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Backtest - WO Classic Calls

End Balance
$709,384
3.9% CAGR
Drawdown
-$38,267
-5.6%
Sortino
0.27
0.41 Sharpe
Benchmark Comparison
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
Return %
Drawdown
Backtest Positions
Position
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
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
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
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.

Detailed Stats
Start Date
September 1, 2016
End Date
December 5, 2025
Start Balance
$500,000
End Balance
$709,384
Broker Fees
$17,468
Return %
41.9%
Return $
$209,384
CAGR
3.9%
Drawdown %
-5.6%
Drawdown $
-$38,267
Drawdown Days
335 days
Sortino
0.27
Sharpe
0.41
MAR
0.69
Annual Vol.
4.2%
Correlation
-0.37
Beta
-0.08
Trades
6144
Winners
6043 (98.4%)
Losers
101
Avg Gain
$34
Avg Winner
$68
Avg Loser
-$2,011
Premium Collected $
$526,892
Premium Retained $
$226,852
Premium Retained %
43.1%
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
Weekly Performance
Daily Performance
Day of Week Performance
December 2025

S
M
T
W
T
F
Total
  1. $168.50

  1. $144.00

  1. $55.50

  1. $199.50

  1. $123.00

  1. $690.50

Yearly Results
  • Year

    Backtest

    SPX

  • 2016
    -0.1%
    3.3%
    September
    0.3%
    0.0%
    October
    0.2%
    -1.9%
    November
    0.3%
    3.4%
    December
    -1.0%
    1.8%
  • 2017
    1.8%
    18.0%
    January
    -0.4%
    1.8%
    February
    0.2%
    3.7%
    March
    0.3%
    0.0%
    April
    0.3%
    0.9%
    May
    0.2%
    1.2%
    June
    0.2%
    0.5%
    July
    0.2%
    2.0%
    August
    0.2%
    0.1%
    September
    0.2%
    1.9%
    October
    0.1%
    2.2%
    November
    0.1%
    2.8%
    December
    0.3%
    1.0%
  • 2018
    5.2%
    -5.0%
    January
    -0.1%
    5.5%
    February
    0.2%
    -3.7%
    March
    0.5%
    -2.6%
    April
    0.7%
    0.4%
    May
    0.4%
    2.2%
    June
    0.3%
    0.5%
    July
    0.3%
    3.6%
    August
    0.3%
    3.0%
    September
    0.3%
    0.5%
    October
    0.7%
    -7.0%
    November
    0.6%
    1.9%
    December
    1.0%
    -9.3%
  • 2019
    5.0%
    26.2%
    January
    0.6%
    7.7%
    February
    0.4%
    3.0%
    March
    0.3%
    1.8%
    April
    0.2%
    3.9%
    May
    0.6%
    -6.7%
    June
    0.3%
    6.7%
    July
    0.3%
    1.3%
    August
    0.7%
    -1.6%
    September
    0.4%
    1.7%
    October
    0.4%
    2.1%
    November
    0.2%
    3.4%
    December
    0.3%
    2.8%
  • 2020
    7.9%
    21.1%
    January
    0.3%
    -0.1%
    February
    0.1%
    -8.5%
    March
    2.7%
    -9.7%
    April
    0.7%
    12.7%
    May
    -0.6%
    4.6%
    June
    0.8%
    2.2%
    July
    0.9%
