Backtest - WO Classic 3Δ Calls

End Balance: $701,900

5.4% CAGR
Drawdown: -$44,654

-6.3%
Sortino: 0.51

0.66 Sharpe

Benchmark Comparison

	Total Return	CAGR	Drawdown	MAR	Sharpe	Sortino	Annualized Vol.	Correlation	Beta
Backtest	40.4%	5.4%	-6.3%	0.86	0.66	0.51	4.0
SPX	87.5%	10.3%	-0%

Return %

Total Return

Sum of Daily Returns

Drawdown

Percent

Dollars

Backtest Positions

Position	Fills	Entry	Exit
3D call 83% 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) 0.03 CALL Δ	83% profit target

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

$701,900

Broker Fees

$13,425

Return %

40.4%

Return $

$201,900

CAGR

5.4%

Drawdown %

-6.3%

Drawdown $

-$44,654

Drawdown Days

153 days

Sortino

0.51

Sharpe

0.66

MAR

0.86

Annual Vol.

4.0%

Correlation

Beta

Trades

1299

Winners

1276 (98.2%)

Losers

Avg Gain

$155

Avg Winner

$276

Avg Loser

-$6,529

Premium Collected $

$438,833

Premium Retained $

$215,325

Premium Retained %

49.1%

Start Date

September 1, 2016

End Date

January 27, 2023

Start Balance

$500,000

End Balance

$701,900

Broker Fees

$13,425

Return %

40.4%

Return $

$201,900

CAGR

5.4%

Drawdown %

-6.3%

Drawdown $

-$44,654

Drawdown Days

153 days

Sortino

0.51

Sharpe

0.66

MAR

0.86

Annual Vol.

4.0%

Correlation

Beta

Trades

1299

Winners

1276 (98.2%)

Losers

Avg Gain

$155

Avg Winner

$276

Avg Loser

-$6,529

Premium Collected $

$438,833

Premium Retained $

$215,325

Premium Retained %

49.1%

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

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

$654.50
0.1%

$661.50
0.1%

$427.00
0.1%

-$336.00
-0.1%

$1,407.00
0.2%
SPX 0.0%

$1,018.50
0.1%

$416.50
0.1%

-$73.50
-0.0%

$1,589.00
0.2%

$255.50
0.0%

$3,206.00
0.5%
SPX 0.0%

$609.00
0.1%

$626.50
0.1%

$339.50
0.1%

-$1,848.00
-0.3%

-$273.00
-0.0%
SPX 0.0%

-$8,064.00
-1.1%

$108.50
0.0%

-$574.00
-0.1%

$1,186.50
0.2%

$161.00
0.0%

-$7,182.00
-1.0%
SPX 0.0%

Yearly Results

Year

Backtest $ Backtest

Backtest %

SPX
2016

$1,665

0.3%

(-1.1%)

3.3%

(-4.6%)

September

$1,647

0.3%

(-0.1%)

-0.1%

(-2.8%)

October

$1,269

0.3%

(0.0%)

-1.9%

(-1.7%)

November

$2,034

0.4%

(-0.1%)

3.4%

(-1.2%)

December

-$3,285

-0.7%

(-1.1%)

1.8%

(-1.4%)
2017

$15,537

3.1%

(-0.3%)

18.0%

(-2.8%)

January

$1,782

0.4%

(-0.0%)

1.8%

(-0.8%)

February

$1,202

0.2%

(-0.1%)

3.7%

(-0.2%)

March

$1,804

0.4%

(-0.1%)

0.0%

(-2.3%)

April

$1,701

0.3%

(-0.1%)

0.9%

(-1.3%)

May

$1,032

0.2%

(-0.0%)

1.2%

(-1.9%)

June

$1,056

0.2%

(-0.1%)

0.5%

(-1.4%)

July

$904

0.2%

(0.0%)

1.9%

(-0.9%)

August

$1,192

0.2%

(-0.1%)

0.1%

(-2.2%)

September

$1,232

0.2%

(-0.0%)

1.9%

(-0.8%)

October

$1,016

0.2%

(-0.1%)

2.2%

(-0.7%)

November

$1,152

0.2%

(-0.3%)

2.8%

(-1.1%)

December

$1,464

0.3%

(0.0%)

1.1%

(-0.6%)
2018

$29,824

5.8%

(-1.5%)

-5.1%

(-19.8%)

January

$796

0.2%

(-0.2%)

5.5%

(-1.8%)

