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 | 41.9% | 3.9% | -5.6% | 0.69 | 0.41 | 0.27 | 2.03 | 4.2 | -0.37 | -0.08 |
| SPX | 216.5% | 13.2% | -33.9% | 0.39 | 0.65 | 0.79 | 18.38 |
|
Position
|
Fills | Entry | Exit |
|---|---|---|---|
|
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 EST
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 EST
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 EST
1 DTE (1 min - 4 max)
0.03 CALL Δ
|
83% profit target
|
Confirm removal of from this backtest.
$168.50
$144.00
$55.50
$199.50
$123.00
$690.50
Year
Backtest $ Backtest
Backtest %
SPX
| Performance Per Contract | Trades | Wins | Losses | Win % | Premium Collected | Premium Retained |
Avg Entry
|
Avg Exit
|
Avg Profit
|
Profit Factor |
Total Profit
|
|---|---|---|---|---|---|---|---|---|---|---|---|
| 2D call 78% PT | 2104 | 2079 | 25 | 98.8% | $132,265 | $59,349 (45%) | $0.34 | $0.18 | $0.16 | 2.18 | $340.64 |
| 2.5D call 80% PT | 2063 | 2028 | 35 | 98.3% | $204,353 | $86,721 (42%) | $0.43 | $0.25 | $0.18 | 2.01 | $378.15 |
| 3D call 83% PT | 1977 | 1936 | 41 | 97.9% | $190,274 | $80,782 (42%) | $0.52 | $0.30 | $0.21 | 1.97 | $422.88 |
| Backtest Total | 6144 | 6043 | 101 | 98.4% | $526,892 | $226,852 (43%) | $0.43 | $0.24 | $0.19 | 2.03 | $1,141.67 |
| Position | Position | Legs | Timing | Entry | Exit | Result |
|---|---|---|---|---|---|---|
|
2.5D call 80% PT
|
2.5D call 80% PT
-3 Fri Sep 2nd 2200c
|
-3 Fri Sep 2nd 2200c
$132,000 max risk
|
Thu Sep 1st 2016
9:31:10 AM EDT | $0.19 credit
Fri Sep 2nd 2016
11:14:00 AM EDT | $0.04 debit
|
Thu Sep 1st 2016
9:31:10 AM EDT | $0.19 credit
SPX 2171.45
|
Fri Sep 2nd 2016
11:14:00 AM EDT
| $0.04 debit
SPX 2179.63
|
Profit Target
$42 | 73.68%
$500,042 balance
|
|
3D call 83% PT
|
3D call 83% PT
-3 Fri Sep 2nd 2200c
|
-3 Fri Sep 2nd 2200c
$132,000 max risk
|
Thu Sep 1st 2016
9:31:10 AM EDT | $0.19 credit
Fri Sep 2nd 2016
11:14:00 AM EDT | $0.03 debit
|
Thu Sep 1st 2016
9:31:10 AM EDT | $0.19 credit
SPX 2171.45
|
Fri Sep 2nd 2016
11:14:00 AM EDT
| $0.03 debit
SPX 2179.63
|
Profit Target
$45 | 78.95%
$500,087 balance
|
|
2D call 78% PT
|
2D call 78% PT
-3 Fri Sep 2nd 2205c
|
-3 Fri Sep 2nd 2205c
$132,300 max risk
|
Thu Sep 1st 2016
9:31:10 AM EDT | $0.08 credit
Fri Sep 2nd 2016
4:00:00 PM EDT |
|
Thu Sep 1st 2016
9:31:10 AM EDT | $0.08 credit
SPX 2171.45
|
Fri Sep 2nd 2016
4:00:00 PM EDT
SPX 2179.95
|
Expired
$21 | 87.50%
$500,108 balance
|
|
2.5D call 80% PT
|
2.5D call 80% PT
-3 Tue Sep 6th 2205c
|
-3 Tue Sep 6th 2205c
$132,300 max risk
|
Fri Sep 2nd 2016
11:15:10 AM EDT | $0.14 credit
Tue Sep 6th 2016
4:00:00 PM EDT |
|
Fri Sep 2nd 2016
11:15:10 AM EDT | $0.14 credit
SPX 2180.18
|
Tue Sep 6th 2016
4:00:00 PM EDT
SPX 2186.49
|
Expired
$39 | 92.86%
$500,147 balance
|
|
3D call 83% PT
|
3D call 83% PT
-3 Tue Sep 6th 2205c
