Entry Time: 0916 Instrument : Sell 1 Lot of OTM2 CE (ATM + 100) and PE (ATM-100) of NIFTY based on spot price at 0916 MTM SL: 500 per lot Target: 1000 per lot Exit Time: 1235 Slippage: 0.5% Capital Needed: 125k to 130k per CE + PE lot. Returns mentioned in back testing and actuals are based on 130k margin Back testing and actual trades report ( Updated as of 5 Apr 24) Back testing results Actual Trades based profit/loss (Started trading from 26-Jun-23 Stopped trading from 9-Feb-24 Re-started trading from 1-Mar-24) Above profit doesn't include brokerage and other charges Daily trades for Mar 2024 Reason for days with high difference b/w actual and back testing (Positive/Negative): 6-Mar-24: In real trade MTM SL was hit whereas in Back testing it didn't hit Historical Trades Feb 2024 Jan 2024 Dec 2023 Nov 2023 Oct 2023 Reason for days with high difference b/w actual and back testing (Positive/Negative): 5-Oct-23: Strategy not traded on this day Sep 2023 Note: I am not a