Run backtests like this for just $0.50

Backtest - 5d, 1dte, no SL, naked put

End Balance
$370,904 10.6% CAGR
Drawdown
-$50,072 -14.8%
Sortino
0.37 0.96 Sharpe
MAR 0.72
Profit Factor 1.75
Trades 2651
Win Rate 97.3%
Best Mo 9.2%
Worst Mo -9.5%
Positive Mos 80%
Benchmark Comparison
Total Return CAGR Drawdown MAR Sharpe Sortino Profit Factor Annualized Vol. Correlation Beta
Backtest 196.7% 10.6% -14.8% 0.72 0.96 0.37 1.75 8% 0.40 0.18
SPX 279.5% 13.1% -33.9% 0.39 0.64 0.79 18%
Return %
Drawdown
Backtest Positions
Position Entry Exit
5d, 1dte, SPX
SPXW Short Put
2x contracts
$1.00 fee per contract
Dynamic fill model
Daily
After 3:50 PM EDT
Before 3:59 PM EDT
1 DTE (1 min - 4 max)
-0.05 PUT Δ (4.0 min - 6.0 max)
Detailed Stats
Start Date
January 1, 2016
End Date
October 21, 2026
Start Balance
$125,000
End Balance
$370,904
Total Fees
$5,306
Slippage vs Mid
$4,815
Return %
196.7%
Return $
$245,904
CAGR
10.6%
Drawdown %
-14.8%
Drawdown $
-$50,072
Drawdown Days
441 days
Sortino
0.37
Sharpe
0.96
MAR
0.72
Annual Vol.
8.2%
Correlation
0.40
Beta
0.18
Trades
2651
Winners
2580 (97.3%)
Losers
71
Avg Gain
$93
Avg Winner
$223
Avg Loser
-$4,627
Premium Collected $
$595,606
Premium Retained $
$251,210
Premium Retained %
42.2%
Regime Attribution
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
P/L by GEX Regime
P/L by Total GEX
Fill Quality
Spread Size and Slippage vs Mid
How Exits Were Priced
Drawdown Anatomy
Drawdown Episodes
Top 5 Drawdowns
Yearly Results
  • Year