    5.4%
    August
    0.4%
    6.8%
    September
    0.1%
    -3.8%
    October
    1.0%
    -2.6%
    November
    0.8%
    10.3%
    December
    0.4%
    3.7%
  • 2021
    5.3%
    24.7%
    January
    0.5%
    -1.0%
    February
    0.5%
    2.7%
    March
    0.7%
    4.3%
    April
    0.4%
    5.2%
    May
    0.5%
    0.6%
    June
    0.4%
    2.2%
    July
    0.3%
    2.3%
    August
    0.3%
    2.9%
    September
    0.5%
    -4.8%
    October
    0.0%
    6.8%
    November
    0.5%
    -0.8%
    December
    0.6%
    4.4%
  • 2022
    3.7%
    -18.7%
    January
    0.7%
    -5.3%
    February
    -3.6%
    -3.0%
    March
    0.8%
    3.8%
    April
    1.1%
    -9.0%
    May
    1.8%
    0.4%
    June
    -1.3%
    -8.4%
    July
    0.8%
    8.9%
    August
    1.2%
    -4.2%
    September
    1.7%
    -9.6%
    October
    -1.6%
    8.0%
    November
    -0.3%
    5.5%
    December
    2.5%
    -5.9%
  • 2023
    0.6%
    22.6%
    January
    -0.1%
    6.1%
    February
    0.9%
    -2.6%
    March
    -0.1%
    3.6%
    April
    -0.8%
    1.5%
    May
    0.1%
    0.3%
    June
    -1.1%
    6.3%
    July
    0.4%
    3.1%
    August
    0.5%
    -1.7%
    September
    0.6%
    -4.9%
    October
    0.8%
    -2.1%
    November
    -0.8%
    8.6%
    December
    0.0%
    4.4%
  • 2024
    0.8%
    21.8%
    January
    -1.3%
    1.6%
    February
    -0.6%
    5.1%
    March
    0.5%
    3.1%
    April
    0.8%
    -4.2%
    May
    0.2%
    4.7%
    June
    0.8%
    3.4%
    July
    -0.3%
    1.2%
    August
    0.3%
    2.4%
    September
    0.4%
    2.1%
    October
    0.6%
    -0.9%
    November
    -0.2%
    5.6%
    December
    -0.3%
    -2.5%
  • 2025
    5.9%
    17.2%
    January
    0.6%
    2.7%
    February
    0.3%
    -1.4%
    March
    0.9%
    -5.8%
    April
    1.8%
    0.2%
    May
    0.8%
    6.1%
    June
    -0.5%
    4.9%
    July
    0.4%
    2.2%
    August
    0.4%
    2.0%
    September
    0.3%
    3.5%
    October
    0.5%
    2.3%
    November
    0.4%
    0.2%
    December
    0.1%
    0.3%
Performance by Position
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
Trade Log
Position Timing Result
2.5D call 80% PT
-3 Fri Sep 2nd 2200c
Thu Sep 1st 2016
9:31:10 AM EDT | $0.19 credit
Fri Sep 2nd 2016
11:14:00 AM EDT | $0.04 debit
Profit Target
$42 | 73.68%
$500,042 balance
3D call 83% PT
-3 Fri Sep 2nd 2200c
Thu Sep 1st 2016
9:31:10 AM EDT | $0.19 credit
Fri Sep 2nd 2016
11:14:00 AM EDT | $0.03 debit
Profit Target
$45 | 78.95%
$500,087 balance
2D call 78% PT
-3 Fri Sep 2nd 2205c
Thu Sep 1st 2016
9:31:10 AM EDT | $0.08 credit
Fri Sep 2nd 2016
4:00:00 PM EDT |
Expired
$21 | 87.50%
$500,108 balance
2.5D call 80% PT
-3 Tue Sep 6th 2205c
Fri Sep 2nd 2016
11:15:10 AM EDT | $0.14 credit