February

-$3,668

-0.7%

(-1.4%)

-3.7%

(-8.5%)

March

$2,415

0.5%

(-0.2%)

-2.5%

(-7.1%)

April

$4,264

0.8%

(-0.8%)

0.4%

(-2.7%)

May

$3,109

0.6%

(-0.4%)

2.2%

(-1.6%)

June

$2,298

0.4%

(-0.1%)

0.5%

(-3.1%)

July

$1,771

0.3%

(-0.3%)

3.6%

(-1.5%)

August

$1,575

0.3%

(-0.1%)

3.0%

(-1.4%)

September

$1,701

0.3%

(-0.1%)

0.5%

(-0.9%)

October

$5,082

1.0%

(-0.1%)

-7.0%

(-9.7%)

November

$3,920

0.7%

(-0.9%)

1.9%

(-6.4%)

December

$6,561

1.2%

(-1.5%)

-9.3%

(-15.7%)
2019

$32,316

5.9%

(-0.7%)

26.2%

(-6.8%)

January

$4,509

0.8%

(-0.1%)

7.7%

(-2.5%)

February

$2,176

0.4%

(-0.1%)

3.0%

(-1.1%)

March

$728

0.1%

(-0.7%)

1.8%

(-2.2%)

April

$2,278

0.4%

(-0.2%)

3.9%

(-0.6%)

May

$4,095

0.7%

(-0.3%)

-6.7%

(-6.6%)

June

$1,905

0.3%

(-0.2%)

6.7%

(-1.4%)

July

$2,154

0.4%

(-0.0%)

1.4%

(-1.5%)

August

$4,959

0.9%

(-0.7%)

-1.6%

(-3.8%)

September

$2,735

0.5%

(-0.6%)

1.8%

(-1.6%)

October

$3,312

0.6%

(-0.1%)

2.1%

(-2.0%)

November

$1,498

0.3%

(-0.0%)

3.4%

(-0.6%)

December

$1,967

0.3%

(-0.1%)

2.8%

(-0.7%)
2020

$47,526

8.2%

(-3.3%)

21.0%

(-33.9%)

January

$2,590

0.4%

(-0.2%)

-0.1%

(-3.1%)

February

$392

0.1%

(-0.7%)

-8.5%

(-12.8%)

March

$15,902

2.7%

(-1.1%)

-9.7%

(-28.5%)

April

$9,355

1.6%

(-0.5%)

12.6%

(-4.8%)

May

-$12,184

-2.0%

(-3.0%)

4.7%

(-3.8%)

June

$5,924

1.0%

(-0.9%)

2.2%

(-7.1%)

July

$5,968

1.0%

(-0.1%)

5.5%

(-1.9%)

August

$2,821

0.5%

(-0.5%)

6.8%

(-0.8%)

September

-$1,568

-0.3%

(-1.2%)

-3.8%

(-9.6%)

October

$7,728

1.3%

(-0.0%)

-2.6%

(-7.5%)

November

$5,516

0.9%

(-0.1%)

10.3%

(-1.9%)

December

$5,082

0.8%

(-0.0%)

3.7%

(-1.5%)
2021

$39,931

6.4%

(-0.5%)

24.7%

(-5.2%)

January

$966

0.2%

(-0.5%)

-1.0%

(-3.7%)

February

$4,020

0.6%

(-0.0%)

2.7%

(-3.2%)

March

$4,854

0.8%

(-0.4%)

4.3%

(-3.4%)

April

$3,228

0.5%

(-0.1%)

5.1%

(-1.2%)

May

$2,580

0.4%

(-0.2%)

0.6%

(-4.0%)

June

$3,234

0.5%

(-0.1%)

2.2%

(-2.1%)

July

$2,490

0.4%

(-0.0%)

2.3%

(-2.9%)

August

$3,108

0.5%

(-0.0%)

2.9%

(-1.8%)

September

$3,984

0.6%

(-0.0%)

-4.8%

(-5.1%)

October

$2,982

0.5%

(-0.2%)

6.8%

(-1.3%)

November

$3,850

0.6%

(-0.1%)

-0.8%

(-2.9%)

December

$4,635

0.7%

(-0.4%)

4.4%

(-3.0%)
2022

$37,943

5.7%

(-6.3%)

-18.7%

(-25.4%)

January

$6,925

1.0%

(-0.2%)

-5.3%

(-9.8%)

February

-$27,960

-4.2%

(-5.1%)

