO Classic with 2 Positions

End Balance
$7,671,302 23.6% CAGR
Drawdown
-$1,386,362 -20.9%
Sortino
0.87 1.45 Sharpe
Benchmark Comparison
Total Return CAGR Drawdown MAR Sharpe Sortino Profit Factor Annualized Vol. Correlation Beta
Backtest 667.1% 23.6% -20.9% 1.13 1.45 0.87 1.63 14% 0.47 0.35
SPX 228.2% 13.1% -33.9% 0.39 0.65 0.79 18%
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
Detailed Stats
Start Date
September 1, 2016
End Date
April 17, 2026
Start Balance
$1,000,000
End Balance
$7,671,302
Total Fees
$322,987
Return %
667.1%
Return $
$6,671,302
CAGR
23.6%
Drawdown %
-20.9%
Drawdown $
-$1,386,362
Drawdown Days
436 days
Sortino
0.87
Sharpe
1.45
MAR
1.13
Annual Vol.
13.7%
Correlation
0.47
Beta
0.35
Trades
5008
Winners
4894 (97.7%)
Losers
114
Avg Gain
$1,332
Avg Winner
$3,536
Avg Loser
-$93,278
Premium Collected $
$23,186,863
Premium Retained $
$6,994,289
Premium Retained %
30.2%
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.
Equity & Positions
Balance
Positions
Periodic Performance
Yearly Performance
Quarterly Performance
Monthly Performance
Weekly Performance
Daily Performance
Day of Week Performance
Relative Performance
Annual Returns vs Underlying
Daily Returns vs Underlying
Consistency Over Time
Rolling Risk-Adjusted Returns
Win Rate Stability
Trade Distributions
Trade P/L Distribution
Periodic Return Distribution
Trade Duration
Win/Loss Streak Distribution
Trade P/L by Factor
Where the P/L Went
Entry Conditions
P/L by VIX at Entry
P/L by IV at Entry
P/L by Entry-Day Underlying Move
P/L by Time of Day (ET)
Outcome by Entry Delta
Volatility Regime Matrix
The matrix uses wider bands than the charts above, and needs both of its axes captured on a trade, so counts can differ.
P/L by Underlying Move During Trade
P/L by VIX Move During Trade
Drawdown Anatomy
Drawdown Episodes
Top 5 Drawdowns
Yearly Results

