Nifty Bear Put Spread Backtest

Bear Put Spread is a neat way to play it without taking unlimited risk.


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
Symbol Expiry PnL Spot Δ Entry Day Entry Date Exit Date Exit Day Spot Entry Spot Exit Opt Buy Strike Buy Entry Buy Exit Opt Sell Strike Sell Entry Sell Exit Exit Reason Equity DD

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