|
-3 Tue Sep 6th 2205c
$132,300 max risk
|
Fri Sep 2nd 2016
11:15:10 AM EDT | $0.14 credit
Tue Sep 6th 2016
4:00:00 PM EDT |
|
Fri Sep 2nd 2016
11:15:10 AM EDT | $0.14 credit
SPX 2180.18
|
Tue Sep 6th 2016
4:00:00 PM EDT
SPX 2186.49
|
Expired
$39 | 92.86%
$500,186 balance
|
|
2D call 78% PT
|
2D call 78% PT
-3 Wed Sep 7th 2210c
|
-3 Wed Sep 7th 2210c
$132,600 max risk
|
Tue Sep 6th 2016
9:31:10 AM EDT | $0.08 credit
Wed Sep 7th 2016
4:00:00 PM EDT |
|
Tue Sep 6th 2016
9:31:10 AM EDT | $0.08 credit
SPX 2182.99
|
Wed Sep 7th 2016
4:00:00 PM EDT
SPX 2186.16
|
Expired
$21 | 87.50%
$500,207 balance
|
|
2.5D call 80% PT
|
2.5D call 80% PT
-3 Fri Sep 9th 2215c
|
-3 Fri Sep 9th 2215c
$132,900 max risk
|
Wed Sep 7th 2016
9:31:10 AM EDT | $0.14 credit
Fri Sep 9th 2016
4:00:00 PM EDT |
|
Wed Sep 7th 2016
9:31:10 AM EDT | $0.14 credit
SPX 2183.33
|
Fri Sep 9th 2016
4:00:00 PM EDT
SPX 2128.01
|
Expired
$39 | 92.86%
$500,246 balance
|
|
3D call 83% PT
|
3D call 83% PT
-3 Fri Sep 9th 2215c
|
-3 Fri Sep 9th 2215c
$132,900 max risk
|
Wed Sep 7th 2016
9:31:10 AM EDT | $0.14 credit
Fri Sep 9th 2016
4:00:00 PM EDT |
|
Wed Sep 7th 2016
9:31:10 AM EDT | $0.14 credit
SPX 2183.33
|
Fri Sep 9th 2016
4:00:00 PM EDT
SPX 2128.01
|
Expired
$39 | 92.86%
$500,285 balance
|
|
2D call 78% PT
|
2D call 78% PT
-3 Fri Sep 9th 2205c
|
-3 Fri Sep 9th 2205c
$132,300 max risk
|
Thu Sep 8th 2016
9:31:10 AM EDT | $0.10 credit
Fri Sep 9th 2016
4:00:00 PM EDT |
|
Thu Sep 8th 2016
9:31:10 AM EDT | $0.10 credit
SPX 2181.03
|
Fri Sep 9th 2016
4:00:00 PM EDT
SPX 2128.01
|
Expired
$27 | 90.00%
$500,312 balance
|
|
2.5D call 80% PT
|
2.5D call 80% PT
-3 Wed Sep 14th 2185c
|
-3 Wed Sep 14th 2185c
$131,100 max risk
|
Mon Sep 12th 2016
9:31:10 AM EDT | $0.22 credit
Tue Sep 13th 2016
12:31:10 PM EDT | $0.04 debit
|
Mon Sep 12th 2016
9:31:10 AM EDT | $0.22 credit
SPX 2120.64
|
Tue Sep 13th 2016
12:31:10 PM EDT
| $0.04 debit
SPX 2126.12
|
Profit Target
$51 | 77.27%
$500,363 balance
|
|
2D call 78% PT
|
2D call 78% PT
-3 Wed Sep 14th 2185c
|
-3 Wed Sep 14th 2185c
$131,100 max risk
|
Mon Sep 12th 2016
9:31:10 AM EDT | $0.22 credit
Tue Sep 13th 2016
12:31:10 PM EDT | $0.05 debit
|
Mon Sep 12th 2016
9:31:10 AM EDT | $0.22 credit
SPX 2120.64
|
Tue Sep 13th 2016
12:31:10 PM EDT
| $0.05 debit
SPX 2126.12
|
Profit Target
$48 | 72.73%
$500,411 balance
|
|
3D call 83% PT
|
3D call 83% PT
-3 Wed Sep 14th 2180c
|
-3 Wed Sep 14th 2180c
$130,800 max risk
|
Mon Sep 12th 2016
9:31:10 AM EDT | $0.34 credit
Tue Sep 13th 2016
2:14:10 PM EDT | $0.06 debit
|
Mon Sep 12th 2016
9:31:10 AM EDT | $0.34 credit
SPX 2120.64
|
Tue Sep 13th 2016
2:14:10 PM EDT
| $0.06 debit
SPX 2125.67
|
Profit Target
$81 | 79.41%
$500,492 balance
|
|
2.5D call 80% PT
|
2.5D call 80% PT
-3 Wed Sep 14th 2170c
|
-3 Wed Sep 14th 2170c
$130,200 max risk
|
