Backtest - * FTF 33K 3Dp 5Dc 10Dp 3:00 (best)

End Balance: $84,658

15.3% CAGR
Drawdown: -$1,038

-2.8%
Sortino: 2.94

3.11 Sharpe

Benchmark Comparison

	Total Return	CAGR	Drawdown	MAR	Sharpe	Sortino	Profit Factor	Annualized Vol.	Correlation	Beta
Backtest	156.5%	15.3%	-2.8%	5.42	3.11	2.94
SPX	0.0%	0.0%	-0.0%

Return %

Total Return

Sum of Daily Returns

Drawdown

Percent

Dollars

Backtest Positions

Position	Fills	Entry	Exit
3D PCS SPXW Put Credit Spread 1x contract $1.00 fee per contract 1 minute between trades 50% slippage at entry 50% slippage at exit	$1.00 fee per contract 1 minute between trades 50% slippage at entry 50% slippage at exit	Sequential After 3:55 PM EST Before 3:59 PM EST 1 DTE (1 min - 1 max) -0.03 PUT Δ Put spread $0.05 target premium Put spread 150 max width Double 0 DTE at 3:55 PM EST	99% profit target -0.3 PUT Δ loss 0 DTE at 3:00 PM EST
5D CCS SPXW Call Credit Spread 1x contract $1.00 fee per contract 50% slippage at entry 50% slippage at exit	$1.00 fee per contract 50% slippage at entry 50% slippage at exit	Daily 9:35 AM EST 0 DTE (0 min - 0 max) 0.05 CALL Δ Call spread $0.05 target premium Call spread 150 max width	99% profit target 0.4 CALL Δ loss
10D PCS SPXW Put Credit Spread 1x contract $1.00 fee per contract 50% slippage at entry 50% slippage at exit	$1.00 fee per contract 50% slippage at entry 50% slippage at exit	Daily 3:00 PM EST 0 DTE (0 min - 0 max) -0.1 PUT Δ Put spread $0.05 target premium Put spread 150 max width	99% profit target -0.4 PUT Δ loss

3D PCS

5D CCS

10D PCS

Confirm removal of from this backtest.

Remove Position

Detailed Stats

Start Date

January 1, 2016

End Date

August 18, 2022

Start Balance

$33,000

End Balance

$84,658

Broker Fees

$7,364

Return %

156.5%

Return $

$51,658

CAGR

15.3%

Drawdown %

-2.8%

Drawdown $

-$1,038

Drawdown Days

65 days

Sortino

2.94

Sharpe

3.11

MAR

5.42

Annual Vol.

Correlation

Beta

Trades

2747

Winners

2544 (92.6%)

Losers

203

Avg Gain

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Avg Loser

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Premium Collected $

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Premium Retained $

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Premium Retained %

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Start Date

January 1, 2016

End Date

August 18, 2022

Start Balance

$33,000

End Balance

$84,658

Broker Fees

$7,364

Return %

156.5%

Return $

$51,658

CAGR

15.3%

Drawdown %

-2.8%

Drawdown $

-$1,038

Drawdown Days

65 days

Sortino

2.94

Sharpe

3.11

MAR

5.42

Annual Vol.

Correlation

Beta

Trades

2747

Winners

2544 (92.6%)

Losers

203

Avg Gain

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Avg Winner

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Avg Loser

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Premium Collected $

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Premium Retained $

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Premium Retained %

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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

August 2022

Month

S Sun

M Mon

T Tue

W Wed

T Thu

F Fri

Total Total

$116.50
0.1%

$228.00
0.3%

$171.00
0.2%

$190.00
0.2%

$177.50
0.2%

$883.00
1.1%
SPX 0.0%

$106.00
0.1%

$236.00
0.3%

$174.50
0.2%

$209.00
0.2%

-$148.50
-0.2%

$577.00
0.7%
SPX 0.0%

$98.50
0.1%

$162.00
0.2%

$231.50
0.3%

$161.00
0.2%

$653.00
0.8%
SPX 0.0%

Yearly Results

Year

Backtest $ Backtest

Backtest %

SPX
2016

$2,047

6.2%

(-1.6%)

11.5%

(-9.3%)

January

$157

0.5%

(-0.2%)

-3.5%

(-7.8%)

February

$279

0.8%

(-0.0%)

-0.2%

(-5.7%)

March

$265

0.8%

(-0.4%)

6.5%

(-1.1%)

April

$67

0.2%

(-0.5%)

0.3%

(-1.8%)

May

$309

0.9%

(-0.0%)

1.6%

(-2.1%)

June

$5

0.0%

(-0.6%)

0.2%

(-5.6%)

