Nifty Bull Call Spread Backtest Results
Discover how the Nifty Bull Call Spread strategy has performed across different market environments using historical option chain data. Analyze winning and losing trades, profit potential, drawdowns, risk-reward characteristics, and expiry-wise performance to understand how this bullish options strategy behaved during market rallies, recoveries, and trending phases.
The Bull Call Spread is commonly used by traders who expect Nifty to move higher but want to keep their risk limited. By combining two Call options with different strike prices, the strategy seeks to participate in upward market movements while controlling capital exposure. Historical backtesting helps evaluate whether the strategy has delivered consistent results under varying market conditions.
DTE means Days to Expire. SL Stop Loss TSL means Trail Stop Loss. Trail Stop loss works Step wise. If you keep Trailing Stop Loss at 50%, when ever the price moves in your direction by >50% then the Stop Loss moves by 50%.
This backtesting results are on End of Day Data, means if the price moves intraday above or below you stoploss or target points. it wont be taken into consideration. Only the EOD price will be used for Calculation
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Trades
| Symbol | Expiry | PnL | Spot Δ | Entry Day | Entry Date | Exit Date | Exit Day | Spot Entry | Spot Exit | Opt | Buy Strike | Buy Entry | Buy Exit | Opt | Sell Strike | Sell Entry | Sell Exit | Exit Reason | Equity | DD |
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