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 1 dte spx short puts, sequential entry 6 5 delta 60% slippage exit 72% profit target 60% exit slippage bot backtest trades 277 268 average entry price $2 38 $2 39 average exit price $2 27 $2 30 average profit $0 11 $0 09 1 dte spx short calls, sequential entry 3 delta 60% slippage exit 83% profit target 60% exit slippage bot backtest trades 239 227 average entry price $0 74 $0 75 average exit price $0 55 $0 53 average profit $0 19 $0 22 0 dte spx put credit spreads @ 9 40am 12 00pm, sequential entry 12 delta 70% slippage exit $0 05 profit target 200% stop loss 80% exit slippage bot backtest trades 93 93 wins 72 73 losses 21 20 win % 77 4% 78 5% average entry price $2 06 $2 03 average exit price $1 43 $1 33 average profit $0 63 $0 70 total profit $58 59 $65 10 0 dte spx call credit spreads @ 9 40am 12 00pm, sequential entry 12 delta 70% slippage exit $0 05 profit target 200% stop loss 80% exit slippage bot backtest trades 102 103 wins 66 66 losses 36 37 win % 64 7% 64 1% average entry price $1 77 $1 76 average exit price $2 08 $2 10 average profit ($0 31) ($0 36) total profit ($31 62) ($35 02) 0 dte spx put credit spreads @ 9 35am entry 15 delta 70% slippage exit $0 05 profit target 45 delta loss 100% exit slippage bot backtest trades 39 39 wins 35 35 losses 4 4 win % 89 7% 89 7% average entry price $2 90 $2 92 average exit price $1 05 $1 01 average profit $1 85 $1 91 total profit $72 15 $74 49 0 dte spx call credit spreads @ 9 35am entry 17 delta 70% slippage exit $0 05 profit target 45 delta loss 90% exit slippage bot backtest trades 39 39 wins 24 23 losses 11 16 win % 61 5% 59 0% average entry price $3 08 $3 10 average exit price $3 38 $3 51 average profit ($0 30) ($0 41) total profit ($11 70) ($15 99) 0 dte spx put credit spreads @ 1 30pm entry $2 00 premium on short strike 1% spread width 70% entry slippage exit 200% stop loss 100% exit slippage bot backtest trades 105 105 wins 75 75 losses 30 30 win % 71 4% 71 4% average entry price $1 83 $1 85 average exit price $1 70 $1 72 average profit $0 13 $0 13 total profit $13 65 $13 65 0 dte spx put credit spreads @ 2 30pm entry 16 delta 90% slippage exit $0 05 profit target 55 delta loss 100% exit slippage bot backtest trades 39 39 wins 32 31 losses 7 8 win % 82 1% 79 5% average entry price $1 38 $1 36 average exit price $0 97 $1 11 average profit $0 41 $0 25 total profit $15 99 $9 75 0 dte spx call credit spreads @ 2 30pm entry 12 delta 90% slippage exit $0 05 profit target 50 delta loss 100% exit slippage bot backtest trades 39 39 wins 35 31 losses 4 8 win % 89 7% 79 5% average entry price $0 91 $0 87 average exit price $0 66 $0 59 average profit $0 25 $0 28 total profit $9 75 $10 92 0 dte spx put credit spreads @ 3 00pm entry 25 delta 100% slippage exit $0 05 profit target 70 delta loss 150% exit slippage bot backtest trades 39 39 wins 29 28 losses 10 11 win % 74 4% 71 8% average entry price $1 90 $2 04 average exit price $1 60 $1 79 average profit $0 30 $0 26 total profit $11 70 $9 75 0 dte spx call credit spreads @ 3 00pm entry $2 00 premium on short strike 1% spread width 70% entry slippage exit 200% stop loss 100% exit slippage bot backtest trades 105 105 wins 79 81 losses 26 24 win % 75 2% 87 1% average entry price $1 94 $1 86 average exit price $1 67 $1 49 average profit $0 27 $0 37 total profit $28 35 $38 85 we will continue to measure and monitor bot fills vs backtests