-3.0%

(-7.9%)

March

-$453

-0.1%

(-1.7%)

3.8%

(-4.9%)

April

$8,676

1.3%

(-0.4%)

-9.0%

(-9.8%)

May

$14,194

2.2%

(-0.5%)

0.4%

(-9.3%)

June

$9,637

1.4%

(-0.6%)

-8.4%

(-12.2%)

July

$4,032

0.6%

(-0.7%)

8.9%

(-2.9%)

August

$9,219

1.4%

(-0.1%)

-4.2%

(-8.1%)

September

$14,805

2.1%

(-0.1%)

-9.5%

(-12.7%)

October

-$17,442

-2.5%

(-6.3%)

8.0%

(-5.7%)

November

$6,510

0.9%

(-0.6%)

5.5%

(-3.5%)

December

$9,800

1.4%

(-0.5%)

-5.9%

(-7.2%)
2023

-$2,842

-0.4%

(-1.5%)

5.9%

(-2.5%)

January

-$2,842

-0.4%

(-1.5%)

5.9%

(-2.5%)

Trade Log

Position	Position	Legs	Timing	Entry	Exit	Result
3D call 83% PT	3D call 83% PT -9 Fri Sep 2nd 2200c	-9 Fri Sep 2nd 2200c $396,000 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 $117 \| 68.42% $500,117 balance
3D call 83% PT	3D call 83% PT -9 Tue Sep 6th 2205c	-9 Tue Sep 6th 2205c $396,900 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 $117 \| 92.86% $500,234 balance
3D call 83% PT	3D call 83% PT -9 Fri Sep 9th 2215c	-9 Fri Sep 9th 2215c $398,700 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 $117 \| 92.86% $500,351 balance
3D call 83% PT	3D call 83% PT -9 Wed Sep 14th 2180c	-9 Wed Sep 14th 2180c $392,400 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 $252 \| 82.35% $500,603 balance
3D call 83% PT	3D call 83% PT -9 Mon Sep 19th 2180c	-9 Mon Sep 19th 2180c $392,400 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 $162 \| 75.00% $500,765 balance
3D call 83% PT	3D call 83% 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 Mon Sep 19th 2016 4:00 PM EDT \|	Fri Sep 16th 2016 11:11 AM EDT \| $0.15 credit SPX 2134.70	Mon Sep 19th 2016 4:00 PM EDT SPX 2139.14	Expired $126 \| 93.33% $500,891 balance
3D call 83% PT	3D call 83% PT -9 Wed Sep 21st 2190c	-9 Wed Sep 21st 2190c $394,200 max risk	Tue Sep 20th 2016 9:31 AM EDT \| $0.25 credit Wed Sep 21st 2016 2:01 PM EDT \| $0.05 debit	Tue Sep 20th 2016 9:31 AM EDT \| $0.25 credit SPX 2147.96	Wed Sep 21st 2016 2:01 PM EDT \| $0.05 debit SPX 2147.15	Profit Target $171 \| 76.00% $501,062 balance
3D call 83% PT	3D call 83% PT -9 Fri Sep 23rd 2200c	-9 Fri Sep 23rd 2200c $396,000 max risk	Wed Sep 21st 2016 2:02 PM EDT \| $0.22 credit Fri Sep 23rd 2016 9:30 AM EDT \| $0.05 debit	Wed Sep 21st 2016 2:02 PM EDT \| $0.22 credit SPX 2147.47	Fri Sep 23rd 2016 9:30 AM EDT \| $0.05 debit SPX 2172.75	Profit Target $144 \| 72.73% $501,206 balance
3D call 83% PT	3D call 83% PT -9 Mon Sep 26th 2200c	-9 Mon Sep 26th 2200c $396,000 max risk	Fri Sep 23rd 2016 9:31 AM EDT \| $0.10 credit Mon Sep 26th 2016 4:00 PM EDT \|	Fri Sep 23rd 2016 9:31 AM EDT \| $0.10 credit SPX 2171.91	Mon Sep 26th 2016 4:00 PM EDT SPX 2146.31	Expired $81 \| 90.00% $501,287 balance
3D call 83% PT	3D call 83% PT -9 Wed Sep 28th 2180c	-9 Wed Sep 28th 2180c $392,400 max risk	Tue Sep 27th 2016 9:31 AM EDT \| $0.20 credit Wed Sep 28th 2016 9:41 AM EDT \| $0.05 debit	Tue Sep 27th 2016 9:31 AM EDT \| $0.20 credit SPX 2142.93	Wed Sep 28th 2016 9:41 AM EDT \| $0.05 debit SPX 2162.49	Profit Target $126 \| 70.00% $501,413 balance
