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 | Annualized Vol. | Correlation | Beta | |
---|---|---|---|---|---|---|---|---|---|
Backtest | 541.6% | 27.8% | -16.6% | 1.68 | 2.07 | 0.74 | 10.7 | 0.28 | 0.16 |
SPX | 142.0% | 12.4% | -33.9% | 0.37 | 0.57 | 0.68 | 18.72 |
Position
|
Fills | Entry | Exit |
---|---|---|---|
5.5D put 74% PT
SPXW Short Put
25.0% 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 EDT
1 DTE (1 min - 4 max)
-0.055 PUT Δ
Double 0 DTE at 3:50 PM EDT
|
74% profit target
|
6.5D put 72% PT
SPXW Short Put
30.0% 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 EDT
1 DTE (1 min - 4 max)
-0.065 PUT Δ
Double 0 DTE at 3:50 PM EDT
|
72% profit target
|
7.5D put 69% PT
SPXW Short Put
25.0% 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 EDT
1 DTE (1 min - 4 max)
-0.075 PUT Δ
Double 0 DTE at 3:50 PM EDT
|
69% profit target
|
2D call 78% PT
SPXW Short Call
25.0% 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 EDT
1 DTE (1 min - 4 max)
0.02 CALL Δ
|
78% profit target
|
2.5D call 80% PT
SPXW Short Call
30.0% 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 EDT
1 DTE (1 min - 4 max)
0.025 CALL Δ
|
80% profit target
|
3D call 83% PT
SPXW Short Call
25.0% 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 EDT
1 DTE (1 min - 4 max)
0.03 CALL Δ
|
83% profit target
|
Confirm removal of from this backtest.
$7,649.00
$5,071.00
$5,401.00
$9,554.50
$9,218.50
$36,894.00
$6,926.00
-$61,267.00
$7,494.00
$14,259.00
$6,979.00
-$25,609.00
$7,027.00
$17,397.00
$6,069.00
$6,090.00
$9,429.00
$46,012.00
$7,354.00
$12,469.00
$18,531.00
$6,160.00
$7,758.00
$52,272.00
$7,384.00
$4,597.00
$8,622.00
$7,053.00
$27,656.00
Year
Backtest $ Backtest
Backtest %
SPX
Performance Per Contract | Trades | Wins | Losses | Win % |
Avg Entry
|
Avg Exit
|
Avg Profit
|
Total Profit
|
---|---|---|---|---|---|---|---|---|
5.5D put 74% PT | 2041 | 2004 | 37 | 98.2% | $1.34 | $0.78 | $0.56 | $1,137.86 |
6.5D put 72% PT | 2144 | 2095 | 49 | 97.7% | $1.58 | $0.96 | $0.61 | $1,315.77 |
7.5D put 69% PT | 2265 | 2202 | 63 | 97.2% | $1.81 | $1.20 | $0.61 | $1,388.44 |
2D call 78% PT | 1687 | 1671 | 16 | 99.1% | $0.32 | $0.16 | $0.15 | $258.11 |
2.5D call 80% PT | 1634 | 1612 | 22 | 98.7% | $0.41 | $0.24 | $0.17 | $279.09 |
3D call 83% PT | 1582 | 1551 | 31 | 98.0% | $0.48 | $0.29 | $0.19 | $306.28 |
