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 | 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% |
| Position | Fills | Entry | Exit |
|---|---|---|---|
|
5d, 1dte, SPX
SPXW Short Put
2x contracts
$1.00 fee per contract
Dynamic fill model
|
$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)
|
|
Change the order that positions are listed in the backtest
Confirm removal of from this backtest.
This will create a copy of .
Year
Backtest $ Backtest
Backtest %
SPX
$336.00
$267.00
$202.00
$224.00
$409.00
$1,438.00
$255.00
$227.00
$173.00
$253.00
$243.00
$1,151.00
$196.00
$184.00
$272.00
$369.00
$391.00
$1,412.00
$447.00
$324.00
$246.00
$1,017.00
| 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 |
| Position | Position | Legs | Timing | Entry | Exit | Result |
|---|---|---|---|---|---|---|
|
5d, 1dte, SPX
|
5d, 1dte, SPX
-2 Fri Jan 8th 1910p
|
-2 Fri Jan 8th 1910p
$76,400 max risk
|
Mon Jan 4th 2016
3:50:10 PM EST | $1.36 credit
Fri Jan 8th 2016
4:00:00 PM EST |
|
Mon Jan 4th 2016
3:50:10 PM EST | $1.36 credit
SPX 2008.02
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Fri Jan 8th 2016
4:00:00 PM EST
SPX 6940.01
|
Expired
$270 | 99.26%
$125,270 balance
|
|
5d, 1dte, SPX
|
5d, 1dte, SPX
-2 Fri Jan 8th 1940p
|
-2 Fri Jan 8th 1940p
$77,600 max risk
|
Tue Jan 5th 2016
3:50:10 PM EST | $0.87 credit
Fri Jan 8th 2016
4:00:00 PM EST | $18.97 debit
|
Tue Jan 5th 2016
3:50:10 PM EST | $0.87 credit
SPX 2017.74
|
Fri Jan 8th 2016
4:00:00 PM EST
| $18.97 debit
SPX 6940.01
|
Assigned
-$3,622 | -2081.61%
$121,648 balance
|
|
5d, 1dte, SPX
|
5d, 1dte, SPX
-2 Fri Jan 8th 1925p
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-2 Fri Jan 8th 1925p
$77,000 max risk
|
Wed Jan 6th 2016
3:50:10 PM EST | $0.90 credit
Fri Jan 8th 2016
4:00:00 PM EST | $3.97 debit
|
Wed Jan 6th 2016
3:50:10 PM EST | $0.90 credit
SPX 1987.25
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Fri Jan 8th 2016
4:00:00 PM EST
| $3.97 debit
SPX 6940.01
|
Assigned
-$616 | -342.22%
$121,032 balance
|
|
5d, 1dte, SPX
|
5d, 1dte, SPX
-2 Fri Jan 8th 1880p
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-2 Fri Jan 8th 1880p
$75,200 max risk
|
Thu Jan 7th 2016
3:50:10 PM EST | $0.91 credit
Fri Jan 8th 2016
4:00:00 PM EST |
|
Thu Jan 7th 2016
3:50:10 PM EST | $0.91 credit
SPX 1948.70
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Fri Jan 8th 2016
4:00:00 PM EST
SPX 6940.01
|
Expired
$180 | 98.90%
$121,212 balance
|
|
5d, 1dte, SPX
|
5d, 1dte, SPX
-2 Fri Jan 22nd 1775p
|
-2 Fri Jan 22nd 1775p
$71,000 max risk
|
Tue Jan 19th 2016
3:50:10 PM EST | $1.57 credit
Fri Jan 22nd 2016
4:00:00 PM EST |
|
Tue Jan 19th 2016
3:50:10 PM EST | $1.57 credit
SPX 1887.16
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Fri Jan 22nd 2016
4:00:00 PM EST
SPX 1906.90
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Expired
$312 | 99.36%
$121,524 balance
|
