Nifty Long Straddle Strategy Backtest
Nifty Long Straddle Strategy Backtest for last 7 years with trades summary drawdown, profit and loss and equity charts.
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
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | PnL | Trades | MDD |
|---|
Yearly Weekday PnL
| Year | Mon | Tue | Wed | Thu | Fri | Sat | PnL | Trades |
|---|
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 |
|---|
NIFTY OPTION STRATEGIES
Backtest popular Nifty option strategies to find which works best for your trading style.
Trusted by Traders
Leading Broker for Option Chain Analysis
Advanced OI data, IV charts, and max pain tools for Nifty expiry.
Alice Blue
Powerful 'ANT' platform with excellent option chain analysis and affordable brokerage.
Kotak Securities
Reliable trading platforms with excellent customer support and detailed OI data.
BOB Caps
Growing full-service broker with competitive pricing and simple platform for expiry trading.
YES Securities
Innovative trading tools with excellent option chain analysis and VIX data.
💡 Trading Insight
❝ Just because an option looks like it’s moving doesn’t mean it’s making money. Spreads, slippage, and IV crush can change the game. ❞
Disclaimer: OptionBacktesting.in is an educational and backtesting platform and is not a SEBI-registered advisor. The backtesting tools and statistical results provided are based on historical data and do not guarantee future results, As some strategies that have worked in past may not work in future. Trading in Equities, Futures and Options involves significant risk of capital loss. All strategies and tools on website are for simulation purposes only. We do not provide "buy/sell" tips or financial recommendations. Always consult a certified financial professional (SEBI-registered advisor) before trading.