  • Year

    Backtest

    SPX

  • 4.4%
    3.3%
    September
    -0.4%
    0.0%
    October
    1.9%
    -1.9%
    November
    2.3%
    3.4%
    December
    0.6%
    1.8%
  • 19.5%
    18.0%
    January
    0.2%
    1.8%
    February
    1.3%
    3.7%
    March
    2.1%
    0.0%
    April
    1.6%
    0.9%
    May
    1.5%
    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
    1.5%
    1.0%
  • 18.9%
    -5.0%
    January
    1.4%
    5.5%
    February
    -1.1%
    -3.7%
    March
    4.7%
    -2.6%
    April
    4.4%
    0.4%
    May
    3.0%
    2.2%
    June
    2.5%
    0.5%
    July
    2.6%
    3.6%
    August
    2.3%
    3.0%
    September
    1.9%
    0.5%
    October
    -3.8%
    -7.0%
    November
    4.4%
    1.9%
    December
    -4.2%
    -9.3%
  • 32.9%
    26.2%
    January
    5.4%
    7.7%
    February
    2.6%
    3.0%
    March
    2.2%
    1.8%
    April
    2.3%
    3.9%
    May
    3.5%
    -6.7%
    June
    3.4%
    6.7%
    July
    1.7%
    1.3%
    August
    1.1%
    -1.6%
    September
    3.3%
    1.7%
    October
    -0.9%
    2.1%
    November
    1.9%
    3.4%
    December
    2.3%
    2.8%
  • 76.5%
    21.1%
    January
    -2.3%
    -0.1%
    February
    -1.8%
    -8.5%
    March
    24.1%
    -9.7%
    April
    11.7%
    12.7%
    May
    3.0%
    4.6%
    June
    3.9%
    2.2%
    July
    5.7%
    5.4%
    August
    3.7%
    6.8%
    September
    4.7%
    -3.8%
    October
    -2.0%
    -2.6%
    November
    6.2%
    10.3%
    December
    3.8%
    3.7%
  • 30.9%
    24.7%
    January
    2.4%
    -1.0%
    February
    3.9%
    2.7%
    March
    5.4%
    4.3%
    April
    2.9%
    5.2%
    May
    -2.4%
    0.6%
    June
    2.8%
    2.2%
    July
    -0.5%
    2.3%
    August
    2.5%
    2.9%
    September
    1.9%
    -4.8%
    October
    3.2%
    6.8%
    November
    0.8%
    -0.8%
    December
    4.6%
    4.4%
  • 4.9%
    -18.7%
    January
    -4.1%
    -5.3%
    February
    0.4%
    -3.0%
    March
    7.4%
    3.8%
    April
    -9.9%
    -9.0%
    May
    5.1%
    0.4%
    June
    -10.1%
    -8.4%
    July
    6.5%
    8.9%
    August
    -1.5%
    -4.2%
    September
    3.0%
    -9.6%
    October
    5.8%
    8.0%
    November
    4.4%
    5.5%
    December
    0.0%
    -5.9%
  • 23.7%
    22.6%
    January
    1.9%
    6.1%
    February
    4.7%
    -2.6%
    March
    1.9%
    3.6%
    April
    0.3%
    1.5%
    May
    3.2%
    0.3%
    June
    1.2%
    6.3%
    July
    2.2%
    3.1%
    August
    2.4%
    -1.7%
    September
    -1.7%
    -4.9%
    October
    3.0%
    -2.1%
    November
    0.4%
    8.6%
    December
    2.3%
    4.4%
  • 3.7%
    21.8%
    January
    -0.4%
    1.6%
    February
    2.1%
    5.1%
    March
    1.1%
    3.1%
    April
    2.3%
    -4.2%
    May
    3.2%
    4.7%
    June
    2.8%
    3.4%
    July
    -5.4%
    1.2%
    August
    -0.7%
    2.4%
    September
    -1.0%
    2.1%
    October
    0.8%
    -0.9%
    November
    2.8%
    5.6%
    December
    -3.6%
    -2.5%
  • 18.9%
    16.9%
    January
    -0.7%
    2.7%
    February
    1.3%
    -1.4%
    March
    -0.7%
    -5.8%
    April
    -4.4%
    0.2%
    May
    5.3%
    6.1%
    June
    2.6%
    4.9%
    July
    2.2%
    2.2%
    August
    0.3%
    2.0%
    September
    2.4%
    3.5%
    October
    3.3%
    2.3%
    November
    3.8%
    0.2%
    December
    2.3%
    0.0%
  • 5.3%
    4.3%
    January
    -0.3%
    1.4%
    February
    1.7%
    -0.8%
    March
    4.0%
    -5.1%
    April
    -0.2%
    8.8%
Monthly Returns
April 2026
S
M
T
W
T
F
Total

