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Backtest - WO Classic with 6 Positions

End Balance: $5,644,083

28.4% CAGR
Drawdown: -$813,624

-17.3%
Sortino: 1.01

1.63 Sharpe

Balance

Return $

Day Return %

Total Return %

Stack Positions

The percent return on this chart represents the sum of all individual day percent gains. This does not include compounding or represent total return.

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.

	Total Return	CAGR	Drawdown	MAR	Sharpe	Sortino	Annualized Vol.	Correlation	Beta
Portfolio	464.4%	28.4%	-17.3%	1.65	1.63	1.01	14.0	0.49	0.36
SPX	111.4%	11.4%	-35.6%	0.32	0.50	0.61	19.26

Start Date

September 1, 2016

End Date

July 31, 2023

Start Balance

$1,000,000

End Balance

$5,644,083

Broker Fees

$197,227

Return %

464.4%

Return $

$4,644,083

CAGR

28.4%

Drawdown %

-17.3%

Drawdown $

-$813,624

Drawdown Days

208 days

Sortino

1.01

Sharpe

1.63

MAR

1.65

Annual Vol.

14.0%

Correlation

0.49

Beta

0.36

Trades

10193

Winners

9999 (98.1%)

Losers

194

Avg Gain

$456

Avg Winner

$1,011

Avg Loser

-$28,159

Premium Collected $

$13,436,161

Premium Retained $

$4,841,310

Premium Retained %

36.0%

Start Date

September 1, 2016

End Date

July 31, 2023

Start Balance

$1,000,000

End Balance

$5,644,083

Broker Fees

$197,227

Return %

464.4%

Return $

$4,644,083

CAGR

28.4%

Drawdown %

-17.3%

Drawdown $

-$813,624

Drawdown Days

208 days

Sortino

1.01

Sharpe

1.63

MAR

1.65

Annual Vol.

14.0%

Correlation

0.49

Beta

0.36

Trades

10193

Winners

9999 (98.1%)

Losers

194

Avg Gain

$456

Avg Winner

$1,011

Avg Loser

-$28,159

Premium Collected $

$13,436,161

Premium Retained $

$4,841,310

Premium Retained %

36.0%

Year

Backtest $ Backtest

Backtest %

SPX
2016

$44,750

4.5%

(-3.8%)

3.3%

(-4.6%)

September

-$10,465

-1.0%

(-3.8%)

0.0%

(-2.8%)

October

$19,403

2.0%

(-0.6%)

-1.9%

(-1.7%)

November

$26,536

2.6%

(-0.0%)

3.4%

(-1.3%)

December

$9,276

0.9%

(-0.7%)

1.8%

(-1.4%)
2017

$210,157

20.1%

(-0.8%)

18.0%

(-2.8%)

January

$9,685

0.9%

(-0.6%)

1.8%

(-0.8%)

February

$14,960

1.4%

(0.0%)

3.7%

(-0.3%)

March

$22,978

2.1%

(-0.5%)

0.0%

(-2.3%)

April

$18,328

1.7%

(-0.3%)

0.9%

(-1.3%)

May

$16,488

1.5%

(-0.6%)

1.2%

(-1.9%)

June

$17,544

1.6%

(-0.4%)

0.5%

(-1.4%)

July

$16,276

1.4%

(-0.1%)

2.0%

(-0.9%)

August

$19,604

1.7%

(-0.8%)

0.1%

(-2.2%)

September

$17,767

1.5%

(-0.0%)

1.9%

(-0.8%)

October

$17,991

1.5%

(-0.1%)

2.2%

(-0.7%)

November

$20,655

1.7%

(-0.1%)

2.8%

(-1.1%)

December

$17,881

1.4%

(-0.1%)

1.0%

(-0.6%)
2018

$224,302

17.9%

(-9.7%)

-5.0%

(-19.8%)

January

$22,781

1.8%

(-0.7%)

5.5%

(-1.8%)

February

-$6,446

-0.5%

(-9.7%)

-3.7%

(-8.5%)

March

$48,348

3.8%

(-2.4%)

-2.6%

(-7.1%)

April

$59,257

4.5%

(-1.2%)

0.4%

(-2.7%)

May

$38,321

2.8%

(-0.2%)

2.2%

(-1.6%)

June

$35,615

2.5%

(-0.7%)

0.5%

(-3.1%)

July

$36,297

2.5%

(-0.2%)

3.6%

(-1.5%)

August

$35,764

2.4%

(-0.1%)

3.0%

(-1.4%)

September

$29,085

1.9%

(-0.2%)

0.5%

(-0.9%)

October

-$59,506

-3.8%

(-9.0%)

-7.0%

(-9.7%)

November

$63,135

4.2%

(-1.6%)

1.9%

(-6.4%)

December

-$78,349

-5.0%

(-7.8%)

-9.3%

(-15.7%)
2019

$502,152

33.9%

(-5.1%)

26.2%

(-6.8%)

January

$79,278

5.4%

(-0.3%)