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5d, 1dte, SPX
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5d, 1dte, SPX
-2 Fri Jan 22nd 1750p
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-2 Fri Jan 22nd 1750p
$70,000 max risk
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Wed Jan 20th 2016
3:50:10 PM EST | $1.45 credit
Fri Jan 22nd 2016
4:00:00 PM EST |
|
Wed Jan 20th 2016
3:50:10 PM EST | $1.45 credit
SPX 1860.50
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Fri Jan 22nd 2016
4:00:00 PM EST
SPX 1906.90
|
Expired
$288 | 99.31%
$121,812 balance
|
|
5d, 1dte, SPX
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5d, 1dte, SPX
-2 Fri Jan 22nd 1805p
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-2 Fri Jan 22nd 1805p
$72,200 max risk
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Thu Jan 21st 2016
3:50:10 PM EST | $0.86 credit
Fri Jan 22nd 2016
4:00:00 PM EST |
|
Thu Jan 21st 2016
3:50:10 PM EST | $0.86 credit
SPX 1872.66
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Fri Jan 22nd 2016
4:00:00 PM EST
SPX 1906.90
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Expired
$170 | 98.84%
$121,982 balance
|
|
5d, 1dte, SPX
|
5d, 1dte, SPX
-2 Fri Jan 29th 1780p
|
-2 Fri Jan 29th 1780p
$71,200 max risk
|
Mon Jan 25th 2016
3:50:10 PM EST | $1.42 credit
Fri Jan 29th 2016
4:00:00 PM EST |
|
Mon Jan 25th 2016
3:50:10 PM EST | $1.42 credit
SPX 1877.80
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Fri Jan 29th 2016
4:00:00 PM EST
SPX 1940.24
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Expired
$282 | 99.30%
$122,264 balance
|
|
5d, 1dte, SPX
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5d, 1dte, SPX
-2 Fri Jan 29th 1815p
|
-2 Fri Jan 29th 1815p
$72,600 max risk
|
Tue Jan 26th 2016
3:50:10 PM EST | $1.24 credit
Fri Jan 29th 2016
4:00:00 PM EST |
|
Tue Jan 26th 2016
3:50:10 PM EST | $1.24 credit
SPX 1900.81
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Fri Jan 29th 2016
4:00:00 PM EST
SPX 1940.24
|
Expired
$246 | 99.19%
$122,510 balance
|
|
5d, 1dte, SPX
|
5d, 1dte, SPX
-2 Fri Jan 29th 1805p
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-2 Fri Jan 29th 1805p
$72,200 max risk
|
Wed Jan 27th 2016
3:50:10 PM EST | $0.94 credit
Fri Jan 29th 2016
4:00:00 PM EST |
|
Wed Jan 27th 2016
3:50:10 PM EST | $0.94 credit
SPX 1883.12
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Fri Jan 29th 2016
4:00:00 PM EST
SPX 1940.24
|
Expired
$186 | 98.94%
$122,696 balance
|
|
5d, 1dte, SPX
|
5d, 1dte, SPX
-2 Fri Jan 29th 1840p
|
-2 Fri Jan 29th 1840p
$73,600 max risk
|
Thu Jan 28th 2016
3:50:10 PM EST | $0.65 credit
Fri Jan 29th 2016
4:00:00 PM EST |
|
Thu Jan 28th 2016
3:50:10 PM EST | $0.65 credit
SPX 1894.54
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Fri Jan 29th 2016
4:00:00 PM EST
SPX 1940.24
|
Expired
$128 | 98.46%
$122,824 balance
|
|
5d, 1dte, SPX
|
5d, 1dte, SPX
-2 Fri Feb 5th 1860p
|
