Backtest - WO Classic Calls

End Balance: $663,237

4.5% CAGR
Drawdown: -$35,197

-5.3%
Sortino: 0.42

0.52 Sharpe

Benchmark Comparison

	Total Return	CAGR	Drawdown	MAR	Sharpe	Sortino	Annualized Vol.	Correlation	Beta
Backtest	32.6%	4.5%	-5.3%	0.84	0.52	0.42	3.4
SPX	87.5%	10.3%	-0%

Return %

Total Return

Sum of Daily Returns

Drawdown

Percent

Dollars

Backtest Positions

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

2D call 78% PT

2.5D call 80% PT

3D call 83% PT

Confirm removal of from this backtest.

Remove Position

Detailed Stats

Start Date

September 1, 2016

End Date

January 27, 2023

Start Balance

$500,000

End Balance

$663,237

Broker Fees

$13,033

Return %

32.6%

Return $

$163,237

CAGR

4.5%

Drawdown %

-5.3%

Drawdown $

-$35,197

Drawdown Days

171 days

Sortino

0.42

Sharpe

0.52

MAR

0.84

Annual Vol.

3.4%

Correlation

Beta

Trades

4034

Winners

3986 (98.8%)

Losers

Avg Gain

$40

Avg Winner

$70

Avg Loser

-$2,391

Premium Collected $

$356,168

Premium Retained $

$176,270

Premium Retained %

49.5%

Start Date

September 1, 2016

End Date

January 27, 2023

Start Balance

$500,000

End Balance

$663,237

Broker Fees

$13,033

Return %

32.6%

Return $

$163,237

CAGR

4.5%

Drawdown %

-5.3%

Drawdown $

-$35,197

Drawdown Days

171 days

Sortino

0.42

Sharpe

0.52

MAR

0.84

Annual Vol.

3.4%

Correlation

Beta

Trades

4034

Winners

3986 (98.8%)

Losers

Avg Gain

$40

Avg Winner

$70

Avg Loser

-$2,391

Premium Collected $

$356,168

Premium Retained $

$176,270

Premium Retained %

49.5%

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

January 2023

Month

S Sun

M Mon

T Tue

W Wed

T Thu

F Fri

Total Total

$570.00
0.1%

$394.00
0.1%

$484.00
0.1%

-$284.50
-0.0%

$1,163.50
0.2%
SPX 0.0%

$865.50
0.1%

$277.00
0.0%

-$80.00
-0.0%

$1,115.00
0.2%

$191.00
0.0%

$2,368.50
0.4%
SPX 0.0%

$429.00
0.1%

$493.00
0.1%

$230.00
0.0%

-$1,223.00
-0.2%

-$71.00
-0.0%
SPX 0.0%

-$4,348.00
-0.7%

$81.00
0.0%

-$343.00
-0.1%

$642.00
0.1%

$336.00
0.1%

-$3,632.00
-0.5%
SPX 0.0%

Yearly Results

Year

Backtest $ Backtest

Backtest %

SPX
2016

$1,695

0.3%

(-0.8%)

3.3%

(-4.6%)

September

$1,449

0.3%

(-0.1%)

-0.1%

(-2.8%)

October

$1,044

0.2%

(0.0%)

-1.9%

(-1.7%)

November

$1,593

0.3%

(-0.1%)

3.4%

(-1.2%)

December

-$2,391

-0.5%

(-0.8%)

1.8%

(-1.4%)
2017

$9,015

1.8%

(-0.7%)

18.0%

(-2.8%)

January

-$2,208

-0.4%

(-0.7%)

1.8%

(-0.8%)

February

$969

0.2%

(-0.1%)

3.7%

(-0.2%)

March

$1,578

0.3%

(-0.1%)

0.0%

(-2.3%)

April

$1,332

0.3%

(-0.0%)

0.9%

(-1.3%)

May

$960

0.2%

(-0.0%)

1.2%

(-1.9%)

June

$999

0.2%

(-0.1%)

0.5%

(-1.4%)

July

$795

0.2%

(0.0%)

1.9%

(-0.9%)

August

$1,011

0.2%

(-0.1%)

0.1%

(-2.2%)

