Here’s your requested Strategy Report. Analyze and Optimize your trades smartly!
344021.25
50.53%
2.01
-42671.25
40.43%
| Parameter | Overall | Long | Short |
|---|---|---|---|
| Backtest Properties | |||
| Backtesting Range | 2023-01-19 to 2025-03-27 | 2023-01-19 to 2025-03-26 | 2023-01-30 to 2025-03-27 |
| Initial Capital | 300000.0 | 300000.0 | 300000.0 |
| Symbol | NSE:NIFTY1! | NSE:NIFTY1! | NSE:NIFTY1! |
| Timeframe | 15 minutes | 15 minutes | 15 minutes |
| Point Value | 75 | 75 | 75 |
| Currency | INR | INR | INR |
| Tick Size | 0.05 | 0.05 | 0.05 |
| Number of Months Tested | 27.00 | 27.00 | 27.00 |
| Number of Years Tested | 2.25 | 2.25 | 2.25 |
| Strategy Overview | |||
| Open P&L | 0.00 | ||
| Total Profit | 344021.25 | 341366.25 | 2655.00 |
| Gross Profit | 685635.00 | 510003.75 | 175631.25 |
| Gross Loss | -341613.75 | -168637.50 | -172976.25 |
| Yearly Average Profit | 152898.33 | 151718.33 | 1180.00 |
| Yearly Avg % Return | 50.97 | 50.57 | 0.39 |
| Buy & Hold Return | 415376.25 | ||
| Buy & Hold Return Pct | 415376.25 | ||
| Monthly Average Profit | 12741.53 | 12643.19 | 98.33 |
| Daily Average Profit | 694.99 | 689.63 | 5.36 |
| Average Profit Per Trade | 3621.28 | 6564.74 | 61.74 |
| Profit Factor | 2.01 | 3.02 | 1.02 |
| CAGR | 40.43 | 40.17 | 0.39 |
| Risk Metrics | |||
| Max Drawdown | -42671.25 | -23332.50 | -66513.75 |
| Max Drawdown % | 14.22 | 7.78 | 22.17 |
| Annual % / Max DD % | 3.58 | 6.50 | 0.02 |
| Max Equity Run-up | 344985.00 | 342330.00 | 22537.50 |
| Max Equity Run-up % | 115.00 | 114.11 | 7.51 |
| Margin Calls | 0.00 | 0.00 | 0.00 |
| Risk Ratios | |||
| Sharpe Ratio | 0.38 | ||
| Sortino Ratio | 0.92 | ||
| Profit Factor | 2.01 | 3.02 | 1.02 |
| Return/DD Ratio | 8.06 | 14.63 | 0.04 |
| R Expectancy | 0.50 | 0.93 | 0.01 |
| R Expectancy Score | 21.04 | 21.59 | 0.16 |
| STR Quality Number | 2.13 | 2.45 | 0.03 |
| SQN Score | 2.19 | 3.39 | 0.05 |
| Stagnation in Days | 234.00 | 114.00 | 517.00 |
| Stagnation in % | 29.29 | 14.29 | 65.78 |
| Trade Metrics | |||
| Number of Trades | 95.00 | 52.00 | 43.00 |
| Payout Ratio (Avg Win/Loss) | 1.97 | 2.59 | 1.17 |
| Average # of Bars in Trade | 41.00 | 49.00 | 30.00 |
| Avg # of Bars in Wins | 60.00 | 75.00 | 40.00 |
| Avg # of Bars in Losses | 20.00 | 20.00 | 21.00 |
| AHPR | 38.22 | 37.93 | 0.29 |
| Z-Score | 0.00 | 1.59 | -1.21 |
| Z-Probability | 49.96 | 5.55 | 88.66 |
| Exposure | 1.00 | 1.00 | 1.00 |
| Win Rate % | 50.53 | 53.85 | 46.51 |
| # of Wins | 48.00 | 28.00 | 20.00 |
| # of Losses | 47.00 | 24.00 | 23.00 |
| # of Cancelled/Expired | 0.00 | 0.00 | 0.00 |
| Wins/Losses Ratio | 1.02 | 1.17 | 0.87 |
| Average Win | 14284.06 | 18214.42 | 8781.56 |
| Average Loss | -7268.38 | -7026.56 | -7520.71 |
| Largest Win | 77891.25 | 77891.25 | 38325.00 |
| Largest Winning Trade % | 0.05 | 0.05 | 0.03 |
| Largest Loss | -33412.50 | -20205.00 | -33412.50 |
| Largest Losing Trade % | -0.02 | -0.01 | -0.02 |
| Max Consecutive Wins | 7.00 | 4.00 | 5.00 |
| Max Consecutive Losses | 5.00 | 3.00 | 6.00 |
| Average Consecutive Wins | 2.00 | 1.75 | 2.22 |
| Average Consecutive Losses | 1.96 | 1.50 | 2.56 |
| Commission Paid | 0.00 | 0.00 | 0.00 |
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | -25248.75 | 25155.00 | -8737.50 | -29145.00 | 26081.25 | 2565.00 | -10548.75 | 4080.00 | 7601.25 | 30825.00 | 8205.00 | 89212.50 | 120045.00 |
| 2024 | -26827.50 | 8681.25 | -23272.50 | 40312.50 | 51082.50 | -3011.25 | 5377.50 | 25522.50 | 12127.50 | 31976.25 | -9326.25 | -217.50 | 112425.00 |
| 2025 | 19878.75 | -7616.25 | 99288.75 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 111551.25 |