Nifty Long Put Strategy Backtest Results
Discover how the Nifty Long Put strategy performed across different market environments using historical option chain data. Review winning trades, losing trades, drawdowns, profit potential, and strategy behavior during market declines, volatility spikes, and major corrections. This historical analysis helps traders understand the opportunities and risks associated with one of the most straightforward bearish option strategies.
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
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 |
|---|