Whispertrades

Run backtests like this for just $0.50

Sign up to run backtests like this for $0.50

Backtest - 5d, 0dte, no SL, naked put

End Balance
$190,867 4.0% CAGR
Drawdown
-$16,924 -10.5%
Sortino
0.16 0.29 Sharpe
MAR 0.38
Profit Factor 1.42
Trades 2019
Win Rate 97.1%
Best Mo 3.3%
Worst Mo -9.7%
Positive Mos 78%
Benchmark Comparison
Total Return CAGR Drawdown MAR Sharpe Sortino Profit Factor Annualized Vol. Correlation Beta
Backtest 52.7% 4.0% -10.5% 0.38 0.29 0.16 1.42 5% 0.22 0.07
SPX 279.5% 13.1% -33.9% 0.39 0.64 0.79 18%
Return %
Drawdown
Backtest Positions
Position Entry Exit
5d, 0dte, SPX, spread
SPXW Short Put
2x contracts
$1.00 fee per contract
Dynamic fill model
Daily
After 9:31 AM EDT
Before 9:45 AM EDT
0 DTE (0 min - 0 max)
-0.05 PUT Δ (4.0 min - 6.0 max)
Detailed Stats
Start Date
January 1, 2016
End Date
October 21, 2026
Start Balance
$125,000
End Balance
$190,867
Total Fees
$3,107
Slippage vs Mid
$6,578
Return %
52.7%
Return $
$65,867
CAGR
4.0%
Drawdown %
-10.5%
Drawdown $
-$16,924
Drawdown Days
643 days
Sortino
0.16
Sharpe
0.29
MAR
0.38
Annual Vol.
5.4%
Correlation
0.22
Beta
0.07
Trades
2019
Winners
1960 (97.1%)
Losers
59
Avg Gain
$33
Avg Winner
$114
Avg Loser
-$2,673
Premium Collected $
$232,977
Premium Retained $
$68,974
Premium Retained %
29.6%
Regime Attribution
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.
Equity & Positions
Balance
Positions
Periodic Performance
Yearly Performance
Quarterly Performance
Monthly Performance
Weekly Performance
Daily Performance
Day of Week Performance
Relative Performance
Annual Returns vs Underlying
Daily Returns vs Underlying
Consistency Over Time
Rolling Risk-Adjusted Returns
Win Rate Stability
Trade Distributions
Trade P/L Distribution
Periodic Return Distribution
Trade Duration
Win/Loss Streak Distribution
Trade P/L by Factor
Where the P/L Went
Entry Conditions
P/L by VIX at Entry
P/L by IV at Entry
P/L by Entry-Day Underlying Move
P/L by Time of Day (ET)
Outcome by Entry Delta
Volatility Regime Matrix
The matrix uses wider bands than the charts above, and needs both of its axes captured on a trade, so counts can differ.
P/L by Underlying Move During Trade
P/L by VIX Move During Trade
P/L by GEX Regime
P/L by Total GEX
Fill Quality
Spread Size and Slippage vs Mid
How Exits Were Priced
Drawdown Anatomy
Drawdown Episodes
Top 5 Drawdowns
Yearly Results

