Backtest - WO Classic 2Δ Calls

End Balance: $638,399

3.9% CAGR
Drawdown: -$27,298

-4.3%
Sortino: 0.35

0.40 Sharpe

Benchmark Comparison

	Total Return	CAGR	Drawdown	MAR	Sharpe	Sortino	Profit Factor	Annualized Vol.	Correlation	Beta
Backtest	27.7%	3.9%	-4.3%	0.90	0.40	0.35		2.8
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 80.0% 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

2D call 78% 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

$638,399

Broker Fees

$12,807

Return %

27.7%

Return $

$138,399

CAGR

3.9%

Drawdown %

-4.3%

Drawdown $

-$27,298

Drawdown Days

113 days

Sortino

0.35

Sharpe

0.40

MAR

0.90

Annual Vol.

2.8%

Correlation

Beta

Trades

1397

Winners

1387 (99.3%)

Losers

Avg Gain

$99

Avg Winner

$155

Avg Loser

-$7,679

Premium Collected $

$286,158

Premium Retained $

$151,206

Premium Retained %

52.8%

Start Date

September 1, 2016

End Date

January 27, 2023

Start Balance

$500,000

End Balance

$638,399

Broker Fees

$12,807

Return %

27.7%

Return $

$138,399

CAGR

3.9%

Drawdown %

-4.3%

Drawdown $

-$27,298

Drawdown Days

113 days

Sortino

0.35

Sharpe

0.40

MAR

0.90

Annual Vol.

2.8%

Correlation

Beta

Trades

1397

Winners

1387 (99.3%)

Losers

Avg Gain

$99

Avg Winner

$155

Avg Loser

-$7,679

Premium Collected $

$286,158

Premium Retained $

$151,206

Premium Retained %

52.8%

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

$384.00
0.1%

$237.00
0.0%

$339.00
0.1%

-$264.00
-0.0%

$696.00
0.1%
SPX 0.0%

$816.00
0.1%

$216.00
0.0%

-$387.00
-0.1%

$1,185.00
0.2%

$159.00
0.0%

$1,989.00
0.3%
SPX 0.0%

$369.00
0.1%

$408.00
0.1%

$180.00
0.0%

-$885.00
-0.1%

$72.00
0.0%
SPX 0.0%

-$1,749.00
-0.3%

$75.00
0.0%

-$183.00
-0.0%

$360.00
0.1%

$300.00
0.1%

-$1,197.00
-0.2%
SPX 0.0%

Yearly Results

Year

Backtest $ Backtest

Backtest %

SPX
2016

$3,366

0.7%

(-0.2%)

3.3%

(-4.6%)

September

$1,233

0.2%

(-0.1%)

-0.1%

(-2.8%)

October

$810

0.2%

(0.0%)

-1.9%

(-1.7%)

November

$1,143

0.2%

(-0.2%)

3.4%

(-1.2%)

December

$180

0.0%

(-0.2%)

1.8%

(-1.4%)
2017

$5,940

1.2%

(-0.6%)

18.0%

(-2.8%)

January

-$2,169

-0.4%

(-0.6%)

1.8%

(-0.8%)

February

$674

0.1%

(-0.0%)

3.7%

(-0.2%)

March

$1,048

0.2%

(-0.1%)

0.0%

(-2.3%)

April

$824

0.2%

(-0.0%)

0.9%

(-1.3%)

May

$656

0.1%

(-0.0%)

1.2%

(-1.9%)

June

$672

0.1%

(-0.0%)

0.5%

(-1.4%)

July

$576

0.1%

(0.0%)

1.9%

(-0.9%)

August

$680

0.1%

(-0.1%)

0.1%

(-2.2%)

September

$712

0.1%

(-0.0%)

1.9%

(-0.8%)

October

$664

0.1%

(-0.0%)

2.2%

(-0.7%)

November

$600

0.1%

(-0.1%)

2.8%

(-1.1%)

December

$1,003

0.2%

(0.0%)

1.1%

(-0.6%)
2018

$21,753

4.3%

(-0.8%)

-5.1%

(-19.8%)

January

$161

0.0%

(-0.1%)

5.5%

(-1.8%)

February

$2,415

0.5%

(-0.1%)

-3.7%

(-8.5%)

March

$2,271

0.4%

(-0.1%)

-2.5%

(-7.1%)

April

$2,330

0.5%

(-0.6%)

0.4%

(-2.7%)