Backtest Total | 11353 | 11135 | 218 | 98.1% | $1.07 | $0.66 | $0.41 | $4,685.55 |
Position | Position | Legs | Timing | Entry | Exit | Result |
---|---|---|---|---|---|---|
5.5D put 74% PT
|
5.5D put 74% PT
-6 Fri Sep 2nd 2130p
|
-6 Fri Sep 2nd 2130p
$255,600 max risk
|
Thu Sep 1st 2016
9:34 AM EDT | $0.62 credit
Fri Sep 2nd 2016
9:30 AM EDT | $0.06 debit
|
Thu Sep 1st 2016
9:34 AM EDT | $0.62 credit
SPX 2172.09
|
Fri Sep 2nd 2016
9:30 AM EDT | $0.06 debit
SPX 2178.87
|
Profit Target
$324 | 87.10%
$1,000,324 balance
|
7.5D put 69% PT
|
7.5D put 69% PT
-6 Fri Sep 2nd 2135p
|
-6 Fri Sep 2nd 2135p
$256,200 max risk
|
Thu Sep 1st 2016
9:34 AM EDT | $0.84 credit
Fri Sep 2nd 2016
9:30 AM EDT | $0.08 debit
|
Thu Sep 1st 2016
9:34 AM EDT | $0.84 credit
SPX 2172.09
|
Fri Sep 2nd 2016
9:30 AM EDT | $0.08 debit
SPX 2178.87
|
Profit Target
$444 | 88.10%
$1,001,286 balance
|
6.5D put 72% PT
|
6.5D put 72% PT
-7 Fri Sep 2nd 2135p
|
-7 Fri Sep 2nd 2135p
$298,900 max risk
|
Thu Sep 1st 2016
9:34 AM EDT | $0.84 credit
Fri Sep 2nd 2016
9:30 AM EDT | $0.08 debit
|
Thu Sep 1st 2016
9:34 AM EDT | $0.84 credit
SPX 2172.09
|
Fri Sep 2nd 2016
9:30 AM EDT | $0.08 debit
SPX 2178.87
|
Profit Target
$518 | 88.10%
$1,000,842 balance
|
3D call 83% PT
|
3D call 83% PT
-6 Fri Sep 2nd 2200c
|
-6 Fri Sep 2nd 2200c
$264,000 max risk
|
Thu Sep 1st 2016
9:31 AM EDT | $0.19 credit
Fri Sep 2nd 2016
11:14 AM EDT | $0.05 debit
|
Thu Sep 1st 2016
9:31 AM EDT | $0.19 credit
SPX 2171.08
|
Fri Sep 2nd 2016
11:14 AM EDT | $0.05 debit
SPX 2179.63
|
Profit Target
$78 | 68.42%
$1,001,364 balance
|
2.5D call 80% PT
|
2.5D call 80% PT
-7 Fri Sep 2nd 2205c
|
-7 Fri Sep 2nd 2205c
$308,700 max risk
|
Thu Sep 1st 2016
9:31 AM EDT | $0.09 credit
Fri Sep 2nd 2016
4:00 PM EDT |
|
Thu Sep 1st 2016
9:31 AM EDT | $0.09 credit
SPX 2171.08
|
Fri Sep 2nd 2016
4:00 PM EDT
SPX 2179.95
|
Expired
$56 | 88.89%
$1,001,468 balance
|
2D call 78% PT
|
2D call 78% PT
-6 Fri Sep 2nd 2205c
|
-6 Fri Sep 2nd 2205c
$264,600 max risk
|
Thu Sep 1st 2016
9:31 AM EDT | $0.09 credit
Fri Sep 2nd 2016
4:00 PM EDT |
|
Thu Sep 1st 2016
9:31 AM EDT | $0.09 credit
SPX 2171.08
|
Fri Sep 2nd 2016
4:00 PM EDT
SPX 2179.95
|
Expired
$48 | 88.89%
$1,001,412 balance
|
6.5D put 72% PT
|
6.5D put 72% PT
-7 Tue Sep 6th 2150p
|
-7 Tue Sep 6th 2150p
$301,000 max risk
|
