Nifty Long Call Backtest Results & Historical Performance
Discover how the Nifty Long Call strategy performed across different market cycles using historical option chain data. Review backtest statistics, winning trades, drawdowns, average gains, and strategy performance during bullish trends to better understand the potential and risks of directional option buying.
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
Total PnL
-
Expectancy
-
Max Profit
-
Max Loss
-
Win %
-
Loss %
-
Avg Win
-
Avg Loss
-
Max Win Streak
-
Max Loss Streak
-
Max Drawdown
-
Recovery Days
-
Filter Months
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | PnL | Trades | MDD |
|---|
Yearly Weekday PnL
| Year | Mon | Tue | Wed | Thu | Fri | Sat | PnL | Trades |
|---|
Trades
| Symbol | Expiry | PnL | Spot Δ | Entry Day | Entry Date | Exit Date | Exit Day | Spot Entry | Spot Exit | Opt | Strike | Entry | Exit | Exit Reason | Equity | DD |
|---|
