Historical research
Backtest SPX daily structures.
Run the same entry and exit rules across actual SPX trading sessions, then inspect the equity curve and every trade.
Entry: 3:00 PM ET
Exit: short-expiry day by 3:20 PM ET
Exit: short-expiry day by 3:20 PM ET
Double calendar: 2 short DTE, 7 long DTE, 15-delta call and 20-delta put, entered at 3:00 PM and closed on short expiry by 3:20 PM ET. Reverse iron condor: 0DTE, 50-delta anchors, 20-point wings, entered at 9:45 AM and settled at expiration. Position size uses the selected percentage of starting capital for each trade. Completed trades are cached in this browser.
Total P/L
$0
Trades
0
Win rate
0.0%
Average trade
$0
Profit factor
0.00
Max drawdown
-$0
Cumulative P/L
Equity curve
Realized P/L, one trade per session
The equity curve will appear as trades finish.
Trade log
0 skipped sessions
| Entry date | Short expiry | Units | Entry | Exit / settlement | Entry value | Exit value | P/L | SPX move |
|---|---|---|---|---|---|---|---|---|
| Run a backtest to build the trade history. | ||||||||