July

$22

0.1%

(-0.7%)

3.5%

(-0.7%)

August

$289

0.8%

(-0.0%)

-0.1%

(-0.9%)

September

-$239

-0.7%

(-1.6%)

0.0%

(-2.8%)

October

$320

0.9%

(-0.0%)

-1.9%

(-1.7%)

November

$357

1.0%

(-0.5%)

3.4%

(-1.2%)

December

$216

0.6%

(-0.2%)

1.8%

(-1.4%)
2017

$1,759

5.0%

(-0.7%)

18.0%

(-2.8%)

January

$291

0.8%

(-0.4%)

1.8%

(-0.8%)

February

$178

0.5%

(-0.2%)

3.7%

(-0.2%)

March

$164

0.5%

(-0.6%)

0.0%

(-2.3%)

April

-$3

0.0%

(-0.4%)

0.9%

(-1.3%)

May

-$52

-0.1%

(-0.7%)

1.2%

(-1.9%)

June

$332

0.9%

(-0.0%)

0.5%

(-1.4%)

July

$139

0.4%

(-0.2%)

1.9%

(-0.9%)

August

$249

0.7%

(-0.4%)

0.1%

(-2.2%)

September

$274

0.8%

(-0.0%)

1.9%

(-0.8%)

October

-$16

0.0%

(-0.5%)

2.2%

(-0.7%)

November

$59

0.2%

(-0.5%)

2.8%

(-1.1%)

December

$144

0.4%

(-0.3%)

1.1%

(-0.6%)
2018

$3,584

9.7%

(-2.8%)

-5.1%

(-19.8%)

January

$10

0.0%

(-0.5%)

5.5%

(-1.8%)

February

-$254

-0.7%

(-2.7%)

-3.7%

(-8.5%)

March

$592

1.6%

(-0.9%)

-2.5%

(-7.1%)

April

$212

0.6%

(-2.2%)

0.4%

(-2.7%)

May

-$36

-0.1%

(-1.2%)

2.2%

(-1.6%)

June

$447

1.2%

(-0.3%)

0.5%

(-3.1%)

July

$203

0.5%

(-0.5%)

3.6%

(-1.5%)

August

$647

1.7%

(-0.0%)

3.0%

(-1.4%)

September

$394

1.0%

(-0.2%)

0.5%

(-0.9%)

October

-$404

-1.0%

(-1.6%)

-7.0%

(-9.7%)

November

$734

1.9%

(-0.9%)

1.9%

(-6.4%)

December

$1,039

2.6%

(-1.4%)

-9.3%

(-15.7%)
2019

$5,591

13.8%

(-1.9%)

26.2%

(-6.8%)

January

$775

1.9%

(-1.1%)

7.7%

(-2.5%)

February

$691

1.7%

(-0.1%)

3.0%

(-1.1%)

March

-$240

-0.6%

(-1.9%)

1.8%

(-2.2%)

April

$603

1.4%

(-0.0%)

3.9%

(-0.6%)

May

-$41

-0.1%

(-1.3%)

-6.7%

(-6.6%)

June

$483

1.1%

(-0.7%)

6.7%

(-1.4%)

July

$406

1.0%

(-0.3%)

1.4%

(-1.5%)

August

$587

1.4%

(-1.2%)

-1.6%

(-3.8%)

September

$934

2.1%

(-0.0%)

1.8%

(-1.6%)

October

$484

1.1%

(-0.6%)

2.1%

(-2.0%)

November

$471

1.0%

(-0.0%)

3.4%

(-0.6%)

December

$438

1.0%

(-0.5%)

2.8%

(-0.7%)
2020

$16,268

35.4%

(-1.6%)

21.0%

(-33.9%)

January

$381

0.8%

(-0.5%)

-0.1%

(-3.1%)

February

$1,445

3.1%

(-0.1%)

-8.5%

(-12.8%)

March

$4,231

8.9%

(-1.6%)

-9.7%

(-28.5%)

April

$2,930

5.6%

(-0.7%)

12.6%

(-4.8%)

May

$1,584

2.9%

(-0.3%)

4.6%

(-3.8%)

June

$749

1.3%

(-1.0%)

2.2%

(-7.1%)

July

$1,287

2.2%

(-0.5%)

5.5%

(-1.9%)

August

$702

1.2%

(-0.3%)

6.8%

(-0.8%)

September

$281

0.5%

(-1.0%)

-3.7%

(-9.6%)

October

$545

0.9%

(-1.1%)

-2.6%

(-7.5%)

November

$823

1.4%

(-0.8%)

10.3%

(-1.9%)

December

$1,310

2.1%

(-0.3%)