Tue Sep 13th 2016
12:32:20 PM EDT | $0.19 credit
Wed Sep 14th 2016
9:31:50 AM EDT | $0.04 debit
|
Tue Sep 13th 2016
12:32:20 PM EDT | $0.19 credit
SPX 2126.25
|
Wed Sep 14th 2016
9:31:50 AM EDT
| $0.04 debit
SPX 2128.81
|
Profit Target
$42 | 73.68%
$500,534 balance
|
|
2D call 78% PT
|
2D call 78% PT
-3 Wed Sep 14th 2170c
|
-3 Wed Sep 14th 2170c
$130,200 max risk
|
Tue Sep 13th 2016
12:32:20 PM EDT | $0.19 credit
Wed Sep 14th 2016
9:31:50 AM EDT | $0.04 debit
|
Tue Sep 13th 2016
12:32:20 PM EDT | $0.19 credit
SPX 2126.25
|
Wed Sep 14th 2016
9:31:50 AM EDT
| $0.04 debit
SPX 2128.81
|
Profit Target
$42 | 73.68%
$500,576 balance
|
|
3D call 83% PT
|
3D call 83% PT
-3 Wed Sep 14th 2165c
|
-3 Wed Sep 14th 2165c
$129,900 max risk
|
Tue Sep 13th 2016
2:15:20 PM EDT | $0.29 credit
Wed Sep 14th 2016
9:48:50 AM EDT | $0.05 debit
|
Tue Sep 13th 2016
2:15:20 PM EDT | $0.29 credit
SPX 2124.55
|
Wed Sep 14th 2016
9:48:50 AM EDT
| $0.05 debit
SPX 2128.19
|
Profit Target
$69 | 79.31%
$500,645 balance
|
|
2.5D call 80% PT
|
2.5D call 80% PT
-3 Mon Sep 19th 2180c
|
-3 Mon Sep 19th 2180c
$130,800 max risk
|
Thu Sep 15th 2016
9:31:10 AM EDT | $0.20 credit
Fri Sep 16th 2016
11:03:50 AM EDT | $0.04 debit
|
Thu Sep 15th 2016
9:31:10 AM EDT | $0.20 credit
SPX 2126.04
|
Fri Sep 16th 2016
11:03:50 AM EDT
| $0.04 debit
SPX 2134.66
|
Profit Target
$45 | 75.00%
$500,690 balance
|
|
2D call 78% PT
|
2D call 78% PT
-3 Mon Sep 19th 2180c
|
-3 Mon Sep 19th 2180c
$130,800 max risk
|
Thu Sep 15th 2016
9:31:10 AM EDT | $0.20 credit
Fri Sep 16th 2016
11:03:50 AM EDT | $0.04 debit
|
Thu Sep 15th 2016
9:31:10 AM EDT | $0.20 credit
SPX 2126.04
|
Fri Sep 16th 2016
11:03:50 AM EDT
| $0.04 debit
SPX 2134.66
|
Profit Target
$45 | 75.00%
$500,735 balance
|
|
3D call 83% PT
|
3D call 83% PT
-3 Mon Sep 19th 2175c
|
-3 Mon Sep 19th 2175c
$130,500 max risk
|
Thu Sep 15th 2016
9:31:10 AM EDT | $0.34 credit
Fri Sep 16th 2016
12:42:10 PM EDT | $0.06 debit
|
Thu Sep 15th 2016
9:31:10 AM EDT | $0.34 credit
SPX 2126.04
|
Fri Sep 16th 2016
12:42:10 PM EDT
| $0.06 debit
SPX 2136.67
|
Profit Target
$81 | 79.41%
$500,816 balance
|
|
2.5D call 80% PT
|
2.5D call 80% PT
-3 Mon Sep 19th 2170c
|
-3 Mon Sep 19th 2170c
$130,200 max risk
|
Fri Sep 16th 2016
11:05:00 AM EDT | $0.15 credit
Mon Sep 19th 2016
9:31:50 AM EDT | $0.03 debit
|
Fri Sep 16th 2016
11:05:00 AM EDT | $0.15 credit
SPX 2134.67
|
Mon Sep 19th 2016
9:31:50 AM EDT
| $0.03 debit
SPX 2146.64
|
Profit Target
$33 | 73.33%
$500,849 balance
|
|
2D call 78% PT
|
2D call 78% PT
-3 Mon Sep 19th 2175c
|
-3 Mon Sep 19th 2175c
$130,500 max risk
|
Fri Sep 16th 2016
11:05:00 AM EDT | $0.08 credit
Mon Sep 19th 2016
4:00:00 PM EDT |
|
Fri Sep 16th 2016
11:05:00 AM EDT | $0.08 credit
SPX 2134.67
|
Mon Sep 19th 2016
4:00:00 PM EDT
SPX 2139.14
|
Expired
$21 | 87.50%
$500,870 balance
|