Options
We Changed ONE Thing in This 0DTE Backtest Look What Happened
Date: 2026-09-21 12:15:08
This is why you backtest variations instead of assuming a strategy works in every setup.
The original “1:45 Sandwich” 0DTE iron condor backtest showed:
• $16,478 total P&L
• $1,088 max drawdown
• 1.64 profit factor
• 53.3% win rate
Then we changed just ONE variable at a time.
Moving the entry from 1:45 to 12:45 dramatically changed the results. We also tested 50% and 75% profit-taking exits to see how each variation affected P&L, win rate, drawdown, and profit factor.
That’s the advantage of testing the idea before deciding how you want to trade it.
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Backtests are hypothetical, use historical data, and do not guarantee future results. Options involve risk.
#optionstrading #0dteoptions #backtesting #ironcondor #tradingstrategy
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