3.7%

(-1.5%)
2021

$7,341

11.8%

(-1.4%)

24.7%

(-5.2%)

January

-$194

-0.3%

(-1.4%)

-1.0%

(-3.7%)

February

$880

1.4%

(-0.7%)

2.7%

(-3.2%)

March

$1,205

1.9%

(-0.6%)

4.3%

(-3.4%)

April

$624

1.0%

(-0.7%)

5.1%

(-1.2%)

May

$373

0.6%

(-0.6%)

0.6%

(-4.0%)

June

$520

0.8%

(-0.6%)

2.2%

(-2.1%)

July

$443

0.7%

(-0.3%)

2.3%

(-2.9%)

August

$69

0.1%

(-0.7%)

2.9%

(-1.8%)

September

$939

1.4%

(-0.3%)

-4.8%

(-5.1%)

October

$1,135

1.7%

(-0.2%)

6.8%

(-1.3%)

November

$628

0.9%

(-0.6%)

-0.8%

(-2.9%)

December

$719

1.0%

(-0.6%)

4.4%

(-3.0%)
2022

$15,068

21.7%

(-1.3%)

-8.9%

(-23.5%)

January

$1,849

2.7%

(-0.4%)

-5.3%

(-9.8%)

February

$1,741

2.4%

(-0.6%)

-3.0%

(-7.9%)

March

$2,281

3.1%

(-0.4%)

3.8%

(-4.9%)

April

$492

0.7%

(-0.7%)

-9.0%

(-9.8%)

May

$2,414

3.2%

(-1.0%)

0.4%

(-9.3%)

June

$2,289

2.9%

(-1.3%)

-8.4%

(-12.2%)

July

$1,889

2.3%

(-0.8%)

8.9%

(-2.9%)

August

$2,113

2.6%

(-0.2%)

3.7%

(-0.8%)

