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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 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 %
Drawdown
Backtest Positions
Position
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
Sequential
Before 3:00 PM EDT
1 DTE (1 min - 4 max)
0.02 CALL Δ
78% profit target

Confirm removal of from this backtest.

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
10
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
Weekly Performance
Daily Performance
Day of Week Performance
January 2023

S
M
T
W
T
F
S
  1. $384.00

  1. $237.00

  1. $339.00

  1. -$264.00

  1. $696.00

  1. $816.00

  1. $216.00

  1. -$387.00

  1. $1,185.00

  1. $159.00

  1. $1,989.00

  1. $369.00

  1. $408.00

  1. $180.00

  1. -$885.00

  1. $72.00

  1. -$1,749.00

  1. $75.00

  1. -$183.00

  1. $360.00

  1. $300.00

  1. -$1,197.00

Yearly Results
  • Year

    Backtest

    SPX

  • 2016
    0.7%
    3.3%
    September
    0.2%
    -0.1%
    October
    0.2%
    -1.9%
    November
    0.2%
    3.4%
    December
    0.0%
    1.8%
  • 2017
    1.2%
    18.0%
    January
    -0.4%
    1.8%
    February
    0.1%
    3.7%
    March
    0.2%
    0.0%
    April
    0.2%
    0.9%
    May
    0.1%
    1.2%
    June
    0.1%
    0.5%
    July
    0.1%
    1.9%
    August
    0.1%
    0.1%
    September
    0.1%
    1.9%
    October
    0.1%
    2.2%
    November
    0.1%
    2.8%
    December
    0.2%
    1.1%
  • 2018
    4.3%
    -5.1%
    January
    0.0%
    5.5%
    February
    0.5%
    -3.7%
    March
    0.4%
    -2.5%
    April
    0.5%
    0.4%
    May
    0.3%
    2.2%
    June
    0.2%
    0.5%
    July
    0.2%
    3.6%
    August
    0.2%
    3.0%
    September
    0.2%
    0.5%
    October
    0.5%
    -7.0%
    November
    0.4%
    1.9%
    December
    0.7%
    -9.3%
  • 2019
    3.8%
    26.2%
    January
    0.5%
    7.7%
    February
    0.3%
    3.0%
    March
    0.3%
    1.8%
    April
    0.2%
    3.9%
    May
    0.3%
    -6.7%
    June
    0.3%
    6.7%
    July
    0.2%
    1.4%
    August
    0.5%
    -1.6%
    September
    0.3%
    1.8%
    October
    0.3%
    2.1%
    November
    0.2%
    3.4%
    December
    0.2%
    2.8%
  • 2020
    7.7%
    21.0%
    January
    0.2%
    -0.1%
    February
    0.4%
    -8.5%
    March
    1.9%
    -9.7%
    April
    1.1%
    12.6%
    May
    -0.5%
    4.7%
    June
    0.9%
    2.2%
    July
    0.6%
    5.5%
    August
    0.3%
    6.8%
    September
    0.8%
    -3.8%
    October
    0.8%
    -2.6%
    November
    0.6%
    10.3%
    December
    0.4%
    3.7%
  • 2021
    4.7%
    24.7%
    January
    0.4%
    -1.0%
    February
    0.4%
    2.7%
    March
    0.6%
    4.3%
    April
    0.3%
    5.1%
    May
    0.4%
    0.6%
    June
    0.3%
    2.2%
    July
    0.3%
    2.3%
    August
    0.3%
    2.9%
    September
    0.3%
    -4.8%
    October
    0.3%
    6.8%
    November
    0.3%
    -0.8%
    December
    0.4%
    4.4%
  • 2022
    2.5%
    -18.7%
    January
    0.6%
    -5.3%
    February
    -3.5%
    -3.0%
    March
    1.0%
    3.8%
    April
    0.8%
    -9.0%
    May
    1.5%
    0.4%
    June
    -1.2%
    -8.4%
    July
    -0.2%
    8.9%
    August
    1.0%
    -4.2%
    September
    1.5%
    -9.5%
    October
    -1.1%
    8.0%
