Here’s your requested Strategy Report. Analyze and Optimize your trades smartly!
685872.5
64.71%
1.58
-44705.0
15.35%
| Parameter | Overall | Long | Short |
|---|---|---|---|
| Backtest Properties | |||
| Backtesting Range | 2017-01-30 to 2025-04-09 | 2017-02-01 to 2025-04-09 | 2017-01-30 to 2025-03-20 |
| Initial Capital | 300000.0 | 300000.0 | 300000.0 |
| Symbol | NSE:NIFTY1! | NSE:NIFTY1! | NSE:NIFTY1! |
| Timeframe | 5 minutes | 5 minutes | 5 minutes |
| Point Value | 75 | 75 | 75 |
| Currency | INR | INR | INR |
| Tick Size | 0.05 | 0.05 | 0.05 |
| Number of Months Tested | 100.00 | 99.00 | 99.00 |
| Number of Years Tested | 8.33 | 8.25 | 8.25 |
| Strategy Overview | |||
| Open P&L | 0.00 | ||
| Total Profit | 685872.50 | 359925.00 | 325947.50 |
| Gross Profit | 1861847.50 | 1036148.75 | 825698.75 |
| Gross Loss | -1175975.00 | -676223.75 | -499751.25 |
| Yearly Average Profit | 82304.70 | 43627.27 | 39508.79 |
| Yearly Avg % Return | 27.43 | 14.54 | 13.17 |
| Buy & Hold Return | 1108683.75 | ||
| Buy & Hold Return Pct | 369.56 | ||
| Monthly Average Profit | 6858.73 | 3635.61 | 3292.40 |
| Daily Average Profit | 374.11 | 198.31 | 179.59 |
| Average Profit Per Trade | 731.21 | 677.82 | 800.85 |
| Profit Factor | 1.58 | 1.53 | 1.65 |
| CAGR | 15.35 | 10.03 | 9.32 |
| Risk Metrics | |||
| Max Drawdown | -44705.00 | -34637.50 | -39205.00 |
| Max Drawdown % | 14.90 | 11.55 | 13.07 |
| Annual % / Max DD % | 1.84 | 1.26 | 1.01 |
| Max Equity Run-up | 699540.00 | 370628.75 | 334621.25 |
| Max Equity Run-up % | 233.18 | 123.54 | 111.54 |
| Margin Calls | 0.00 | 0.00 | 0.00 |
| Risk Ratios | |||
| Sharpe Ratio | 0.45 | 0.45 | 0.45 |
| Sortino Ratio | 1.11 | 1.11 | 1.11 |
| Profit Factor | 1.58 | 1.53 | 1.65 |
| Return/DD Ratio | 15.34 | 10.39 | 8.31 |
| R Expectancy | 0.21 | 0.18 | 0.24 |
| R Expectancy Score | 23.17 | 11.68 | 11.86 |
| STR Quality Number | 5.30 | 3.76 | 3.74 |
| SQN Score | 1.73 | 1.63 | 1.85 |
| Stagnation in Days | 517.00 | 354.00 | 781.00 |
| Stagnation in % | 17.29 | 11.85 | 26.30 |
| Trade Metrics | |||
| Number of Trades | 938.00 | 531.00 | 407.00 |
| Payout Ratio (Avg Win/Loss) | 0.86 | 0.79 | 0.96 |
| Average # of Bars in Trade | 25.00 | 26.00 | 24.00 |
| Avg # of Bars in Wins | 24.00 | 25.00 | 22.00 |
| Avg # of Bars in Losses | 28.00 | 28.00 | 27.00 |
| AHPR | 25.40 | 13.33 | 12.07 |
| Z-Score | 1.08 | 0.96 | 1.82 |
| Z-Probability | 13.99 | 16.94 | 3.44 |
| Exposure | 1.00 | 1.00 | 1.00 |
| Win Rate % | 64.71 | 65.91 | 63.14 |
| # of Wins | 607.00 | 350.00 | 257.00 |
| # of Losses | 331.00 | 181.00 | 150.00 |
| # of Cancelled/Expired | 0.00 | 0.00 | 0.00 |
| Wins/Losses Ratio | 1.83 | 1.93 | 1.71 |
| Average Win | 3067.29 | 2960.43 | 3212.84 |
| Average Loss | -3552.79 | -3736.04 | -3331.68 |
| Largest Win | 24778.75 | 20406.25 | 24778.75 |
| Largest Winning Trade % | 2.90 | 1.91 | 2.90 |
| Largest Loss | -7928.75 | -7928.75 | -7913.75 |
| Largest Losing Trade % | 1.17 | 1.17 | 1.03 |
| Max Consecutive Wins | 14.00 | 10.00 | 10.00 |
| Max Consecutive Losses | 4.00 | 5.00 | 5.00 |
| Average Consecutive Wins | 2.73 | 2.80 | 2.50 |
| Average Consecutive Losses | 1.49 | 1.46 | 1.44 |
| Commission Paid | 469000.00 | 265500.00 | 203500.00 |
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2017 | -308.75 | -2875.00 | -3520.00 | 1941.25 | 7333.75 | -825.00 | -148.75 | -2007.50 | -4455.00 | -1350.00 | -776.25 | 802.50 | -6188.75 |
| 2018 | -1703.75 | -4270.00 | -7782.50 | 2050.00 | 4575.00 | 10688.75 | -8015.00 | 897.50 | -3198.75 | 6541.25 | 2393.75 | 11593.75 | 13770.00 |
| 2019 | 7848.75 | 20007.50 | 18252.50 | 28245.00 | -3552.50 | 4042.50 | -5586.25 | 2652.50 | 7102.50 | 23837.50 | -8976.25 | 9483.75 | 103357.50 |
| 2020 | 800.00 | 15627.50 | 20897.50 | 260.00 | 3917.50 | 8173.75 | -13433.75 | -7178.75 | 21283.75 | 8618.75 | 16370.00 | -13745.00 | 61591.25 |
| 2021 | 27928.75 | 20802.50 | 28532.50 | 22465.00 | 2196.25 | -18361.25 | 5117.50 | 2505.00 | -4553.75 | 13908.75 | 2358.75 | -19790.00 | 83110.00 |
| 2022 | 6482.50 | 15755.00 | 15220.00 | -5251.25 | 19845.00 | 2685.00 | -8717.50 | 17146.25 | -1370.00 | 8943.75 | 3101.25 | 8718.75 | 82558.75 |
| 2023 | 2653.75 | 7115.00 | 18482.50 | 2001.25 | 5592.50 | 9666.25 | 13602.50 | 9385.00 | 916.25 | 9108.75 | 2281.25 | -8510.00 | 72295.00 |
| 2024 | 36622.50 | 6206.25 | 29415.00 | 28975.00 | 12206.25 | 14170.00 | 37301.25 | 67206.25 | 5185.00 | 4987.50 | 10593.75 | 20646.25 | 273515.00 |
| 2025 | 11038.75 | -2175.00 | -2786.25 | -4213.75 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 1863.75 |