  1. $19,277.00

  1. $12,012.50

  1. $44,513.50

  1. $18,996.00

  1. $94,799.00

  1. $29,315.00

  1. $8,208.00

  1. $21,636.50

  1. $19,448.50

  1. $3,662.50

  1. $82,270.50

  1. $11,285.00

  1. -$200,379.50

  1. $6,221.00

  1. $14,014.00

  1. $9,385.00

  1. -$159,474.50

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 2854 2778 76 97.3% $19,538,339 $5,777,071 (30%) $1.72 $1.18 $0.53 1.63 $1,524.61
2.5D call 80% PT 2154 2116 38 98.2% $3,648,524 $1,217,218 (33%) $0.44 $0.27 $0.17 1.63 $366.61
Backtest Total 5008 4894 114 97.7% $23,186,863 $6,994,289 (30%) $1.17 $0.79 $0.38 1.63 $1,891.22
Trade Log
Position Timing Result
6.5D put 72% PT
-19 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 | $0.24 debit
Profit Target
$1,121 | 70.24%
$1,001,121 balance
2.5D call 80% PT
-18 Fri Sep 2nd 2200c
Thu Sep 1st 2016
9:31:10 AM EDT | $0.19 credit
Fri Sep 2nd 2016
11:14:00 AM EDT | $0.04 debit
Profit Target
$252 | 73.68%
$1,001,373 balance
6.5D put 72% PT
-19 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 | $0.18 debit
Profit Target
$836 | 68.75%
$1,002,209 balance
2.5D call 80% PT
-18 Tue Sep 6th 2205c
Fri Sep 2nd 2016
11:15:10 AM EDT | $0.14 credit
Tue Sep 6th 2016
4:00:00 PM EDT |
Expired
$234 | 92.86%
$1,002,443 balance
6.5D put 72% PT
-19 Wed Sep 7th 2150p
Tue Sep 6th 2016
9:34:10 AM EDT | $0.60 credit
Wed Sep 7th 2016
9:31:50 AM EDT | $0.17 debit
Profit Target
$779 | 68.33%
$1,003,222 balance
2.5D call 80% PT
-18 Fri Sep 9th 2215c
Wed Sep 7th 2016
9:31:10 AM EDT | $0.14 credit
Fri Sep 9th 2016
4:00:00 PM EDT |
Expired
$234 | 92.86%
$1,003,456 balance
6.5D put 72% PT
-19 Fri Sep 9th 2145p
Wed Sep 7th 2016
9:34:10 AM EDT | $0.82 credit
Fri Sep 9th 2016
4:00:00 PM EDT | $16.99 debit
Assigned
-$30,742 | -1973.17%
$972,714 balance
6.5D put 72% PT
-19 Mon Sep 12th 2070p
Fri Sep 9th 2016
3:50:10 PM EDT | $1.16 credit
Mon Sep 12th 2016
9:54:30 AM EDT | $0.32 debit
Profit Target
$1,558 | 70.69%
$974,272 balance
6.5D put 72% PT
-19 Wed Sep 14th 2045p
Mon Sep 12th 2016
9:55:40 AM EDT | $1.46 credit
Mon Sep 12th 2016
1:16:30 PM EDT | $0.41 debit
Profit Target
$1,957 | 70.55%
$976,229 balance
2.5D call 80% PT
-18 Wed Sep 14th 2185c
Mon Sep 12th 2016
9:31:10 AM EDT | $0.22 credit
Tue Sep 13th 2016
12:31:10 PM EDT | $0.04 debit
Profit Target
$306 | 77.27%
$976,535 balance
2.5D call 80% PT
-18 Wed Sep 14th 2170c
Tue Sep 13th 2016
12:32:20 PM EDT | $0.19 credit
Wed Sep 14th 2016
9:31:50 AM EDT | $0.04 debit
Profit Target
$252 | 73.68%
$976,787 balance
6.5D put 72% PT
-19 Wed Sep 14th 2095p
Mon Sep 12th 2016
1:17:40 PM EDT | $1.03 credit
Wed Sep 14th 2016
9:38:50 AM EDT | $0.29 debit
Profit Target
$1,368 | 69.90%
$978,155 balance
6.5D put 72% PT
-19 Mon Sep 19th 2060p
Thu Sep 15th 2016
9:34:10 AM EDT | $1.28 credit
Thu Sep 15th 2016
1:43:40 PM EDT | $0.36 debit
Profit Target
$1,710 | 70.31%
$979,865 balance
2.5D call 80% PT
-18 Mon Sep 19th 2180c
Thu Sep 15th 2016
9:31:10 AM EDT | $0.20 credit
Fri Sep 16th 2016
11:03:50 AM EDT | $0.04 debit
Profit Target
$270 | 75.00%
$980,135 balance
6.5D put 72% PT
-19 Mon Sep 19th 2095p
Thu Sep 15th 2016
1:44:50 PM EDT | $1.09 credit
Fri Sep 16th 2016
3:32:20 PM EDT | $0.31 debit
Profit Target
$1,444 | 69.72%
$981,579 balance
2.5D call 80% PT
-18 Mon Sep 19th 2170c
Fri Sep 16th 2016
11:05:00 AM EDT | $0.15 credit
Mon Sep 19th 2016
9:31:50 AM EDT | $0.03 debit
Profit Target
$198 | 73.33%
$981,777 balance
6.5D put 72% PT
-19 Mon Sep 19th 2110p
Fri Sep 16th 2016
3:33:30 PM EDT | $0.65 credit
Mon Sep 19th 2016
9:31:50 AM EDT | $0.18 debit
Profit Target
$855 | 69.23%
$982,632 balance
6.5D put 72% PT
-19 Wed Sep 21st 2090p
Mon Sep 19th 2016
9:34:10 AM EDT | $0.99 credit
Wed Sep 21st 2016
9:53:50 AM EDT | $0.28 debit
Profit Target
$1,311 | 69.70%
$983,943 balance
2.5D call 80% PT
-18 Wed Sep 21st 2190c
Mon Sep 19th 2016
9:33:00 AM EDT | $0.20 credit
Wed Sep 21st 2016
2:01:40 PM EDT | $0.04 debit
Profit Target
$270 | 75.00%
$984,213 balance
6.5D put 72% PT
-19 Fri Sep 23rd 2080p
Wed Sep 21st 2016
9:55:00 AM EDT | $1.18 credit
Wed Sep 21st 2016
3:06:10 PM EDT | $0.33 debit
Profit Target
$1,577 | 70.34%
$985,790 balance