May

$1,594

0.3%

(-0.2%)

2.2%

(-1.6%)

June

$1,173

0.2%

(-0.0%)

0.5%

(-3.1%)

July

$1,062

0.2%

(-0.2%)

3.6%

(-1.5%)

August

$931

0.2%

(-0.1%)

3.0%

(-1.4%)

September

$959

0.2%

(-0.0%)

0.5%

(-0.9%)

October

$2,635

0.5%

(-0.1%)

-7.0%

(-9.7%)

November

$2,274

0.4%

(-0.8%)

1.9%

(-6.4%)

December

$3,948

0.7%

(-0.8%)

-9.3%

(-15.7%)
2019

$20,178

3.8%

(-0.4%)

26.2%

(-6.8%)

January

$2,864

0.5%

(-0.2%)

7.7%

(-2.5%)

February

$1,800

0.3%

(-0.0%)

3.0%

(-1.1%)

March

$1,622

0.3%

(-0.2%)

1.8%

(-2.2%)

April

$910

0.2%

(-0.1%)

3.9%

(-0.6%)

May

$1,842

0.3%

(-0.1%)

-6.7%

(-6.6%)

June

$1,368

0.3%

(-0.1%)

6.7%

(-1.4%)

July

$1,239

0.2%

(-0.1%)

1.4%

(-1.5%)

August

$2,751

0.5%

(-0.4%)

-1.6%

(-3.8%)

September

$1,827

0.3%

(-0.4%)

1.8%

(-1.6%)

October

$1,827

0.3%

(-0.1%)

2.1%

(-2.0%)

November

$896

0.2%

(-0.0%)

3.4%

(-0.6%)

December

$1,232

0.2%

(-0.1%)

2.8%

(-0.7%)
2020

$42,643

7.7%

(-1.2%)

21.0%

(-33.9%)

January

$1,337

0.2%

(-0.2%)

-0.1%

(-3.1%)

February

$2,100

0.4%

(-0.1%)

-8.5%

(-12.8%)

March

$10,431

1.9%

(-0.5%)

-9.7%

(-28.5%)

April

$6,280

1.1%

(-0.4%)

12.6%

(-4.8%)

May

-$3,009

-0.5%

(-1.2%)

4.7%

(-3.8%)

June

$5,173

0.9%

(-0.2%)

2.2%

(-7.1%)

July

$3,458

0.6%

(-0.1%)

5.5%

(-1.9%)

August

$1,886

0.3%

(-0.0%)

6.8%

(-0.8%)

September

$4,504

0.8%

(-0.1%)

-3.8%

(-9.6%)

October

$4,535

0.8%

(-0.0%)

-2.6%

(-7.5%)

November

$3,308

0.6%

(-0.1%)

10.3%

(-1.9%)

December

$2,640

0.4%

(-0.0%)

3.7%

(-1.5%)
2021

$27,717

4.7%

(-0.2%)

24.7%

(-5.2%)

January

$2,520

0.4%

(-0.2%)

-1.0%

(-3.7%)

February

$2,472

0.4%

(-0.1%)

2.7%

(-3.2%)

March

$3,618

0.6%

(-0.2%)

4.3%

(-3.4%)

April

$1,998

0.3%

(-0.1%)

5.1%

(-1.2%)

May

$2,508

0.4%

(-0.0%)

0.6%

(-4.0%)

June

$2,034

0.3%

(-0.0%)

2.2%

(-2.1%)

July

$2,056

0.3%

(-0.1%)

2.3%

(-2.9%)

August

$1,720

0.3%

(-0.0%)

2.9%

(-1.8%)

September

$2,080

0.3%

(-0.0%)

-4.8%

(-5.1%)

October

$2,141

0.3%

(-0.1%)

6.8%

(-1.3%)

November

$1,900

0.3%

(-0.0%)

-0.8%

(-2.9%)

December

$2,670

0.4%

(-0.1%)

4.4%

(-3.0%)
2022

$15,242

2.5%

(-4.3%)

-18.7%

(-25.4%)

January

$3,988

0.6%

(-0.3%)

-5.3%

(-9.8%)

February

-$21,729

-3.5%

(-4.2%)

-3.0%

(-7.9%)

March

$5,851

1.0%

(-0.2%)

3.8%

(-4.9%)

April

$5,020

0.8%

(-0.2%)

-9.0%

(-9.8%)

May

$9,528

1.5%

(-0.3%)