-2 Fri Feb 5th 1860p
$74,400 max risk
|
Mon Feb 1st 2016
3:50:10 PM EST | $1.15 credit
Fri Feb 5th 2016
4:00:00 PM EST |
|
Mon Feb 1st 2016
3:50:10 PM EST | $1.15 credit
SPX 1942.43
|
Fri Feb 5th 2016
4:00:00 PM EST
SPX 1880.05
|
Expired
$228 | 99.13%
$123,052 balance
|
|
5d, 1dte, SPX
|
5d, 1dte, SPX
-2 Fri Feb 5th 1825p
|
-2 Fri Feb 5th 1825p
$73,000 max risk
|
Tue Feb 2nd 2016
3:50:10 PM EST | $1.08 credit
Fri Feb 5th 2016
4:00:00 PM EST |
|
Tue Feb 2nd 2016
3:50:10 PM EST | $1.08 credit
SPX 1904.43
|
Fri Feb 5th 2016
4:00:00 PM EST
SPX 1880.05
|
Expired
$214 | 99.07%
$123,266 balance
|
|
5d, 1dte, SPX
|
5d, 1dte, SPX
-2 Fri Feb 5th 1835p
|
-2 Fri Feb 5th 1835p
$73,400 max risk
|
Wed Feb 3rd 2016
3:50:10 PM EST | $0.94 credit
Fri Feb 5th 2016
4:00:00 PM EST |
|
Wed Feb 3rd 2016
3:50:10 PM EST | $0.94 credit
SPX 1911.22
|
Fri Feb 5th 2016
4:00:00 PM EST
SPX 1880.05
|
Expired
$186 | 98.94%
$123,452 balance
|
|
5d, 1dte, SPX
|
5d, 1dte, SPX
-2 Fri Feb 5th 1860p
|
-2 Fri Feb 5th 1860p
$74,400 max risk
|
Thu Feb 4th 2016
3:50:10 PM EST | $0.71 credit
Fri Feb 5th 2016
4:00:00 PM EST |
|
Thu Feb 4th 2016
3:50:10 PM EST | $0.71 credit
SPX 1913.89
|
Fri Feb 5th 2016
4:00:00 PM EST
SPX 1880.05
|
Expired
$140 | 98.59%
$123,592 balance
|
|
5d, 1dte, SPX
|
5d, 1dte, SPX
-2 Fri Feb 12th 1750p
|
-2 Fri Feb 12th 1750p
$70,000 max risk
|
Mon Feb 8th 2016
3:50:10 PM EST | $1.42 credit
Fri Feb 12th 2016
4:00:00 PM EST |
|
Mon Feb 8th 2016
3:50:10 PM EST | $1.42 credit
SPX 1855.64
|
Fri Feb 12th 2016
4:00:00 PM EST
SPX 1864.78
|
Expired
$282 | 99.30%
$123,874 balance
|
|
5d, 1dte, SPX
|
5d, 1dte, SPX
-2 Fri Feb 12th 1755p
|
-2 Fri Feb 12th 1755p
$70,200 max risk
|
Tue Feb 9th 2016
3:50:10 PM EST | $1.33 credit
Fri Feb 12th 2016
4:00:00 PM EST |
|
Tue Feb 9th 2016
3:50:10 PM EST | $1.33 credit
SPX 1853.83
|
Fri Feb 12th 2016
4:00:00 PM EST
SPX 1864.78
|
Expired
$264 | 99.25%
$124,138 balance
|
|
5d, 1dte, SPX
|
5d, 1dte, SPX
-2 Fri Feb 12th 1775p
|
-2 Fri Feb 12th 1775p
$71,000 max risk
|
Wed Feb 10th 2016
3:50:10 PM EST | $1.04 credit
Fri Feb 12th 2016
4:00:00 PM EST |
|
Wed Feb 10th 2016
3:50:10 PM EST | $1.04 credit
SPX 1851.47
|
Fri Feb 12th 2016
4:00:00 PM EST
SPX 1864.78
|
Expired
$206 | 99.04%
$124,344 balance
|
|
5d, 1dte, SPX
|
5d, 1dte, SPX
-2 Fri Feb 12th 1775p
|
-2 Fri Feb 12th 1775p
$71,000 max risk
|
Thu Feb 11th 2016
3:50:10 PM EST | $0.74 credit
Fri Feb 12th 2016
4:00:00 PM EST |
|
Thu Feb 11th 2016
3:50:10 PM EST | $0.74 credit
SPX 1835.77
|
Fri Feb 12th 2016
4:00:00 PM EST
SPX 1864.78
|
Expired
$146 | 98.65%
$124,490 balance
|
|
5d, 1dte, SPX
|
5d, 1dte, SPX
-2 Fri Feb 26th 1870p
|
-2 Fri Feb 26th 1870p
$74,800 max risk
|
Mon Feb 22nd 2016
3:50:10 PM EST | $0.93 credit
Fri Feb 26th 2016
4:00:00 PM EST |
|
Mon Feb 22nd 2016
3:50:10 PM EST | $0.93 credit
SPX 1944.24
|
Fri Feb 26th 2016
4:00:00 PM EST
SPX 1948.05
|
Expired
$184 | 98.92%
$124,674 balance
|