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


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Max Loss
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Loss %
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Avg Loss
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Max Win Streak
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Max Loss Streak
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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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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.