September

$1,050

0.2%

(-0.0%)

1.9%

(-0.8%)

October

$726

0.1%

(-0.0%)

2.2%

(-0.7%)

November

$756

0.1%

(-0.2%)

2.8%

(-1.1%)

December

$1,047

0.2%

(0.0%)

1.1%

(-0.6%)
2018

$23,921

4.7%

(-1.2%)

-5.1%

(-19.8%)

January

$524

0.1%

(-0.2%)

5.5%

(-1.8%)

February

-$367

-0.1%

(-0.6%)

-3.7%

(-8.5%)

March

$2,071

0.4%

(-0.1%)

-2.5%

(-7.1%)

April

$2,864

0.6%

(-0.7%)

0.4%

(-2.7%)

May

$1,996

0.4%

(-0.3%)

2.2%

(-1.6%)

June

$1,511

0.3%

(-0.0%)

0.5%

(-3.1%)

July

$1,335

0.3%

(-0.3%)

3.6%

(-1.5%)

August

$1,292

0.2%

(-0.1%)

3.0%

(-1.4%)

September

$1,306

0.3%

(-0.0%)

0.5%

(-0.9%)

October

$3,641

0.7%

(-0.1%)

-7.0%

(-9.7%)

November

$2,725

0.5%

(-0.7%)

1.9%

(-6.4%)

December

$5,023

0.9%

(-1.2%)

-9.3%

(-15.7%)
2019

$25,242

4.7%

(-0.5%)

26.2%

(-6.8%)

January

$3,747

0.7%

(-0.1%)

7.7%

(-2.5%)

February

$1,642

0.3%

(-0.1%)

3.0%

(-1.1%)

March

$1,533

0.3%

(-0.3%)

1.8%

(-2.2%)

April

$1,465

0.3%

(-0.1%)

3.9%

(-0.6%)

May

$2,795

0.5%

(-0.2%)

-6.7%

(-6.6%)

June

$1,325

0.2%

(-0.2%)

6.7%

(-1.4%)

July

$1,779

0.3%

(-0.0%)

1.4%

(-1.5%)

August

$3,700

0.7%

(-0.5%)

-1.6%

(-3.8%)

September

$2,132

0.4%

(-0.5%)

1.8%

(-1.6%)

October

$2,338

0.4%

(-0.1%)

2.1%

(-2.0%)

November

$1,218

0.2%

(-0.0%)

3.4%

(-0.6%)

December

$1,568

0.3%

(-0.1%)

2.8%

(-0.7%)
2020

$43,544

7.8%

(-2.0%)

21.0%

(-33.9%)

January

$1,835

0.3%

(-0.1%)

-0.1%

(-3.1%)

February

$407

0.1%

(-0.5%)

-8.5%

(-12.8%)

March

$13,072

2.3%

(-0.9%)

-9.7%

(-28.5%)

April

$7,375

1.3%

(-0.5%)

12.6%

(-4.8%)

May

-$7,240

-1.2%

(-2.0%)

4.7%

(-3.8%)

June

$5,806

1.0%

(-0.4%)

2.2%

(-7.1%)

July

$4,687

0.8%

(-0.1%)

5.5%

(-1.9%)

August

$2,333

0.4%

(-0.3%)

6.8%

(-0.8%)

September

$1,853

0.3%

(-0.6%)

-3.8%

(-9.6%)

October

$5,838

1.0%

(-0.0%)

-2.6%

(-7.5%)

November

$4,026

0.7%

(-0.1%)

10.3%

(-1.9%)

December

$3,552

0.6%

(-0.0%)

3.7%

(-1.5%)
2021

$36,134

6.0%

(-0.3%)

24.7%

(-5.2%)

January

$2,414

0.4%

(-0.3%)

-1.0%

(-3.7%)

February

$3,356

0.6%

(-0.0%)

2.7%

(-3.2%)

March

$4,280

0.7%

(-0.3%)

4.3%

(-3.4%)

April

$2,666

0.4%

(-0.1%)

5.1%

(-1.2%)

May

$2,754

0.4%

(-0.1%)

0.6%

(-4.0%)

June

$2,694

0.4%

(-0.0%)

2.2%

(-2.1%)

