Entry time: 0930
Exit time : 1455
Day : Sensex expiry day only (Tuesdays)
Instrument: Sensex
Strike: Sell ATM CE & PE based on SPOT price
Stop Loss: 50% 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: 2.84 Lakhs per lot
Back testing
(Updated as of 7-Feb-25)
Actual trade based profit/loss
(Started trading on 24-May-24)
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