Note: I am not a SEBI registered advisor and sharing strategies for learning purpose only
Entry time: 9:18 AM
Instrument: Sell Nifty weekly CE and PE option which is trading at a price greater than or equal to 5 at 0918 AM
Stop-Loss: 4 points on both CE/PE leg
Exit: 1520
Slippage: 0.5%
Capital: 2,67,000
| 2026 | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
| 1 | 549 | 1,838 | 947 | -9 | 503 |
| 2 | 1,668 | 1,280 | -785 | 1,178 | 734 |
| 3 | 1,143 | -260 | 1,305 | 1,193 | 764 |
| 4 | 493 | 1,908 | -75 | 158 | 846 |
| 5 | -37 | 431 | 2,403 | 1,847 | 473 |
| 6 | 0 | 349 | 1,950 | 2 | 1,080 |
| 7 | 0 | 866 | 603 | 111 | 1,349 |
| 8 | 0 | 1,401 | 807 | -435 | 1,206 |
| 9 | 0 | 134 | 138 | 993 | 2,522 |
| 10 | 0 | 24 | 1,947 | 0 | 2,222 |
| 11 | 0 | 1,404 | -9 | 651 | 2,088 |
| 12 | 0 | 1,812 | 352 | 744 | 1,815 |
| Total | 3,816 | 11,187 | 9,583 | 6,431 | 15,599 |
| Capital | 2,67,000 | 2,67,000 | 2,67,000 | 2,67,000 | 2,67,000 |
| Returns | 1.4% | 4.2% | 3.6% | 2.4% | 5.8% |
| MDD | -1120 | -1225 | -1659 | -1069.5 | -600 |
| RMDD | 3.4 | 9.1 | 5.8 | 6 | 26 |
| Overall Profit | 81,112 | |
| Total trades | 380 | |
| Avg Day Profit | 215 | |
| Avg Monthly Profit | 938 | 0.4% |
| Max Profit | 1,680 | |
| Max Loss | -613 | |
| Win% (Days) | 84% | 319 |
| Loss% (Days) | 16% | 61 |
| Avg Profit On Win Days | 366 | |
| Avg Loss On Loss Days | 577 | |
| Max Drawdown (MDD Recovery Period) | -2,036 | 21 |
| Current Drawdown | -37 | |
| Return to MDD Ratio | 6 | |
| Max Winning Streak | 32 | |
| Max Losing Streak | 3 | |
| Expectancy | 0.37 | |
| Reward to Risk Ratio | 0.63 | |
| Kelly Ratio | 59% | |
Back Testing
(Updated as of 31-May-26)
Actual trade based profit/loss
(Started trading from 19-Sep-24
Stopped trading from 13-Dec-24
Re-started trading from 21-Aug-25)
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