July

$2,388

0.4%

(-0.1%)

2.3%

(-2.9%)

August

$2,484

0.4%

(-0.0%)

2.9%

(-1.8%)

September

$3,332

0.5%

(-0.0%)

-4.8%

(-5.1%)

October

$2,790

0.4%

(-0.1%)

6.8%

(-1.3%)

November

$3,154

0.5%

(-0.0%)

-0.8%

(-2.9%)

December

$3,822

0.6%

(-0.3%)

4.4%

(-3.0%)
2022

$23,857

3.7%

(-5.3%)

-18.7%

(-25.4%)

January

$5,772

0.9%

(-0.2%)

-5.3%

(-9.8%)

February

-$25,038

-3.9%

(-4.8%)

-3.0%

(-7.9%)

March

$4,920

0.8%

(-0.6%)

3.8%

(-4.9%)

April

$7,288

1.2%

(-0.3%)

-9.0%

(-9.8%)

May

$11,704

1.9%

(-0.3%)

0.4%

(-9.3%)

June

-$6,498

-1.0%

(-2.6%)

-8.4%

(-12.2%)

July

$2,936

0.5%

(-0.3%)

8.9%

(-2.9%)

August

$7,576

1.2%

(-0.1%)

-4.2%

(-8.1%)

September

$11,650

1.8%

(-0.1%)

-9.5%

(-12.7%)

October

-$11,208

-1.7%

(-5.3%)

8.0%

(-5.7%)

November

$6,668

1.0%

(-0.3%)

5.5%

(-3.5%)

December

$8,087

1.2%

(-0.4%)

-5.9%

(-7.2%)
2023

-$171

0.0%

(-0.9%)

5.9%

(-2.5%)

January

-$171

0.0%

(-0.9%)

5.9%

(-2.5%)