    Backtest

    SPX

  • 7.5%
    10.0%
    January
    -1.7%
    -5.0%
    February
    1.9%
    -0.3%
    March
    1.3%
    6.5%
    April
    1.1%
    0.3%
    May
    1.1%
    1.6%
    June
    1.7%
    0.2%
    July
    0.9%
    3.5%
    August
    1.3%
    -0.1%
    September
    -4.8%
    0.0%
    October
    1.5%
    -1.9%
    November
    2.0%
    3.4%
    December
    1.3%
    1.8%
  • 14.2%
    18.0%
    January
    1.2%
    1.8%
    February
    1.0%
    3.7%
    March
    1.6%
    0.0%
    April
    1.4%
    0.9%
    May
    -0.8%
    1.2%
    June
    1.4%
    0.5%
    July
    1.0%
    2.0%
    August
    1.6%
    0.1%
    September
    1.2%
    1.9%
    October
    1.2%
    2.2%
    November
    1.2%
    2.8%
    December
    1.2%
    1.0%
  • 0.8%
    -5.0%
    January
    1.3%
    5.5%
    February
    0.0%
    -3.7%
    March
    -2.6%
    -2.6%
    April
    2.1%
    0.4%
    May
    1.8%
    2.2%
    June
    1.7%
    0.5%
    July
    1.5%
    3.6%
    August
    1.6%
    3.0%
    September
    1.4%
    0.5%
    October
    -9.5%
    -7.0%
    November
    2.8%
    1.9%
    December
    -0.6%
    -9.3%
  • 15.5%
    26.2%
    January
    2.3%
    7.7%
    February
    1.4%
    3.0%
    March
    0.6%
    1.8%
    April
    1.3%
    3.9%
    May
    2.4%
    -6.7%
    June
    1.7%
    6.7%
    July
    1.4%
    1.3%
    August
    -1.2%
    -1.6%
    September
    1.9%
    1.7%
    October
    0.0%
    2.1%
    November
    1.2%
    3.4%
    December
    1.6%
    2.8%
  • 26.5%
    21.1%
    January
    1.9%
    -0.1%
    February
    -1.4%
    -8.5%
    March
    9.2%
    -9.7%
    April
    4.0%
    12.7%
    May
    1.6%
    4.6%
    June
    -0.5%
    2.2%
    July
    2.7%
    5.4%
    August
    2.1%
    6.8%
    September
    0.1%
    -3.8%
    October
    -0.8%
    -2.6%
    November
    2.9%
    10.3%
    December
    2.3%
    3.7%
  • 21.3%
    24.7%
    January
    0.6%
    -1.0%
    February
    2.1%
    2.7%
    March
    3.0%
    4.3%
    April
    1.6%
    5.2%
    May
    1.2%
    0.6%
    June
    1.9%
    2.2%
    July
    1.8%
    2.3%
    August
    1.8%
    2.9%
    September
    2.3%
    -4.8%
    October
    1.9%
    6.8%
    November
    -1.1%
    -0.8%
    December
    2.5%
    4.4%
  • 5.8%
    -18.7%
    January
    -0.4%
    -5.3%
    February
    1.2%
    -3.0%
    March
    3.2%
    3.8%
    April
    -4.8%
    -9.0%
    May
    0.3%
    0.4%
    June
    0.1%
    -8.4%
    July
    1.9%
    8.9%
    August
    0.1%
    -4.2%
    September
    -1.1%
    -9.6%
    October
    2.3%
    8.0%
    November
    1.7%
    5.5%
    December
    1.4%
    -5.9%
  • 10.8%
    22.6%
    January
    1.5%
    6.1%
    February
    1.5%
    -2.6%
    March
    1.5%
    3.6%
    April
    -0.2%
    1.5%
    May
    1.3%
    0.3%
    June
    1.1%
    6.3%
    July
    1.0%
    3.1%
    August
    0.2%
    -1.7%
    September
    0.1%
    -4.9%
    October
    1.5%
    -2.1%
    November
    1.0%
    8.6%
    December
    -0.2%
    4.4%
  • 0.9%
    21.8%
    January
    0.7%
    1.6%
    February
    0.9%
    5.1%
    March
    1.0%
    3.1%
    April
    0.0%
    -4.2%
    May
    1.2%
    4.7%
    June
    0.9%
    3.4%
    July
    -3.2%
    1.2%
    August
    2.0%
    2.4%
    September
    -0.4%
    2.1%
    October
    0.2%
    -0.9%
    November
    1.5%
    5.6%
    December
    -3.8%
    -2.5%
  • 3.3%
    16.9%
    January
    0.4%
    2.7%
    February
    0.6%
    -1.4%
    March
    0.4%
    -5.8%
    April
    -8.2%
    0.2%
    May
    2.2%
    6.1%
    June
    1.9%
    4.9%
    July
    1.5%
    2.2%
    August
    1.7%
    2.0%
    September
    1.7%
    3.5%
    October
    -1.4%
    2.3%
    November
    1.4%
    0.2%
    December
    1.4%
    0.0%
  • 10.7%
    13.2%
    January
    -1.1%
    1.4%
    February
    2.0%
    -0.8%
    March
    3.1%
    -5.1%
    April
    2.4%
    10.0%
    May
    1.7%
    5.1%
    June
    -4.1%
    -1.0%
    July
    2.0%
    -0.1%
    August
    1.5%
    2.6%
    September
    1.6%
    -0.4%
    October
    1.1%
    1.4%
Monthly Returns
October 2026
S
M
T
W
T
F
Total
  1. $336.00