  • Year

    Backtest

    SPX

  • 2.5%
    10.0%
    January
    0.2%
    -5.0%
    February
    0.3%
    -0.3%
    March
    0.4%
    6.5%
    April
    0.3%
    0.3%
    May
    0.4%
    1.6%
    June
    0.5%
    0.2%
    July
    0.2%
    3.5%
    August
    0.3%
    -0.1%
    September
    -0.4%
    0.0%
    October
    0.4%
    -1.9%
    November
    0.5%
    3.4%
    December
    -0.5%
    1.8%
  • 3.9%
    18.0%
    January
    0.4%
    1.8%
    February
    0.3%
    3.7%
    March
    0.4%
    0.0%
    April
    0.0%
    0.9%
    May
    0.4%
    1.2%
    June
    0.4%
    0.5%
    July
    0.3%
    2.0%
    August
    0.5%
    0.1%
    September
    0.3%
    1.9%
    October
    0.2%
    2.2%
    November
    0.3%
    2.8%
    December
    0.3%
    1.0%
  • -7.9%
    -5.0%
    January
    -0.1%
    5.5%
    February
    -5.6%
    -3.7%
    March
    1.0%
    -2.6%
    April
    1.2%
    0.4%
    May
    0.9%
    2.2%
    June
    0.8%
    0.5%
    July
    0.4%
    3.6%
    August
    0.7%
    3.0%
    September
    0.6%
    0.5%
    October
    -9.7%
    -7.0%
    November
    0.6%
    1.9%
    December
    1.8%
    -9.3%
  • 10.6%
    26.2%
    January
    1.2%
    7.7%
    February
    0.7%
    3.0%
    March
    0.2%
    1.8%
    April
    0.7%
    3.9%
    May
    1.3%
    -6.7%
    June
    0.8%
    6.7%
    July
    0.7%
    1.3%
    August
    1.4%
    -1.6%
    September
    0.9%
    1.7%
    October
    0.9%
    2.1%
    November
    0.6%
    3.4%
    December
    0.7%
    2.8%
  • 13.0%
    21.1%
    January
    -1.2%
    -0.1%
    February
    1.5%
    -8.5%
    March
    3.3%
    -9.7%
    April
    2.2%
    12.7%
    May
    1.3%
    4.6%
    June
    1.7%
    2.2%
    July
    0.8%
    5.4%
    August
    1.0%
    6.8%
    September
    -1.3%
    -3.8%
    October
    0.4%
    -2.6%
    November
    1.4%
    10.3%
    December
    1.3%
    3.7%
  • 4.4%
    24.7%
    January
    -0.4%
    -1.0%
    February
    1.0%
    2.7%
    March
    1.6%
    4.3%
    April
    0.5%
    5.2%
    May
    0.5%
    0.6%
    June
    0.5%
    2.2%
    July
    0.5%
    2.3%
    August
    0.5%
    2.9%
    September
    -0.6%
    -4.8%
    October
    0.6%
    6.8%
    November
    0.6%
    -0.8%
    December
    -0.9%
    4.4%
  • 9.2%
    -18.7%
    January
    -1.2%
    -5.3%
    February
    0.4%
    -3.0%
    March
    0.5%
    3.8%
    April
    -1.4%
    -9.0%
    May
    0.2%
    0.4%
    June
    -0.2%
    -8.4%
    July
    2.5%
    8.9%
    August
    -0.9%
    -4.2%
    September
    1.4%
    -9.6%
    October
    2.9%
    8.0%
    November
    2.4%
    5.5%
    December
    2.2%
    -5.9%
  • 5.7%
    22.6%
    January
    0.1%
    6.1%
    February
    0.9%
    -2.6%
    March
    -1.1%
    3.6%
    April
    0.4%
    1.5%
    May
    1.8%
    0.3%
    June
    1.5%
    6.3%
    July
    -0.8%
    3.1%
    August
    -1.1%
    -1.7%
    September
    1.4%
    -4.9%
    October
    1.8%
    -2.1%
    November
    1.3%
    8.6%
    December
    -0.4%
    4.4%
  • -3.5%
    21.8%
    January
    0.7%
    1.6%
    February
    0.7%
    5.1%
    March
    0.7%
    3.1%
    April
    -4.1%
    -4.2%
    May
    0.1%
    4.7%
    June
    0.7%
    3.4%
    July
    0.0%
    1.2%
    August
    0.5%
    2.4%
    September
    -0.4%
    2.1%
    October
    1.1%
    -0.9%
    November
    0.9%
    5.6%
    December
    -4.3%
    -2.5%
  • 1.0%
    16.9%
    January
    0.3%
    2.7%
    February
    -1.4%
    -1.4%
    March
    1.2%
    -5.8%
    April
    2.8%
    0.2%
    May
    1.4%
    6.1%
    June
    1.1%
    4.9%
    July
    0.9%
    2.2%
    August
    1.0%
    2.0%
    September
    1.0%
    3.5%
    October
    -4.7%
    2.3%
    November
    -3.6%
    0.2%
    December
    1.3%
    0.0%
  • 6.1%
    13.2%
    January
    1.1%
    1.4%
    February
    -0.8%
    -0.8%
    March
    2.0%
    -5.1%
    April
    1.4%
    10.0%
    May
    1.2%
    5.1%
    June
    -2.2%
    -1.0%
    July
    1.4%
    -0.1%
    August
    1.0%
    2.6%
    September
    1.1%
    -0.4%
    October
    -0.3%
    1.4%
Monthly Returns
October 2026
S
M
T
W
T
F
Total

