Nifty Short Strangle Backtest Results
Discover how the Nifty Short Strangle strategy has performed across different market cycles using historical option data. Review trade statistics, premium decay performance, winning and losing streaks, risk metrics, and expiry-based results to understand how this popular option-selling strategy behaved under various market conditions.
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
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Yearly Weekday PnL
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Trades
| Symbol | Expiry | PnL | Spot Δ | Entry Day | Entry Date | Exit Date | Exit Day | Spot Entry | Spot Exit | Opt | PE Strike | PE Entry | PE Exit | Opt | CE Strike | CE Entry | CE Exit | Exit Reason | Equity | DD |
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