  1. $267.00

GDP
  1. $202.00

  1. $224.00

NFP
  1. $409.00

  1. $1,438.00

  1. $255.00

  1. $227.00

  1. $173.00

  1. $253.00

  1. $243.00

  1. $1,151.00

  1. $196.00

  1. $184.00

CPI
  1. $272.00

  1. $369.00

  1. $391.00

  1. $1,412.00

  1. $447.00

  1. $324.00

  1. $246.00

  1. $1,017.00

FOMC
GDP
Performance by Position
Performance Per Contract Trades Wins Losses Win % Premium Collected Premium Retained
Avg Entry
Avg Exit
Avg Profit
Profit Factor
Total Profit
5d, 1dte, SPX 2651 2580 71 97.3% $595,606 $251,210 (42%) $1.123 $0.650 $0.474 1.75 $1,256.04
Backtest Total 2651 2580 71 97.3% $595,606 $251,210 (42%) $1.123 $0.650 $0.474 1.75 $1,256.04
Trade Log
Updating…
1-20 of 2,651 trades
Position Timing Result
5d, 1dte, SPX
-2 Fri Jan 8th 1910p
Mon Jan 4th 2016
3:50:10 PM EST | $1.36 credit
Fri Jan 8th 2016
4:00:00 PM EST |
Expired
$270 | 99.26%
$125,270 balance
5d, 1dte, SPX
-2 Fri Jan 8th 1940p
Tue Jan 5th 2016
3:50:10 PM EST | $0.87 credit
Fri Jan 8th 2016
4:00:00 PM EST | $18.97 debit
Assigned
-$3,622 | -2081.61%
$121,648 balance
5d, 1dte, SPX
-2 Fri Jan 8th 1925p
Wed Jan 6th 2016
3:50:10 PM EST | $0.90 credit
Fri Jan 8th 2016
4:00:00 PM EST | $3.97 debit
Assigned
-$616 | -342.22%
$121,032 balance
5d, 1dte, SPX
-2 Fri Jan 8th 1880p
Thu Jan 7th 2016
3:50:10 PM EST | $0.91 credit
Fri Jan 8th 2016
4:00:00 PM EST |
Expired
$180 | 98.90%
$121,212 balance
5d, 1dte, SPX
-2 Fri Jan 22nd 1775p
Tue Jan 19th 2016
3:50:10 PM EST | $1.57 credit
Fri Jan 22nd 2016
4:00:00 PM EST |
Expired
$312 | 99.36%
$121,524 balance
5d, 1dte, SPX
-2 Fri Jan 22nd 1750p
Wed Jan 20th 2016
3:50:10 PM EST | $1.45 credit
Fri Jan 22nd 2016
4:00:00 PM EST |
Expired
$288 | 99.31%
$121,812 balance
5d, 1dte, SPX
-2 Fri Jan 22nd 1805p
Thu Jan 21st 2016
3:50:10 PM EST | $0.86 credit
Fri Jan 22nd 2016
4:00:00 PM EST |
Expired
$170 | 98.84%
$121,982 balance
5d, 1dte, SPX
-2 Fri Jan 29th 1780p
Mon Jan 25th 2016
3:50:10 PM EST | $1.42 credit
Fri Jan 29th 2016
4:00:00 PM EST |
Expired
$282 | 99.30%
$122,264 balance
5d, 1dte, SPX
-2 Fri Jan 29th 1815p
Tue Jan 26th 2016
3:50:10 PM EST | $1.24 credit
Fri Jan 29th 2016
4:00:00 PM EST |
Expired
$246 | 99.19%
$122,510 balance
5d, 1dte, SPX
-2 Fri Jan 29th 1805p
Wed Jan 27th 2016
3:50:10 PM EST | $0.94 credit
Fri Jan 29th 2016
4:00:00 PM EST |
Expired
$186 | 98.94%
$122,696 balance
5d, 1dte, SPX
-2 Fri Jan 29th 1840p
Thu Jan 28th 2016
3:50:10 PM EST | $0.65 credit
Fri Jan 29th 2016
4:00:00 PM EST |
Expired
$128 | 98.46%
$122,824 balance
5d, 1dte, SPX
-2 Fri Feb 5th 1860p
Mon Feb 1st 2016
3:50:10 PM EST | $1.15 credit
Fri Feb 5th 2016
4:00:00 PM EST |
Expired
$228 | 99.13%
$123,052 balance
5d, 1dte, SPX
-2 Fri Feb 5th 1825p
Tue Feb 2nd 2016
3:50:10 PM EST | $1.08 credit
Fri Feb 5th 2016
4:00:00 PM EST |
Expired
$214 | 99.07%
$123,266 balance
5d, 1dte, SPX
-2 Fri Feb 5th 1835p
Wed Feb 3rd 2016
3:50:10 PM EST | $0.94 credit
Fri Feb 5th 2016
4:00:00 PM EST |
Expired
$186 | 98.94%
$123,452 balance
5d, 1dte, SPX
-2 Fri Feb 5th 1860p
Thu Feb 4th 2016
3:50:10 PM EST | $0.71 credit
Fri Feb 5th 2016
4:00:00 PM EST |
Expired
$140 | 98.59%
$123,592 balance
5d, 1dte, SPX
-2 Fri Feb 12th 1750p
Mon Feb 8th 2016
3:50:10 PM EST | $1.42 credit
Fri Feb 12th 2016
4:00:00 PM EST |
Expired
$282 | 99.30%
$123,874 balance
5d, 1dte, SPX
-2 Fri Feb 12th 1755p
Tue Feb 9th 2016
3:50:10 PM EST | $1.33 credit
Fri Feb 12th 2016
4:00:00 PM EST |
Expired
$264 | 99.25%
$124,138 balance
5d, 1dte, SPX
-2 Fri Feb 12th 1775p
Wed Feb 10th 2016
3:50:10 PM EST | $1.04 credit
Fri Feb 12th 2016
4:00:00 PM EST |
Expired
$206 | 99.04%
$124,344 balance
5d, 1dte, SPX
-2 Fri Feb 12th 1775p
Thu Feb 11th 2016
3:50:10 PM EST | $0.74 credit
Fri Feb 12th 2016
4:00:00 PM EST |
Expired
$146 | 98.65%
$124,490 balance
5d, 1dte, SPX
-2 Fri Feb 26th 1870p
Mon Feb 22nd 2016
3:50:10 PM EST | $0.93 credit
Fri Feb 26th 2016
4:00:00 PM EST |
Expired
$184 | 98.92%
$124,674 balance