Note: I am not a SEBI registered advisor and sharing strategies for learning purpose only
Entry time: 0919
Exit time : 1455
Day : Nifty expiry day only (Tuesdays)
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: 3.03 Lakhs per lot
Back testing
(Updated as of 13-Feb-26)
Adjusted for Nifty Lot size of 65
Actual trade based profit/loss
(Started trading on 26-Sep-24)
Hi Arun, I have replicated the same parameters in AlgoTest for the backtest, however, my results show lower returns than the ones you shared. Could you please help me understand what might be causing the difference?
ReplyDeleteMy back test is based on Stock Mock Also it is not adjusted as per recent change in lot size to 65. Data till 2025 year end is based on lot size of 75
ReplyDelete