Tue Sep 6th 2016
4:00:00 PM EDT |
Expired
$39 | 92.86%
$500,147 balance
3D call 83% PT
-3 Tue Sep 6th 2205c
Fri Sep 2nd 2016
11:15:10 AM EDT | $0.14 credit
Tue Sep 6th 2016
4:00:00 PM EDT |
Expired
$39 | 92.86%
$500,186 balance
2D call 78% PT
-3 Wed Sep 7th 2210c
Tue Sep 6th 2016
9:31:10 AM EDT | $0.08 credit
Wed Sep 7th 2016
4:00:00 PM EDT |
Expired
$21 | 87.50%
$500,207 balance
2.5D call 80% PT
-3 Fri Sep 9th 2215c
Wed Sep 7th 2016
9:31:10 AM EDT | $0.14 credit
Fri Sep 9th 2016
4:00:00 PM EDT |
Expired
$39 | 92.86%
$500,246 balance
3D call 83% PT
-3 Fri Sep 9th 2215c
Wed Sep 7th 2016
9:31:10 AM EDT | $0.14 credit
Fri Sep 9th 2016
4:00:00 PM EDT |
Expired
$39 | 92.86%
$500,285 balance
2D call 78% PT
-3 Fri Sep 9th 2205c
Thu Sep 8th 2016
9:31:10 AM EDT | $0.10 credit
Fri Sep 9th 2016
4:00:00 PM EDT |
Expired
$27 | 90.00%
$500,312 balance
2.5D call 80% PT
-3 Wed Sep 14th 2185c
Mon Sep 12th 2016
9:31:10 AM EDT | $0.22 credit
Tue Sep 13th 2016
12:31:10 PM EDT | $0.04 debit
Profit Target
$51 | 77.27%
$500,363 balance
2D call 78% PT
-3 Wed Sep 14th 2185c
Mon Sep 12th 2016
9:31:10 AM EDT | $0.22 credit
Tue Sep 13th 2016
12:31:10 PM EDT | $0.05 debit
Profit Target
$48 | 72.73%
$500,411 balance
3D call 83% PT
-3 Wed Sep 14th 2180c
Mon Sep 12th 2016
9:31:10 AM EDT | $0.34 credit
Tue Sep 13th 2016
2:14:10 PM EDT | $0.06 debit
Profit Target
$81 | 79.41%
$500,492 balance
2.5D call 80% PT
-3 Wed Sep 14th 2170c
Tue Sep 13th 2016
12:32:20 PM EDT | $0.19 credit
Wed Sep 14th 2016
9:31:50 AM EDT | $0.04 debit
Profit Target
$42 | 73.68%
$500,534 balance
2D call 78% PT
-3 Wed Sep 14th 2170c
Tue Sep 13th 2016
12:32:20 PM EDT | $0.19 credit
Wed Sep 14th 2016
9:31:50 AM EDT | $0.04 debit
Profit Target
$42 | 73.68%
$500,576 balance
3D call 83% PT
-3 Wed Sep 14th 2165c
Tue Sep 13th 2016
2:15:20 PM EDT | $0.29 credit
Wed Sep 14th 2016
9:48:50 AM EDT | $0.05 debit
Profit Target
$69 | 79.31%
$500,645 balance
2.5D call 80% PT
-3 Mon Sep 19th 2180c
Thu Sep 15th 2016
9:31:10 AM EDT | $0.20 credit
Fri Sep 16th 2016
11:03:50 AM EDT | $0.04 debit
Profit Target
$45 | 75.00%
$500,690 balance
2D call 78% PT
-3 Mon Sep 19th 2180c
Thu Sep 15th 2016
9:31:10 AM EDT | $0.20 credit
Fri Sep 16th 2016
11:03:50 AM EDT | $0.04 debit
Profit Target
$45 | 75.00%
$500,735 balance
3D call 83% PT
-3 Mon Sep 19th 2175c
Thu Sep 15th 2016
9:31:10 AM EDT | $0.34 credit
Fri Sep 16th 2016
12:42:10 PM EDT | $0.06 debit
Profit Target
$81 | 79.41%
$500,816 balance
2.5D call 80% PT
-3 Mon Sep 19th 2170c
Fri Sep 16th 2016
11:05:00 AM EDT | $0.15 credit
Mon Sep 19th 2016
9:31:50 AM EDT | $0.03 debit
Profit Target
$33 | 73.33%
$500,849 balance
2D call 78% PT
-3 Mon Sep 19th 2175c
Fri Sep 16th 2016
11:05:00 AM EDT | $0.08 credit
Mon Sep 19th 2016
4:00:00 PM EDT |
Expired
$21 | 87.50%
$500,870 balance