Trade Log

Position	Position	Legs	Timing	Entry	Exit	Result
3D PCS	3D PCS -1 Fri Jan 8th 1865p +1 Fri Jan 8th 1750p	-1 Fri Jan 8th 1865p +1 Fri Jan 8th 1750p $11,500 max risk	Thu Jan 7th 2016 3:55 PM EST \| $0.42 credit Fri Jan 8th 2016 3:00 PM EST \| $0.05 debit	Thu Jan 7th 2016 3:55 PM EST \| $0.42 credit SPX 1949.54	Fri Jan 8th 2016 3:00 PM EST \| $0.05 debit SPX 1935.92	DTE Exit $33 \| 78.57% $33,033 balance
10D PCS	10D PCS -1 Fri Jan 8th 1920p +1 Fri Jan 8th 1900p	-1 Fri Jan 8th 1920p +1 Fri Jan 8th 1900p $2,000 max risk	Fri Jan 8th 2016 3:00 PM EST \| $0.32 credit Fri Jan 8th 2016 3:55 PM EST \| $1.49 debit	Fri Jan 8th 2016 3:00 PM EST \| $0.32 credit SPX 1935.92	Fri Jan 8th 2016 3:55 PM EST \| $1.49 debit SPX 1920.30	Delta Stop -$121 \| -378.12% $32,912 balance
5D CCS	5D CCS +1 Fri Jan 8th 2015c -1 Fri Jan 8th 1995c	+1 Fri Jan 8th 2015c -1 Fri Jan 8th 1995c $2,000 max risk	Fri Jan 8th 2016 9:35 AM EST \| $0.28 credit Fri Jan 8th 2016 4:00 PM EST \|	Fri Jan 8th 2016 9:35 AM EST \| $0.28 credit SPX 1959.00	Fri Jan 8th 2016 4:00 PM EST SPX 1921.85	Expired $26 \| 92.86% $32,938 balance
3D PCS	3D PCS -1 Fri Jan 22nd 1795p +1 Fri Jan 22nd 1675p	-1 Fri Jan 22nd 1795p +1 Fri Jan 22nd 1675p $12,000 max risk	Thu Jan 21st 2016 3:55 PM EST \| $0.47 credit Fri Jan 22nd 2016 3:00 PM EST \| $0.05 debit	Thu Jan 21st 2016 3:55 PM EST \| $0.47 credit SPX 1873.91	Fri Jan 22nd 2016 3:00 PM EST \| $0.05 debit SPX 1904.72	DTE Exit $38 \| 80.85% $32,976 balance
5D CCS	5D CCS +1 Fri Jan 22nd 1950c -1 Fri Jan 22nd 1925c	+1 Fri Jan 22nd 1950c -1 Fri Jan 22nd 1925c $2,500 max risk	Fri Jan 22nd 2016 9:35 AM EST \| $0.43 credit Fri Jan 22nd 2016 4:00 PM EST \|	Fri Jan 22nd 2016 9:35 AM EST \| $0.43 credit SPX 1897.43	Fri Jan 22nd 2016 4:00 PM EST SPX 1906.89	Expired $41 \| 95.35% $33,017 balance
10D PCS	10D PCS -1 Fri Jan 22nd 1890p +1 Fri Jan 22nd 1875p	-1 Fri Jan 22nd 1890p +1 Fri Jan 22nd 1875p $1,500 max risk	Fri Jan 22nd 2016 3:00 PM EST \| $0.23 credit Fri Jan 22nd 2016 4:00 PM EST \|	Fri Jan 22nd 2016 3:00 PM EST \| $0.23 credit SPX 1904.72	Fri Jan 22nd 2016 4:00 PM EST SPX 1906.89	Expired $21 \| 91.30% $33,038 balance
3D PCS	3D PCS -1 Fri Jan 29th 1830p +1 Fri Jan 29th 1755p	-1 Fri Jan 29th 1830p +1 Fri Jan 29th 1755p $7,500 max risk	Thu Jan 28th 2016 3:55 PM EST \| $0.39 credit Fri Jan 29th 2016 3:00 PM EST \| $0.05 debit	Thu Jan 28th 2016 3:55 PM EST \| $0.39 credit SPX 1893.63	Fri Jan 29th 2016 3:00 PM EST \| $0.05 debit SPX 1927.56	DTE Exit $30 \| 76.92% $33,068 balance
5D CCS	5D CCS +1 Fri Jan 29th 1960c -1 Fri Jan 29th 1940c	+1 Fri Jan 29th 1960c -1 Fri Jan 29th 1940c $2,000 max risk	Fri Jan 29th 2016 9:35 AM EST \| $0.46 credit Fri Jan 29th 2016 4:00 PM EST \|	Fri Jan 29th 2016 9:35 AM EST \| $0.46 credit SPX 1903.60	Fri Jan 29th 2016 4:00 PM EST SPX 1939.46	Expired $44 \| 95.65% $33,112 balance
10D PCS	10D PCS -1 Fri Jan 29th 1920p +1 Fri Jan 29th 1905p	-1 Fri Jan 29th 1920p +1 Fri Jan 29th 1905p $1,500 max risk	Fri Jan 29th 2016 3:00 PM EST \| $0.47 credit Fri Jan 29th 2016 4:00 PM EST \|	Fri Jan 29th 2016 3:00 PM EST \| $0.47 credit SPX 1927.56	Fri Jan 29th 2016 4:00 PM EST SPX 1939.46	Expired $45 \| 95.74% $33,157 balance
3D PCS	3D PCS -1 Fri Feb 5th 1850p +1 Fri Feb 5th 1745p	-1 Fri Feb 5th 1850p +1 Fri Feb 5th 1745p $10,500 max risk	Thu Feb 4th 2016 3:55 PM EST \| $0.38 credit Fri Feb 5th 2016 3:00 PM EST \| $0.10 debit	Thu Feb 4th 2016 3:55 PM EST \| $0.38 credit SPX 1915.60	Fri Feb 5th 2016 3:00 PM EST \| $0.10 debit SPX 1876.36	DTE Exit $24 \| 63.16% $33,181 balance
