Nifty Short Call Backtest Results

Discover how a Nifty Short Call strategy would have performed across different market environments using historical option chain data. Review trade-by-trade results, drawdowns, win rates, and premium decay effects to understand the opportunities and risks associated with selling Call options. Analyze how the strategy behaved during market rallies, corrections, and range-bound periods through comprehensive historical backtesting.




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
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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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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


Disclaimer: Trade at your own risk. we dont recommend buying and selling. we dont give tips.