7.7%

(-2.5%)

February

$39,674

2.5%

(-0.1%)

3.0%

(-1.2%)

March

$34,838

2.2%

(-0.2%)

1.8%

(-2.2%)

April

$36,179

2.2%

(-0.1%)

3.9%

(-0.6%)

May

$60,277

3.6%

(-0.7%)

-6.7%

(-6.6%)

June

$55,097

3.2%

(-0.1%)

6.7%

(-1.4%)

July

$42,548

2.4%

(-0.2%)

1.3%

(-1.5%)

August

$45,132

2.5%

(-3.0%)

-1.6%

(-3.8%)

September

$59,975

3.2%

(-0.9%)

1.7%

(-1.6%)

October

-$28,475

-1.5%

(-5.1%)

2.1%

(-2.0%)

November

$36,552

1.9%

(0.0%)

3.4%

(-0.6%)

December

$41,077

2.1%

(-0.3%)

2.8%

(-0.7%)
2020

$1,401,331

70.7%

(-10.8%)

21.1%

(-33.9%)

January

-$37,795

-1.9%

(-4.3%)

-0.1%

(-3.1%)

February

-$63,346

-3.3%

(-7.5%)

-8.5%

(-12.8%)

March

$441,280

23.5%

(-9.1%)

-9.7%

(-28.5%)

April

$282,158

12.2%

(-1.5%)

12.7%

(-4.8%)

May

-$15,875

-0.6%

(-5.8%)

4.6%

(-3.8%)

June

$99,944

3.9%

(-8.9%)

2.2%

(-7.1%)

July

$148,696

5.5%

(-0.7%)

5.4%

(-1.8%)

August

$104,905

3.7%

(-0.6%)

6.8%

(-0.8%)

September

$121,807

4.1%

(-2.0%)

-3.8%

(-9.6%)

October

$4,936

0.2%

(-4.9%)

-2.6%

(-7.5%)

November

$180,812

5.9%

(-0.7%)

10.3%

(-1.9%)

December

$133,809

4.1%

(-0.3%)

3.7%

(-1.5%)
2021

$1,098,667

32.5%

(-5.2%)

24.7%

(-5.2%)

January

$61,937

1.8%

(-2.3%)

-1.0%

(-3.7%)

February

$141,431

4.1%

(-1.5%)

2.7%

(-3.1%)

March

$194,407

5.4%

(-0.6%)

4.3%

(-3.4%)

April

$113,911

3.0%

(-0.3%)

5.2%

(-1.2%)

May

-$75,570

-1.9%

(-5.2%)

0.6%

(-4.0%)

June

$111,180

2.9%

(-0.1%)

2.2%

(-2.1%)

July

-$36,029

-0.9%

(-3.3%)

2.3%

(-2.9%)

August

$101,928

2.6%

(-0.6%)

2.9%

(-1.8%)

September

$107,616

2.7%

(-1.1%)

-4.8%

(-5.1%)

October

$143,270

3.5%

(-0.2%)

6.8%

(-1.3%)

November

$50,971

1.2%

(-1.1%)

-0.8%

(-2.9%)

December

$183,615

4.3%

(-1.7%)

4.4%

(-3.1%)
2022

$384,715

8.6%

(-17.3%)

-18.6%

(-25.4%)

January

-$176,232

-3.9%

(-7.0%)

-5.3%

(-9.8%)

February

-$3,392

-0.1%

(-4.1%)

-3.0%

(-7.9%)

March

$326,545

7.6%

(-0.4%)

3.8%

(-4.9%)

April

-$399,143

-8.6%

(-11.9%)

-9.0%

(-9.8%)

May

$149,909

3.5%

(-4.7%)

0.4%

(-9.3%)

June

-$398,444

-9.1%

(-12.6%)

-8.4%

(-12.2%)

July

$254,535

6.4%

(-0.6%)

8.9%

(-2.9%)

August

$4,464

0.1%

(-3.8%)

-4.2%

(-8.1%)

September

$166,260

3.9%

(-3.3%)

-9.5%

(-12.8%)

October

$170,278

3.9%

(-4.1%)

8.0%

(-5.6%)

November

$249,500

5.5%

(-0.2%)

5.5%

(-3.5%)

December

$40,435

0.8%

(-2.7%)

-5.9%

(-7.2%)
2023

$778,009

16.0%

(-3.5%)

18.4%

(-7.8%)

January

$76,064

1.6%

(-2.6%)

6.1%

(-2.5%)

February

$245,304

5.0%

(-0.6%)

-2.6%

(-5.0%)

March

$90,430

1.7%

(-3.5%)

3.6%

(-4.8%)

April

$36,401

0.7%

(-2.0%)

1.5%

(-2.4%)

May

$126,215

2.4%

(-0.4%)

0.3%

(-2.6%)

June

$80,862

1.5%

(-1.0%)

6.3%

(-2.2%)

July

$122,733

2.2%

(-1.6%)

3.1%

(-1.3%)

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