Nifty Double SMA Crossover Strategy Backtest

Nifty Double SMA Crossover Strategy Backtest with Avg Win and Loss and Expectancy



Run a backtest to see results | Best used combinations Entry 21, Exit 84 | We have used close price as entry and exit price on the day the signal was generated.
The P&L, Max Drawdown is caclulated on points gained and loss. You can filter the date range. It is recommended to use full data as the strategy will go through all bull and bear markets.
Roi is caclulated on Nifty Price. To get accurate results select "No of shares" to 1. This will give you best view what would have happened if you have bought 1 share of Nifty.

Total PnL

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Expectancy

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Max Profit

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Max Loss

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Win %

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Loss %

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Avg Win

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Avg Loss

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Max Win Streak

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Max Loss Streak

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Max Drawdown

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Recovery Days

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Yearly Performance
Year JanFebMarApr MayJunJulAug SepOctNovDec TotalMDDROI

Trade Results
Entry Entry Price Shares Exit Exit Price Days Points Running




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