Trade Log

Position	Position	Legs	Timing	Entry	Exit	Result
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 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 $39 \| 68.42% $500,039 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 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 $24 \| 88.89% $500,063 balance
2.5D call 80% PT	2.5D call 80% PT -3 Fri Sep 2nd 2205c	-3 Fri Sep 2nd 2205c $132,300 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 $24 \| 88.89% $500,087 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 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 $39 \| 92.86% $500,126 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 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 $24 \| 88.89% $500,150 balance
2.5D call 80% PT	2.5D call 80% PT -3 Wed Sep 7th 2210c	-3 Wed Sep 7th 2210c $132,600 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 $24 \| 88.89% $500,174 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 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 $39 \| 92.86% $500,213 balance
2D call 78% PT	2D call 78% PT -3 Fri Sep 9th 2210c	-3 Fri Sep 9th 2210c $132,600 max risk	Thu Sep 8th 2016 9:31 AM EDT \| $0.07 credit Fri Sep 9th 2016 4:00 PM EDT \|	Thu Sep 8th 2016 9:31 AM EDT \| $0.07 credit SPX 2181.12	Fri Sep 9th 2016 4:00 PM EDT SPX 2128.01	Expired $18 \| 85.71% $500,231 balance
2.5D call 80% PT	2.5D call 80% PT -3 Fri Sep 9th 2205c	-3 Fri Sep 9th 2205c $132,300 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 $27 \| 90.00% $500,258 balance
2D call 78% PT	2D call 78% PT -3 Wed Sep 14th 2190c	-3 Wed Sep 14th 2190c $131,400 max risk	Mon Sep 12th 2016 9:31 AM EDT \| $0.17 credit Tue Sep 13th 2016 10:51 AM EDT \| $0.05 debit	Mon Sep 12th 2016 9:31 AM EDT \| $0.17 credit SPX 2120.06	Tue Sep 13th 2016 10:51 AM EDT \| $0.05 debit SPX 2131.50	Profit Target $33 \| 64.71% $500,291 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 AM EDT \| $0.23 credit Tue Sep 13th 2016 12:31 PM EDT \| $0.05 debit	Mon Sep 12th 2016 9:31 AM EDT \| $0.23 credit SPX 2120.06	Tue Sep 13th 2016 12:31 PM EDT \| $0.05 debit SPX 2125.89	Profit Target $51 \| 73.91% $500,342 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 AM EDT \| $0.34 credit Tue Sep 13th 2016 3:07 PM EDT \| $0.05 debit	Mon Sep 12th 2016 9:31 AM EDT \| $0.34 credit SPX 2120.06	Tue Sep 13th 2016 3:07 PM EDT \| $0.05 debit SPX 2124.00	Profit Target $84 \| 82.35% $500,426 balance
2D call 78% PT	2D call 78% PT -3 Wed Sep 14th 2180c	-3 Wed Sep 14th 2180c $130,800 max risk	Tue Sep 13th 2016 10:52 AM EDT \| $0.14 credit Tue Sep 13th 2016 3:07 PM EDT \| $0.05 debit	Tue Sep 13th 2016 10:52 AM EDT \| $0.14 credit SPX 2131.39	Tue Sep 13th 2016 3:07 PM EDT \| $0.05 debit SPX 2124.00	Profit Target $24 \| 57.14% $500,450 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 PM EDT \| $0.19 credit Wed Sep 14th 2016 9:32 AM EDT \| $0.05 debit	Tue Sep 13th 2016 12:32 PM EDT \| $0.19 credit SPX 2126.12	Wed Sep 14th 2016 9:32 AM EDT \| $0.05 debit SPX 2128.81	Profit Target $39 \| 68.42% $500,489 balance
2D call 78% PT	2D call 78% PT -3 Mon Sep 19th 2220c	-3 Mon Sep 19th 2220c $133,200 max risk	Thu Sep 15th 2016 9:31 AM EDT \| $0.28 credit Thu Sep 15th 2016 9:39 AM EDT \| $0.05 debit	Thu Sep 15th 2016 9:31 AM EDT \| $0.28 credit SPX 2125.89	Thu Sep 15th 2016 9:39 AM EDT \| $0.05 debit SPX 2124.04	Profit Target $66 \| 78.57% $500,555 balance
3D call 83% PT	3D call 83% PT -3 Mon Sep 19th 2180c	-3 Mon Sep 19th 2180c $130,800 max risk	Thu Sep 15th 2016 9:31 AM EDT \| $0.24 credit Fri Sep 16th 2016 11:10 AM EDT \| $0.05 debit	Thu Sep 15th 2016 9:31 AM EDT \| $0.24 credit SPX 2125.89	Fri Sep 16th 2016 11:10 AM EDT \| $0.05 debit SPX 2134.37	Profit Target $54 \| 75.00% $500,609 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 AM EDT \| $0.24 credit Fri Sep 16th 2016 11:10 AM EDT \| $0.05 debit	Thu Sep 15th 2016 9:31 AM EDT \| $0.24 credit SPX 2125.89	Fri Sep 16th 2016 11:10 AM EDT \| $0.05 debit SPX 2134.37	Profit Target $54 \| 75.00% $500,663 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 9:40 AM EDT \| $0.19 credit Fri Sep 16th 2016 11:10 AM EDT \| $0.05 debit	Thu Sep 15th 2016 9:40 AM EDT \| $0.19 credit SPX 2124.28	Fri Sep 16th 2016 11:10 AM EDT \| $0.05 debit SPX 2134.37	Profit Target $39 \| 68.42% $500,702 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 11:11 AM EDT \| $0.15 credit Fri Sep 16th 2016 3:11 PM EDT \| $0.05 debit	Fri Sep 16th 2016 11:11 AM EDT \| $0.15 credit SPX 2134.70	Fri Sep 16th 2016 3:11 PM EDT \| $0.05 debit SPX 2136.16	Profit Target $27 \| 60.00% $500,729 balance
2D call 78% PT	2D call 78% PT -3 Mon Sep 19th 2170c	-3 Mon Sep 19th 2170c $130,200 max risk	Fri Sep 16th 2016 11:11 AM EDT \| $0.15 credit Fri Sep 16th 2016 3:11 PM EDT \| $0.05 debit	Fri Sep 16th 2016 11:11 AM EDT \| $0.15 credit SPX 2134.70	Fri Sep 16th 2016 3:11 PM EDT \| $0.05 debit SPX 2136.16	Profit Target $27 \| 60.00% $500,756 balance

1 ...