5D CCS	5D CCS +1 Fri Feb 5th 1960c -1 Fri Feb 5th 1935c	+1 Fri Feb 5th 1960c -1 Fri Feb 5th 1935c $2,500 max risk	Fri Feb 5th 2016 9:35 AM EST \| $0.48 credit Fri Feb 5th 2016 4:00 PM EST \|	Fri Feb 5th 2016 9:35 AM EST \| $0.48 credit SPX 1904.64	Fri Feb 5th 2016 4:00 PM EST SPX 1879.92	Expired $46 \| 95.83% $33,227 balance
10D PCS	10D PCS -1 Fri Feb 5th 1860p +1 Fri Feb 5th 1840p	-1 Fri Feb 5th 1860p +1 Fri Feb 5th 1840p $2,000 max risk	Fri Feb 5th 2016 3:00 PM EST \| $0.37 credit Fri Feb 5th 2016 4:00 PM EST \|	Fri Feb 5th 2016 3:00 PM EST \| $0.37 credit SPX 1876.36	Fri Feb 5th 2016 4:00 PM EST SPX 1879.92	Expired $35 \| 94.59% $33,262 balance
3D PCS	3D PCS -1 Fri Feb 12th 1760p +1 Fri Feb 12th 1655p	-1 Fri Feb 12th 1760p +1 Fri Feb 12th 1655p $10,500 max risk	Thu Feb 11th 2016 3:55 PM EST \| $0.42 credit Fri Feb 12th 2016 3:00 PM EST \| $0.05 debit	Thu Feb 11th 2016 3:55 PM EST \| $0.42 credit SPX 1833.15	Fri Feb 12th 2016 3:00 PM EST \| $0.05 debit SPX 1860.45	DTE Exit $33 \| 78.57% $33,295 balance
5D CCS	5D CCS +1 Fri Feb 12th 1905c -1 Fri Feb 12th 1880c	+1 Fri Feb 12th 1905c -1 Fri Feb 12th 1880c $2,500 max risk	Fri Feb 12th 2016 9:35 AM EST \| $0.26 credit Fri Feb 12th 2016 4:00 PM EST \|	Fri Feb 12th 2016 9:35 AM EST \| $0.26 credit SPX 1846.73	Fri Feb 12th 2016 4:00 PM EST SPX 1864.61	Expired $24 \| 92.31% $33,319 balance
10D PCS	10D PCS -1 Fri Feb 12th 1850p +1 Fri Feb 12th 1830p	-1 Fri Feb 12th 1850p +1 Fri Feb 12th 1830p $2,000 max risk	Fri Feb 12th 2016 3:00 PM EST \| $0.40 credit Fri Feb 12th 2016 4:00 PM EST \|	Fri Feb 12th 2016 3:00 PM EST \| $0.40 credit SPX 1860.45	Fri Feb 12th 2016 4:00 PM EST SPX 1864.61	Expired $38 \| 95.00% $33,357 balance
3D PCS	3D PCS -1 Fri Feb 26th 1900p +1 Fri Feb 26th 1805p	-1 Fri Feb 26th 1900p +1 Fri Feb 26th 1805p $9,500 max risk	Thu Feb 25th 2016 3:55 PM EST \| $0.21 credit Fri Feb 26th 2016 3:00 PM EST \| $0.05 debit	Thu Feb 25th 2016 3:55 PM EST \| $0.21 credit SPX 1949.79	Fri Feb 26th 2016 3:00 PM EST \| $0.05 debit SPX 1946.78	DTE Exit $12 \| 57.14% $33,369 balance
5D CCS	5D CCS +1 Fri Feb 26th 2000c -1 Fri Feb 26th 1985c	+1 Fri Feb 26th 2000c -1 Fri Feb 26th 1985c $1,500 max risk	Fri Feb 26th 2016 9:35 AM EST \| $0.17 credit Fri Feb 26th 2016 4:00 PM EST \|	Fri Feb 26th 2016 9:35 AM EST \| $0.17 credit SPX 1961.53	Fri Feb 26th 2016 4:00 PM EST SPX 1947.99	Expired $15 \| 88.24% $33,384 balance
10D PCS	10D PCS -1 Fri Feb 26th 1935p +1 Fri Feb 26th 1925p	-1 Fri Feb 26th 1935p +1 Fri Feb 26th 1925p $1,000 max risk	Fri Feb 26th 2016 3:00 PM EST \| $0.15 credit Fri Feb 26th 2016 4:00 PM EST \|	Fri Feb 26th 2016 3:00 PM EST \| $0.15 credit SPX 1946.78	Fri Feb 26th 2016 4:00 PM EST SPX 1947.99	Expired $13 \| 86.67% $33,397 balance
5D CCS	5D CCS +1 Mon Feb 29th 1980c -1 Mon Feb 29th 1970c	+1 Mon Feb 29th 1980c -1 Mon Feb 29th 1970c $1,000 max risk	Mon Feb 29th 2016 9:35 AM EST \| $0.11 credit Mon Feb 29th 2016 4:00 PM EST \|	Mon Feb 29th 2016 9:35 AM EST \| $0.11 credit SPX 1947.82	Mon Feb 29th 2016 4:00 PM EST SPX 1932.03	Expired $9 \| 81.82% $33,406 balance
10D PCS	10D PCS -1 Mon Feb 29th 1930p +1 Mon Feb 29th 1920p	-1 Mon Feb 29th 1930p +1 Mon Feb 29th 1920p $1,000 max risk	Mon Feb 29th 2016 3:00 PM EST \| $0.32 credit Mon Feb 29th 2016 4:00 PM EST \|	Mon Feb 29th 2016 3:00 PM EST \| $0.32 credit SPX 1939.92	Mon Feb 29th 2016 4:00 PM EST SPX 1932.03	Expired $30 \| 93.75% $33,436 balance

1 ...