This strategy was modelled based on other strategy listed on my blog BN 100 PT SL 40 PT but on Nifty index. Though performance of BN100 PT SL 40 PT was not that good in 2024 but Nifty strategy did very well in first 3 months of 2024. Entry time : 0930 Instrument : Sell Nifty weekly CE and PE leg having premium >= 50 points Stop-Loss : 20 points on both legs and adjust the SL to cost for a leg if other leg's SL is hit Target: 90% on both legs Trailing Stop Loss : 5% by 3% on both legs Exit Time : 3 PM Slippage : 0.5% Back testing (Updated as of 12-Apr-24) Actual trade based profit/loss (Started trading from 24-Jan-24 ) Profit/Loss for Mar 2024 Reason for high difference b/w actual and back testing 21-Mar-23: PE trade hit SL in actual trade at 9:22 whereas in Back test it didn't hit Historical Trades Feb 2024 Reason for high difference b/w actual and back testing 07-Feb-24: PE strike went into margin error and trade was taken at 9:57 instead of 9:30 8-Feb-24 : A different