Fri Sep 2nd 2016
9:34 AM EDT | $0.63 credit
Tue Sep 6th 2016
9:30 AM EDT | $0.12 debit
|
Fri Sep 2nd 2016
9:34 AM EDT | $0.63 credit
SPX 2180.40
|
Tue Sep 6th 2016
9:30 AM EDT | $0.12 debit
SPX 2182.56
|
Profit Target
$343 | 77.78%
$1,002,039 balance
|
7.5D put 69% PT
|
7.5D put 69% PT
-6 Tue Sep 6th 2150p
|
-6 Tue Sep 6th 2150p
$258,000 max risk
|
Fri Sep 2nd 2016
9:34 AM EDT | $0.63 credit
Tue Sep 6th 2016
9:30 AM EDT | $0.12 debit
|
Fri Sep 2nd 2016
9:34 AM EDT | $0.63 credit
SPX 2180.40
|
Tue Sep 6th 2016
9:30 AM EDT | $0.12 debit
SPX 2182.56
|
Profit Target
$294 | 77.78%
$1,002,333 balance
|
5.5D put 74% PT
|
5.5D put 74% PT
-6 Tue Sep 6th 2145p
|
-6 Tue Sep 6th 2145p
$257,400 max risk
|
Fri Sep 2nd 2016
9:34 AM EDT | $0.48 credit
Tue Sep 6th 2016
9:30 AM EDT | $0.08 debit
|
Fri Sep 2nd 2016
9:34 AM EDT | $0.48 credit
SPX 2180.40
|
Tue Sep 6th 2016
9:30 AM EDT | $0.08 debit
SPX 2182.56
|
Profit Target
$228 | 79.17%
$1,001,696 balance
|
3D call 83% PT
|
3D call 83% PT
-6 Tue Sep 6th 2205c
|
-6 Tue Sep 6th 2205c
$264,600 max risk
|
Fri Sep 2nd 2016
11:15 AM EDT | $0.14 credit
Tue Sep 6th 2016
4:00 PM EDT |
|
Fri Sep 2nd 2016
11:15 AM EDT | $0.14 credit
SPX 2179.78
|
Tue Sep 6th 2016
4:00 PM EDT
SPX 2186.49
|
Expired
$78 | 92.86%
$1,002,411 balance
|
6.5D put 72% PT
|
6.5D put 72% PT
-7 Wed Sep 7th 2150p
|
-7 Wed Sep 7th 2150p
$301,000 max risk
|
Tue Sep 6th 2016
9:34 AM EDT | $0.59 credit
Wed Sep 7th 2016
9:30 AM EDT | $0.09 debit
|
Tue Sep 6th 2016
9:34 AM EDT | $0.59 credit
SPX 2182.38
|
Wed Sep 7th 2016
9:30 AM EDT | $0.09 debit
SPX 2184.47
|
Profit Target
$336 | 81.36%
$1,002,993 balance
|
7.5D put 69% PT
|
7.5D put 69% PT
-6 Wed Sep 7th 2155p
|
-6 Wed Sep 7th 2155p
$258,600 max risk
|
Tue Sep 6th 2016
9:34 AM EDT | $0.72 credit
Wed Sep 7th 2016
9:30 AM EDT | $0.12 debit
|
Tue Sep 6th 2016
9:34 AM EDT | $0.72 credit
SPX 2182.38
|
Wed Sep 7th 2016
9:30 AM EDT | $0.12 debit
SPX 2184.47
|
Profit Target
$348 | 80.56%
$1,003,341 balance
|
5.5D put 74% PT
|
5.5D put 74% PT
-6 Wed Sep 7th 2145p
|
-6 Wed Sep 7th 2145p
$257,400 max risk
|
Tue Sep 6th 2016
9:34 AM EDT | $0.47 credit
Wed Sep 7th 2016
9:30 AM EDT | $0.05 debit
|
Tue Sep 6th 2016
9:34 AM EDT | $0.47 credit
SPX 2182.38
|
Wed Sep 7th 2016
9:30 AM EDT | $0.05 debit
SPX 2184.47
|
Profit Target
$246 | 87.23%
$1,002,657 balance
|