0.4%

(-9.3%)

June

-$7,370

-1.2%

(-2.5%)

-8.4%

(-12.2%)

July

-$1,002

-0.2%

(-0.9%)

8.9%

(-2.9%)

August

$6,270

1.0%

(-0.1%)

-4.2%

(-8.1%)

September

$9,248

1.5%

(-0.1%)

-9.5%

(-12.7%)

October

-$7,235

-1.1%

(-4.3%)

8.0%

(-5.7%)

November

$6,408

1.0%

(-0.1%)

5.5%

(-3.5%)

December

$6,265

1.0%

(-0.4%)

-5.9%

(-7.2%)
2023

$1,560

0.2%

(-0.4%)

5.9%

(-2.5%)

January

$1,560

0.2%

(-0.4%)

5.9%

(-2.5%)

Trade Log

Position	Position	Legs	Timing	Entry	Exit	Result
2D call 78% PT	2D call 78% PT -9 Fri Sep 2nd 2205c	-9 Fri Sep 2nd 2205c $396,900 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 $72 \| 88.89% $500,072 balance
2D call 78% PT	2D call 78% PT -9 Wed Sep 7th 2210c	-9 Wed Sep 7th 2210c $397,800 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 $72 \| 88.89% $500,144 balance
2D call 78% PT	2D call 78% PT -9 Fri Sep 9th 2210c	-9 Fri Sep 9th 2210c $397,800 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 $54 \| 85.71% $500,198 balance
2D call 78% PT	2D call 78% PT -9 Wed Sep 14th 2190c	-9 Wed Sep 14th 2190c $394,200 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 $99 \| 64.71% $500,297 balance
2D call 78% PT	2D call 78% PT -9 Wed Sep 14th 2180c	-9 Wed Sep 14th 2180c $392,400 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 $72 \| 57.14% $500,369 balance
2D call 78% PT	2D call 78% PT -9 Mon Sep 19th 2220c	-9 Mon Sep 19th 2220c $399,600 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 $198 \| 78.57% $500,567 balance
2D call 78% PT	2D call 78% PT -9 Mon Sep 19th 2180c	-9 Mon Sep 19th 2180c $392,400 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 $117 \| 68.42% $500,684 balance
2D call 78% PT	2D call 78% PT -9 Mon Sep 19th 2170c	-9 Mon Sep 19th 2170c $390,600 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 $81 \| 60.00% $500,765 balance
2D call 78% PT	2D call 78% PT -9 Wed Sep 21st 2195c	-9 Wed Sep 21st 2195c $395,100 max risk	Mon Sep 19th 2016 9:31 AM EDT \| $0.10 credit Wed Sep 21st 2016 4:00 PM EDT \|	Mon Sep 19th 2016 9:31 AM EDT \| $0.10 credit SPX 2146.81	Wed Sep 21st 2016 4:00 PM EDT SPX 2163.09	Expired $81 \| 90.00% $500,846 balance
2D call 78% PT	2D call 78% PT -9 Fri Sep 23rd 2205c	-9 Fri Sep 23rd 2205c $396,900 max risk	Thu Sep 22nd 2016 9:31 AM EDT \| $0.09 credit Fri Sep 23rd 2016 4:00 PM EDT \|	Thu Sep 22nd 2016 9:31 AM EDT \| $0.09 credit SPX 2174.03	Fri Sep 23rd 2016 4:00 PM EDT SPX 2164.79	Expired $72 \| 88.89% $500,918 balance
2D call 78% PT	2D call 78% PT -9 Wed Sep 28th 2205c	-9 Wed Sep 28th 2205c $396,900 max risk	Mon Sep 26th 2016 9:31 AM EDT \| $0.14 credit Mon Sep 26th 2016 10:07 AM EDT \| $0.05 debit	Mon Sep 26th 2016 9:31 AM EDT \| $0.14 credit SPX 2155.12	Mon Sep 26th 2016 10:07 AM EDT \| $0.05 debit SPX 2152.76	Profit Target $72 \| 57.14% $500,990 balance