  1. $92.00

  1. $92.00

GDP

  1. $108.00

  1. $117.00

NFP

  1. $110.00

  1. $519.00

  1. $96.00

  1. $89.00

  1. $91.00

  1. $91.00

  1. $87.00

  1. $454.00

  1. $72.00

  1. $81.00

CPI

  1. $77.00

  1. $125.00

  1. -$1,970.00

  1. -$1,615.00

  1. $116.00

  1. $106.00

  1. $95.00

  1. $317.00

FOMC

GDP

Performance by Position
Performance Per Contract Trades Wins Losses Win % Premium Collected Premium Retained
Avg Entry
Avg Exit
Avg Profit
 Profit Factor
Total Profit
5d, 0dte, SPX, spread 2019 1960 59 97.1% $232,977 $68,974 (30%) $0.812 $0.626 $0.186 1.42 $375.33
Backtest Total 2019 1960 59 97.1% $232,977 $68,974 (30%) $0.812 $0.626 $0.186 1.42 $375.33
Trade Log
Updating…
1-20 of 2,019 trades
Position Timing Result
5d, 0dte, SPX, spread
-2 Fri Jan 8th 1915p
Fri Jan 8th 2016
9:31:10 AM EST | $0.42 credit
Fri Jan 8th 2016
4:00:00 PM EST |
Expired
$82 | 97.62%
$125,082 balance
5d, 0dte, SPX, spread
-2 Fri Jan 22nd 1855p
Fri Jan 22nd 2016
9:31:10 AM EST | $0.49 credit
Fri Jan 22nd 2016
4:00:00 PM EST |
Expired
$96 | 97.96%
$125,178 balance
5d, 0dte, SPX, spread
-2 Fri Jan 29th 1860p
Fri Jan 29th 2016
9:31:10 AM EST | $0.56 credit
Fri Jan 29th 2016
4:00:00 PM EST |
Expired
$110 | 98.21%
$125,288 balance
5d, 0dte, SPX, spread
-2 Fri Feb 5th 1870p
Fri Feb 5th 2016
9:31:10 AM EST | $0.60 credit
Fri Feb 5th 2016
4:00:00 PM EST |
Expired
$118 | 98.33%
$125,406 balance
5d, 0dte, SPX, spread
-2 Fri Feb 12th 1805p
Fri Feb 12th 2016
9:31:10 AM EST | $0.45 credit
Fri Feb 12th 2016
4:00:00 PM EST |
Expired
$88 | 97.78%
$125,494 balance
5d, 0dte, SPX, spread
-2 Fri Feb 26th 1935p
Fri Feb 26th 2016
9:31:10 AM EST | $0.30 credit
Fri Feb 26th 2016
4:00:00 PM EST |
Expired
$58 | 96.67%
$125,552 balance
5d, 0dte, SPX, spread
-2 Mon Feb 29th 1920p
Mon Feb 29th 2016
9:31:10 AM EST | $0.27 credit
Mon Feb 29th 2016
4:00:00 PM EST |
Expired
$52 | 96.30%
$125,604 balance
5d, 0dte, SPX, spread
-2 Wed Mar 2nd 1945p
Wed Mar 2nd 2016
9:31:10 AM EST | $0.25 credit
Wed Mar 2nd 2016