2.5D call 80% PT
|
2.5D call 80% PT
-7 Wed Sep 7th 2210c
|
-7 Wed Sep 7th 2210c
$309,400 max risk
|
Tue Sep 6th 2016
9:31 AM EDT | $0.09 credit
Wed Sep 7th 2016
4:00 PM EDT |
|
Tue Sep 6th 2016
9:31 AM EDT | $0.09 credit
SPX 2183.51
|
Wed Sep 7th 2016
4:00 PM EDT
SPX 2186.16
|
Expired
$56 | 88.89%
$1,003,445 balance
|
2D call 78% PT
|
2D call 78% PT
-6 Wed Sep 7th 2210c
|
-6 Wed Sep 7th 2210c
$265,200 max risk
|
Tue Sep 6th 2016
9:31 AM EDT | $0.09 credit
Wed Sep 7th 2016
4:00 PM EDT |
|
Tue Sep 6th 2016
9:31 AM EDT | $0.09 credit
SPX 2183.51
|
Wed Sep 7th 2016
4:00 PM EDT
SPX 2186.16
|
Expired
$48 | 88.89%
$1,003,389 balance
|
7.5D put 69% PT
|
7.5D put 69% PT
-6 Fri Sep 9th 2145p
|
-6 Fri Sep 9th 2145p
$257,400 max risk
|
Wed Sep 7th 2016
9:34 AM EDT | $0.80 credit
Thu Sep 8th 2016
2:52 PM EDT | $0.23 debit
|
Wed Sep 7th 2016
9:34 AM EDT | $0.80 credit
SPX 2183.98
|
Thu Sep 8th 2016
2:52 PM EDT | $0.23 debit
SPX 2181.87
|
Profit Target
$330 | 68.75%
$1,003,775 balance
|
3D call 83% PT
|
3D call 83% PT
-6 Fri Sep 9th 2215c
|
-6 Fri Sep 9th 2215c
$265,800 max risk
|
Wed Sep 7th 2016
9:31 AM EDT | $0.14 credit
Fri Sep 9th 2016
4:00 PM EDT |
|
Wed Sep 7th 2016
9:31 AM EDT | $0.14 credit
SPX 2183.52
|
Fri Sep 9th 2016
4:00 PM EDT
SPX 2128.01
|
Expired
$78 | 92.86%
$1,003,853 balance
|
6.5D put 72% PT
|
6.5D put 72% PT
-7 Fri Sep 9th 2145p
|
-7 Fri Sep 9th 2145p
$300,300 max risk
|
Wed Sep 7th 2016
9:34 AM EDT | $0.80 credit
Fri Sep 9th 2016
4:00 PM EDT | $16.99 debit
|
Wed Sep 7th 2016
9:34 AM EDT | $0.80 credit
SPX 2183.98
|
Fri Sep 9th 2016
4:00 PM EDT | $16.99 debit
SPX 2128.01
|
Assigned
-$11,340 | -2025.00%
$985,697 balance
|
5.5D put 74% PT
|
5.5D put 74% PT
-6 Fri Sep 9th 2140p
|
-6 Fri Sep 9th 2140p
$256,800 max risk
|
Wed Sep 7th 2016
9:34 AM EDT | $0.64 credit
Fri Sep 9th 2016
4:00 PM EDT | $11.99 debit
|
Wed Sep 7th 2016
9:34 AM EDT | $0.64 credit
SPX 2183.98
|
Fri Sep 9th 2016
4:00 PM EDT | $11.99 debit
SPX 2128.01
|
Assigned
-$6,816 | -1775.00%
$997,037 balance
|
2.5D call 80% PT
|
2.5D call 80% PT
-7 Fri Sep 9th 2205c
|
-7 Fri Sep 9th 2205c
$308,700 max risk
|
Thu Sep 8th 2016
9:31 AM EDT | $0.10 credit
Fri Sep 9th 2016
4:00 PM EDT |
|
Thu Sep 8th 2016
9:31 AM EDT | $0.10 credit
SPX 2181.12
|
Fri Sep 9th 2016
4:00 PM EDT
SPX 2128.01
|
Expired
$63 | 90.00%
$985,796 balance
|