3D call 83% PT	3D call 83% PT -9 Fri Sep 30th 2195c	-9 Fri Sep 30th 2195c $395,100 max risk	Wed Sep 28th 2016 9:42 AM EDT \| $0.19 credit Thu Sep 29th 2016 1:26 PM EDT \| $0.05 debit	Wed Sep 28th 2016 9:42 AM EDT \| $0.19 credit SPX 2162.75	Thu Sep 29th 2016 1:26 PM EDT \| $0.05 debit SPX 2154.60	Profit Target $117 \| 68.42% $501,530 balance
3D call 83% PT	3D call 83% PT -9 Fri Sep 30th 2185c	-9 Fri Sep 30th 2185c $393,300 max risk	Thu Sep 29th 2016 1:27 PM EDT \| $0.19 credit Fri Sep 30th 2016 9:34 AM EDT \| $0.05 debit	Thu Sep 29th 2016 1:27 PM EDT \| $0.19 credit SPX 2154.84	Fri Sep 30th 2016 9:34 AM EDT \| $0.05 debit SPX 2163.57	Profit Target $117 \| 68.42% $501,647 balance
3D call 83% PT	3D call 83% PT -9 Mon Oct 3rd 2190c	-9 Mon Oct 3rd 2190c $394,200 max risk	Fri Sep 30th 2016 9:35 AM EDT \| $0.20 credit Mon Oct 3rd 2016 9:30 AM EDT \| $0.05 debit	Fri Sep 30th 2016 9:35 AM EDT \| $0.20 credit SPX 2163.05	Mon Oct 3rd 2016 9:30 AM EDT \| $0.05 debit SPX 2163.85	Profit Target $126 \| 70.00% $501,773 balance
3D call 83% PT	3D call 83% PT -9 Wed Oct 5th 2200c	-9 Wed Oct 5th 2200c $396,000 max risk	Mon Oct 3rd 2016 9:31 AM EDT \| $0.15 credit Wed Oct 5th 2016 4:00 PM EDT \|	Mon Oct 3rd 2016 9:31 AM EDT \| $0.15 credit SPX 2162.01	Wed Oct 5th 2016 4:00 PM EDT SPX 2159.67	Expired $126 \| 93.33% $501,899 balance
3D call 83% PT	3D call 83% 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% $502,007 balance
3D call 83% PT	3D call 83% PT -9 Wed Oct 12th 2195c	-9 Wed Oct 12th 2195c $395,100 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% $502,088 balance
3D call 83% PT	3D call 83% 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% $502,196 balance
3D call 83% PT	3D call 83% PT -9 Mon Oct 17th 2170c	-9 Mon Oct 17th 2170c $390,600 max risk	Fri Oct 14th 2016 11:08 AM EDT \| $0.10 credit Mon Oct 17th 2016 4:00 PM EDT \|	Fri Oct 14th 2016 11:08 AM EDT \| $0.10 credit SPX 2141.53	Mon Oct 17th 2016 4:00 PM EDT SPX 2126.48	Expired $81 \| 90.00% $502,277 balance
3D call 83% PT	3D call 83% PT -9 Wed Oct 19th 2170c	-9 Wed Oct 19th 2170c $390,600 max risk	Tue Oct 18th 2016 9:31 AM EDT \| $0.19 credit Wed Oct 19th 2016 9:30 AM EDT \| $0.05 debit	Tue Oct 18th 2016 9:31 AM EDT \| $0.19 credit SPX 2141.94	Wed Oct 19th 2016 9:30 AM EDT \| $0.05 debit SPX 2141.05	Profit Target $117 \| 68.42% $502,394 balance
3D call 83% PT	3D call 83% PT -9 Mon Oct 24th 2175c	-9 Mon Oct 24th 2175c $391,500 max risk	Thu Oct 20th 2016 9:31 AM EDT \| $0.18 credit Fri Oct 21st 2016 9:52 AM EDT \| $0.05 debit	Thu Oct 20th 2016 9:31 AM EDT \| $0.18 credit SPX 2139.98	Fri Oct 21st 2016 9:52 AM EDT \| $0.05 debit SPX 2133.01	Profit Target $108 \| 66.67% $502,502 balance

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