Nifty Long Straddle Backtest Results
Discover how the Nifty Long Straddle strategy has performed across different market environments using historical option chain data. Review backtest results, win rates, drawdowns, profit and loss statistics, and strategy behavior during periods of high volatility, major market events, and sharp directional moves. Analyze historical data to understand when the Long Straddle generated its best results and where the strategy faced challenges.
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
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