Nifty Short Straddle Strategy Backtest Results
Explore the historical performance of the Nifty Short Straddle strategy using real option chain data and expiry-wise backtesting. Analyze winning trades, losing trades, profit and loss statistics, drawdowns, and strategy consistency across different market environments. Discover how the strategy performed during sideways markets, high-volatility phases, sharp breakouts, and major market events through data-driven historical analysis.
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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