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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	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 %

Total Return

Sum of Daily Returns

Drawdown

Percent

Dollars

Backtest Positions

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

6.5D put 72% PT

2.5D call 80% PT

Confirm removal of from this backtest.

Remove Position

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

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%

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

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

Dollars

Percent

Weekly Performance

Dollars

Percent

Daily Performance

Dollars

Percent

Day of Week Performance

May 2024

Month

S Sun

M Mon

T Tue

W Wed

T Thu

F Fri

Total Total

$7,071.00
0.1%
SPX 0.3%

-$46,856.00
-0.7%
SPX -1.6%

$61,176.00
0.9%
SPX -0.3%

$6,608.00
0.1%
SPX 0.9%

$19,678.00
0.3%
SPX 1.3%

$47,677.00
0.7%
SPX 0.6%

$13,338.00
0.2%
SPX 1.0%

$5,973.00
0.1%
SPX 0.1%

$11,634.00
0.2%
SPX 0.0%

$9,272.00
0.1%
SPX 0.5%

$5,037.00
0.1%
SPX 0.2%

$45,254.00
0.7%
SPX 1.8%

$6,348.00
0.1%
SPX 0.0%

$13,861.00
0.2%
SPX 0.5%

$15,162.00
0.2%
SPX 1.2%

$6,240.00
0.1%
SPX -0.2%

$11,044.00
0.2%
SPX 0.1%

$52,655.00
0.8%
SPX 1.6%

$4,136.00
0.1%
SPX 0.1%

$8,245.00
0.1%
SPX 0.3%

$3,597.00
0.1%
SPX -0.3%

$10,140.00
0.1%
SPX -0.7%

$7,582.00
0.1%
SPX 0.7%

$33,700.00
0.5%
SPX 0.1%

$6,881.00
0.1%
SPX 0.0%

$6,027.00
0.1%
SPX -0.7%

$2,057.00
0.0%
SPX -0.6%

$14,965.00
0.2%
SPX -1.3%

Yearly Results

Year

Backtest $ Backtest

Backtest %

SPX
2016

$49,072

4.9%

(-3.0%)

3.3%

(-4.6%)

September

-$3,738

-0.4%

(-3.0%)

0.0%

(-2.8%)

October

$19,786

2.0%

(0.0%)

-1.9%

(-1.7%)

November

$25,994

2.6%

(0.0%)

3.4%

(-1.3%)

December

$7,030

0.7%

(-1.0%)

1.8%

(-1.4%)
2017

$206,234

19.7%

(-1.4%)

18.0%

(-2.8%)

January

$2,346

0.2%

(-1.4%)

1.8%

(-0.8%)

February

$13,688

1.3%

(0.0%)

3.7%

(-0.3%)

March

$22,933

2.2%

(0.0%)

0.0%

(-2.3%)

April

$18,046

1.7%

(0.0%)

0.9%

(-1.3%)

May

$17,434

1.6%

(-0.3%)

1.2%

(-1.9%)

June

$19,187

1.7%

(0.0%)

0.5%

(-1.4%)

July

$15,697

1.4%

(0.0%)

2.0%

(-0.9%)

August

$22,998

2.0%

(0.0%)

0.1%

(-2.2%)

September

$18,312

1.5%

(0.0%)

1.9%

(-0.8%)

October

$18,174

1.5%

(0.0%)

2.2%

(-0.7%)

November

$19,570

1.6%

(0.0%)

2.8%

(-1.1%)

December

$17,850

1.4%

(0.0%)

1.0%

(-0.6%)
2018

$237,292

18.9%

(-8.1%)

-5.0%

(-19.8%)

January

$23,516

1.9%

(-0.1%)

5.5%

(-1.8%)

February

-$15,757

-1.2%

(-3.9%)

-3.7%

(-8.5%)

March

$61,804

4.9%

(0.0%)

-2.6%

(-7.1%)

April

$55,398

4.2%

(-0.2%)

0.4%

(-2.7%)

May

$39,500

2.9%

(0.0%)

2.2%

(-1.6%)

June

$34,407

2.4%

(0.0%)

0.5%

(-3.1%)

July

$37,400

2.6%

(0.0%)

3.6%

(-1.5%)

August

$34,086

2.3%

(-0.2%)

3.0%

(-1.4%)

September

$28,604

1.9%

(0.0%)

0.5%

(-0.9%)

October

-$57,158

-3.7%

(-8.1%)

-7.0%

(-9.7%)

November

$65,612

4.4%

(0.0%)

1.9%

(-6.4%)

December

-$70,117

-4.5%

(-7.2%)

-9.3%

(-15.7%)
2019

$559,252

37.5%

(-4.2%)

26.2%

(-6.8%)

January

$79,080

5.3%

(0.0%)

7.7%

(-2.5%)

February

$39,312

2.5%

(0.0%)

3.0%

(-1.2%)

March

$35,544

2.2%

(-0.5%)

1.8%

(-2.2%)

April

$37,632

2.3%

(0.0%)

3.9%

(-0.6%)

May

$63,812

3.8%

(0.0%)

-6.7%

(-6.6%)

June

$54,584

3.1%

(0.0%)

6.7%

(-1.4%)

July

$32,470

1.8%

(-0.4%)

1.3%

(-1.5%)

August

$90,427

4.9%

(-0.4%)

-1.6%

(-3.8%)

September

$62,961

3.3%

(0.0%)

1.7%

(-1.6%)

October

-$16,988

-0.9%

(-4.2%)

2.1%

(-2.0%)

November

$38,003

1.9%

(0.0%)

3.4%

(-0.6%)

December

$42,414

2.1%

(0.0%)

2.8%

(-0.7%)
2020

$1,502,368

73.2%

(-6.9%)

21.1%

(-33.9%)

January

-$50,118

-2.4%

(-4.3%)

-0.1%

(-3.1%)

February

-$24,102

-1.2%

(-4.6%)

-8.5%

(-12.8%)

March

$500,086

25.3%

(0.0%)

-9.7%

(-28.5%)

April

$302,222

12.2%

(0.0%)

12.7%

(-4.8%)

May

-$48,450

-1.7%

(-6.9%)

4.6%

(-3.8%)

June

$111,408

4.1%

(-2.7%)

2.2%

(-7.1%)

July

$162,628

5.7%

(0.0%)

5.4%

(-1.8%)

August

$111,562

3.7%

(0.0%)

6.8%

(-0.8%)

September

$142,210

4.6%

(-0.6%)

-3.8%

(-9.6%)

October

-$37,691

-1.2%

(-5.5%)

-2.6%

(-7.5%)

November

$198,410