4:00:00 PM EST |
Expired
$48 | 96.00%
$125,652 balance
5d, 0dte, SPX, spread
-2 Fri Mar 4th 1970p
Fri Mar 4th 2016
9:31:10 AM EST | $0.41 credit
Fri Mar 4th 2016
4:00:00 PM EST |
Expired
$80 | 97.56%
$125,732 balance
5d, 0dte, SPX, spread
-2 Wed Mar 9th 1965p
Wed Mar 9th 2016
9:31:10 AM EST | $0.30 credit
Wed Mar 9th 2016
4:00:00 PM EST |
Expired
$58 | 96.67%
$125,790 balance
5d, 0dte, SPX, spread
-2 Wed Mar 16th 1970p
Wed Mar 16th 2016
9:31:10 AM EDT | $0.45 credit
Wed Mar 16th 2016
4:00:00 PM EDT |
Expired
$88 | 97.78%
$125,878 balance
5d, 0dte, SPX, spread
-2 Wed Mar 23rd 2025p
Wed Mar 23rd 2016
9:31:10 AM EDT | $0.26 credit
Wed Mar 23rd 2016
4:00:00 PM EDT |
Expired
$50 | 96.15%
$125,928 balance
5d, 0dte, SPX, spread
-2 Thu Mar 24th 1995p
Thu Mar 24th 2016
9:31:10 AM EDT | $0.29 credit
Thu Mar 24th 2016
4:00:00 PM EDT |
Expired
$56 | 96.55%
$125,984 balance
5d, 0dte, SPX, spread
-2 Wed Mar 30th 2045p
Wed Mar 30th 2016
9:31:10 AM EDT | $0.25 credit
Wed Mar 30th 2016
4:00:00 PM EDT |
Expired
$48 | 96.00%
$126,032 balance
5d, 0dte, SPX, spread
-2 Thu Mar 31st 2040p
Thu Mar 31st 2016
9:31:10 AM EDT | $0.23 credit
Thu Mar 31st 2016
4:00:00 PM EDT |
Expired
$44 | 95.65%
$126,076 balance
5d, 0dte, SPX, spread
-2 Fri Apr 1st 2020p
Fri Apr 1st 2016
9:31:10 AM EDT | $0.30 credit
Fri Apr 1st 2016
4:00:00 PM EDT |
Expired
$58 | 96.67%
$126,134 balance
5d, 0dte, SPX, spread
-2 Wed Apr 6th 2025p
Wed Apr 6th 2016
9:31:10 AM EDT | $0.30 credit
Wed Apr 6th 2016
4:00:00 PM EDT |
Expired
$58 | 96.67%
$126,192 balance
5d, 0dte, SPX, spread
-2 Fri Apr 8th 2030p
Fri Apr 8th 2016
9:31:10 AM EDT | $0.25 credit
Fri Apr 8th 2016
4:00:00 PM EDT |
Expired
$48 | 96.00%
$126,240 balance
5d, 0dte, SPX, spread
-2 Wed Apr 13th 2050p
Wed Apr 13th 2016
9:31:10 AM EDT | $0.23 credit
Wed Apr 13th 2016
4:00:00 PM EDT |
Expired
$44 | 95.65%
$126,284 balance
5d, 0dte, SPX, spread
-2 Fri Apr 22nd 2065p
Fri Apr 22nd 2016
9:31:10 AM EDT | $0.30 credit
Fri Apr 22nd 2016
4:00:00 PM EDT |
Expired
$58 | 96.67%
$126,342 balance