    November
    1.0%
    5.5%
    December
    1.0%
    -5.9%
  • 2023
    0.2%
    5.9%
    January
    0.2%
    5.9%
Trade Log
Position Timing Result
2D call 78% PT
-9 Fri Sep 2nd 2205c
Thu Sep 1st 2016
9:31 AM EDT | $0.09 credit
Fri Sep 2nd 2016
4:00 PM EDT |
Expired
$72 | 88.89%
$500,072 balance
2D call 78% PT
-9 Wed Sep 7th 2210c
Tue Sep 6th 2016
9:31 AM EDT | $0.09 credit
Wed Sep 7th 2016
4:00 PM EDT |
Expired
$72 | 88.89%
$500,144 balance
2D call 78% PT
-9 Fri Sep 9th 2210c
Thu Sep 8th 2016
9:31 AM EDT | $0.07 credit
Fri Sep 9th 2016
4:00 PM EDT |
Expired
$54 | 85.71%
$500,198 balance
2D call 78% PT
-9 Wed Sep 14th 2190c
Mon Sep 12th 2016
9:31 AM EDT | $0.17 credit
Tue Sep 13th 2016
10:51 AM EDT | $0.05 debit
Profit Target
$99 | 64.71%
$500,297 balance
2D call 78% PT
-9 Wed Sep 14th 2180c
Tue Sep 13th 2016
10:52 AM EDT | $0.14 credit
Tue Sep 13th 2016
3:07 PM EDT | $0.05 debit
Profit Target
$72 | 57.14%
$500,369 balance
2D call 78% PT
-9 Mon Sep 19th 2220c
Thu Sep 15th 2016
9:31 AM EDT | $0.28 credit
Thu Sep 15th 2016
9:39 AM EDT | $0.05 debit
Profit Target
$198 | 78.57%
$500,567 balance
2D call 78% PT
-9 Mon Sep 19th 2180c
Thu Sep 15th 2016
9:40 AM EDT | $0.19 credit
Fri Sep 16th 2016
11:10 AM EDT | $0.05 debit
Profit Target
$117 | 68.42%
$500,684 balance
2D call 78% PT
-9 Mon Sep 19th 2170c
Fri Sep 16th 2016
11:11 AM EDT | $0.15 credit
Fri Sep 16th 2016
3:11 PM EDT | $0.05 debit
Profit Target
$81 | 60.00%
$500,765 balance
2D call 78% PT
-9 Wed Sep 21st 2195c
Mon Sep 19th 2016
9:31 AM EDT | $0.10 credit
Wed Sep 21st 2016
4:00 PM EDT |
Expired
$81 | 90.00%
$500,846 balance
2D call 78% PT
-9 Fri Sep 23rd 2205c
Thu Sep 22nd 2016
9:31 AM EDT | $0.09 credit
Fri Sep 23rd 2016
4:00 PM EDT |
Expired
$72 | 88.89%
$500,918 balance
2D call 78% PT
-9 Wed Sep 28th 2205c
Mon Sep 26th 2016
9:31 AM EDT | $0.14 credit
Mon Sep 26th 2016
10:07 AM EDT | $0.05 debit
Profit Target
$72 | 57.14%
$500,990 balance
2D call 78% PT
-9 Wed Sep 28th 2195c
Mon Sep 26th 2016
10:08 AM EDT | $0.19 credit
Tue Sep 27th 2016
9:32 AM EDT | $0.05 debit
Profit Target
$117 | 68.42%
$501,107 balance
2D call 78% PT
-9 Wed Sep 28th 2185c
Tue Sep 27th 2016
9:33 AM EDT | $0.09 credit
Wed Sep 28th 2016
4:00 PM EDT |
Expired
$72 | 88.89%
$501,179 balance
2D call 78% PT
-9 Fri Sep 30th 2200c
Thu Sep 29th 2016
9:31 AM EDT | $0.07 credit
Fri Sep 30th 2016
4:00 PM EDT |
Expired
$54 | 85.71%
$501,233 balance
2D call 78% PT
-9 Wed Oct 5th 2205c
Mon Oct 3rd 2016
9:31 AM EDT | $0.10 credit
Wed Oct 5th 2016
4:00 PM EDT |
Expired
$81 | 90.00%
$501,314 balance
2D call 78% PT
-9 Fri Oct 7th 2190c
Thu Oct 6th 2016
9:31 AM EDT | $0.13 credit
Fri Oct 7th 2016
4:00 PM EDT |
Expired
$108 | 92.31%
$501,422 balance
2D call 78% PT
-9 Wed Oct 12th 2200c
Mon Oct 10th 2016
9:31 AM EDT | $0.10 credit
Wed Oct 12th 2016
4:00 PM EDT |
Expired
$81 | 90.00%
$501,503 balance
2D call 78% PT
-9 Fri Oct 14th 2165c
Thu Oct 13th 2016
9:31 AM EDT | $0.18 credit
Fri Oct 14th 2016
11:07 AM EDT | $0.05 debit
Profit Target
$108 | 66.67%
$501,611 balance
2D call 78% PT
-9 Mon Oct 17th 2175c
Fri Oct 14th 2016
11:08 AM EDT | $0.09 credit
Mon Oct 17th 2016
4:00 PM EDT |
Expired
$72 | 88.89%
$501,683 balance
2D call 78% PT
-9 Wed Oct 19th 2175c
Tue Oct 18th 2016
9:31 AM EDT | $0.07 credit
Wed Oct 19th 2016
4:00 PM EDT |
Expired
$54 | 85.71%
$501,737 balance