FinNifty Expiry day Iron Fly

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