Benchmarking

in order to accomplish our goal of having the most accurate options backtester available to retail traders, we spend a lot of time executing mechanical strategies in live brokerage accounts via whispertrades bots and then compare those trades against our backtester our tests below use very short duration and high gamma positions, which are the most difficult to accurately backtest despite this, our results remain quite close any backtest that extends duration or lowers gamma will experience even more accurate results the table consists of pairs of rows the row with the descriptive text is the backtest position the "bot" row below is the live bot running those same backtest parameters the backtest descriptions start with a time, which is time of entry then is a delta number that's the delta used for strike selection at entry after that delta number is either another delta or a percentage that is the stop loss (either delta stop or stop loss %) lastly is ccs, pcs, or ic, representing call credit spread, put credit spread, or iron condor 9 31 am 12δ | 350% ccs would be a call credit spread entered at 9 31 am with 12δ short strike and 350% stop loss all trades below utilize 0 dte spx and 80% backtest entry and exit slippage