2D call 78% PT	2D call 78% PT -9 Wed Sep 28th 2195c	-9 Wed Sep 28th 2195c $395,100 max risk	Mon Sep 26th 2016 10:08 AM EDT \| $0.19 credit Tue Sep 27th 2016 9:32 AM EDT \| $0.05 debit	Mon Sep 26th 2016 10:08 AM EDT \| $0.19 credit SPX 2152.94	Tue Sep 27th 2016 9:32 AM EDT \| $0.05 debit SPX 2142.40	Profit Target $117 \| 68.42% $501,107 balance
2D call 78% PT	2D call 78% PT -9 Wed Sep 28th 2185c	-9 Wed Sep 28th 2185c $393,300 max risk	Tue Sep 27th 2016 9:33 AM EDT \| $0.09 credit Wed Sep 28th 2016 4:00 PM EDT \|	Tue Sep 27th 2016 9:33 AM EDT \| $0.09 credit SPX 2142.18	Wed Sep 28th 2016 4:00 PM EDT SPX 2171.26	Expired $72 \| 88.89% $501,179 balance
2D call 78% PT	2D call 78% PT -9 Fri Sep 30th 2200c	-9 Fri Sep 30th 2200c $396,000 max risk	Thu Sep 29th 2016 9:31 AM EDT \| $0.07 credit Fri Sep 30th 2016 4:00 PM EDT \|	Thu Sep 29th 2016 9:31 AM EDT \| $0.07 credit SPX 2169.53	Fri Sep 30th 2016 4:00 PM EDT SPX 2168.09	Expired $54 \| 85.71% $501,233 balance
2D call 78% PT	2D call 78% PT -9 Wed Oct 5th 2205c	-9 Wed Oct 5th 2205c $396,900 max risk	Mon Oct 3rd 2016 9:31 AM EDT \| $0.10 credit Wed Oct 5th 2016 4:00 PM EDT \|	Mon Oct 3rd 2016 9:31 AM EDT \| $0.10 credit SPX 2162.01	Wed Oct 5th 2016 4:00 PM EDT SPX 2159.67	Expired $81 \| 90.00% $501,314 balance
2D call 78% PT	2D call 78% PT -9 Fri Oct 7th 2190c	-9 Fri Oct 7th 2190c $394,200 max risk	Thu Oct 6th 2016 9:31 AM EDT \| $0.13 credit Fri Oct 7th 2016 4:00 PM EDT \|	Thu Oct 6th 2016 9:31 AM EDT \| $0.13 credit SPX 2157.34	Fri Oct 7th 2016 4:00 PM EDT SPX 2153.74	Expired $108 \| 92.31% $501,422 balance
2D call 78% PT	2D call 78% PT -9 Wed Oct 12th 2200c	-9 Wed Oct 12th 2200c $396,000 max risk	Mon Oct 10th 2016 9:31 AM EDT \| $0.10 credit Wed Oct 12th 2016 4:00 PM EDT \|	Mon Oct 10th 2016 9:31 AM EDT \| $0.10 credit SPX 2164.31	Wed Oct 12th 2016 4:00 PM EDT SPX 2139.27	Expired $81 \| 90.00% $501,503 balance
2D call 78% PT	2D call 78% PT -9 Fri Oct 14th 2165c	-9 Fri Oct 14th 2165c $389,700 max risk	Thu Oct 13th 2016 9:31 AM EDT \| $0.18 credit Fri Oct 14th 2016 11:07 AM EDT \| $0.05 debit	Thu Oct 13th 2016 9:31 AM EDT \| $0.18 credit SPX 2126.06	Fri Oct 14th 2016 11:07 AM EDT \| $0.05 debit SPX 2141.35	Profit Target $108 \| 66.67% $501,611 balance
2D call 78% PT	2D call 78% PT -9 Mon Oct 17th 2175c	-9 Mon Oct 17th 2175c $391,500 max risk	Fri Oct 14th 2016 11:08 AM EDT \| $0.09 credit Mon Oct 17th 2016 4:00 PM EDT \|	Fri Oct 14th 2016 11:08 AM EDT \| $0.09 credit SPX 2141.53	Mon Oct 17th 2016 4:00 PM EDT SPX 2126.48	Expired $72 \| 88.89% $501,683 balance
2D call 78% PT	2D call 78% PT -9 Wed Oct 19th 2175c	-9 Wed Oct 19th 2175c $391,500 max risk	Tue Oct 18th 2016 9:31 AM EDT \| $0.07 credit Wed Oct 19th 2016 4:00 PM EDT \|	Tue Oct 18th 2016 9:31 AM EDT \| $0.07 credit SPX 2141.94	Wed Oct 19th 2016 4:00 PM EDT SPX 2144.33	Expired $54 \| 85.71% $501,737 balance

1 ...