Entry time: 0919
Exit time : 1455
Day : Nifty expiry day only (Thursdays)
Instrument: Nifty
Strike: Sell ATM CE & PE based on SPOT price
Stop Loss: 40% for both ATM legs with adjust to cost i.e. if SL is hit for 1 leg then SL for other leg will be adjusted to its entry price
Slippage: 0.5%
Capital: 3.25 Lakhs per lot
Back testing
(Updated as of 17-Jan-25)
Actual trade based profit/loss
(Started trading on 26-Sep-24)
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