Options backtest cost sensitivity calculator

Compare the editable scenario with a recorded closing lifecycle

A separate detailed run completed on 2026-10-10 with the same saved candidate, fixed dates and fees. It reproduced the lightweight result retained in the linked source record. The captured opening condition had SPY at $472.16, SMA50 at $461.57 and matching-position count 0. Both entry checks were true.

The first position opened on January 2 and closed on January 19, 2024, at 14 DTE. The time-exit close evaluation emitted 1 order. These are simulated Filled orders, not broker executions. The first position's P&L was $1.51 after recorded commissions, calculated from all its opening and closing premiums and quantities.

Compare the selected-candidate bid, ask and mid with the Filled-order premium. Follow the contract symbols and timestamps to connect selection, sizing and execution.

Count the actual contract fills before subtracting costs

This source's first complete position has 2 recorded contract fills, each charged $0.65, totaling $1.30 in commissions. Its January 19 close happened before February 2 expiration. The call's displayed premiums moved from $8.6544 to $8.6825; multiplied by 100 × 1 contracts and reduced by $1.30 commissions, they yield about $1.51 from the displayed rounded fields.

The historical result already includes recorded engine costs. Enter a separate gross-before-cost value for a uniform sensitivity scenario; subtracting this scenario from net historical P&L would count those costs again. Inspect source quote and synthetic-pricing counters when deciding whether a uniform half-spread assumption is appropriate.

Inspect the full source result beside its actual lifecycle

Strategy return

31.16%

Maximum drawdown

13.27%

SPY return

25.30%

This saved long call completed a January 1 through December 31, 2024 backtest with $10,000 starting capital and interval Day. The result includes the full historical curve and the captured trade walkthrough near the top.

The SPY comparison invests the full starting balance, reinvests dividends and applies no strategy commission. This candidate uses a $1,000 option premium budget per opening and the fees shown below. Explore cash and position values to see how each deploys capital.

Use the pricing counters to explore observed and synthetic half-spread calls, including contract selection and sizing. Follow the detailed events below to connect entry conditions, selected contracts, quantities and fills.

What the cost scenario assumes

Each round trip opens and closes the same quantity on every leg. Contract fills = round trips × legs × contracts per leg × 2. Commission = fills × commission per contract. Half-spread cost = fills × multiplier × assumed half-spread × entered fraction. Enter gross P&L before these costs to avoid subtracting them twice.

This is a uniform cost scenario. It excludes variable spreads, differing leg quantities, liquidity impact, partial fills, exercise and assignment costs. The fraction is an arithmetic assumption; changing it here does not change the platform's persisted backtest fee contract. It does not reproduce the engine or repair missing quote data.

Inspect a real historical example

The strategy guides use saved selector rules and completed product simulations. Their captured fills and curves are separate from the editable assumptions above.

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