Entry time : 0916 Exit time : 1500 Day : Fin Nifty expiry day only Instrument: Fin Nifty Strike : Sell ATM CE & PE based on SPOT price and Buy OTM3 CE/PE as hedge MTM SL: 1500 per lot Slippage : 0.5% Capital: 45k per lot Back testing (Updated as of 5-Apr-24) Actual trade based profit/loss (Started trading from 8-Aug-23 Stopped trading from 30-Jan-24) Profit/Loss for Mar 2024 Reason for high difference b/w actual and back testing Historical Trades Jan 2024 Dec 2023 Nov 2023 Oct 2023 Sep 2023 Aug 2023 Note: I am not a SEBI registered advisor and sharing strategies for learning purpose only