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    Rakesh Kumar Munda
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    This backtest report summarizes the performance of a straddle trading strategy between September 2021 and February 2022. The strategy started with Rs. 100K capital and ended with profits of Rs. 476.9K, though it also experienced high drawdown of 195.99% and moderate risk as measured by a Sharpe Ratio of 0.74. Monthly performance varied widely, with strong profits in November 2021 but losses in other months.

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    This backtest report summarizes the performance of a straddle trading strategy between September 2021 and February 2022. The strategy started with Rs. 100K capital and ended with profits of Rs. 476.9K, though it also experienced high drawdown of 195.99% and moderate risk as measured by a Sharpe Ratio of 0.74. Monthly performance varied widely, with strong profits in November 2021 but losses in other months.

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    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Flag for inappropriate content
    6 views1 page

    PDF Report-188773

    Uploaded by

    Rakesh Kumar Munda
    This backtest report summarizes the performance of a straddle trading strategy between September 2021 and February 2022. The strategy started with Rs. 100K capital and ended with profits of Rs. 476.9K, though it also experienced high drawdown of 195.99% and moderate risk as measured by a Sharpe Ratio of 0.74. Monthly performance varied widely, with strong profits in November 2021 but losses in other months.

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    © All Rights Reserved
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    Backtest Report

    [CONTINEOUS][Modified] BNF STRADDLE @0924 REENTRY TILL 1400 TARGET 3K


    Period: September 01, 2021 to February 28, 2022
    Created: March 11, 2022
    Strategy Link: http://tradetron.tech/strategy/1846436

    Equity Curve

    800,000 Equity

    600,000

    400,000

    200,000

    -200,000
    1-Sep-21 1-Oct-21 1-Nov-21 1-Dec-21 1-Jan-22 1-Feb-22 28-Feb-22

    Date

    Totals
    Capital Rs. 100 K
    PNL Rs. 476.9 K
    Drawdown 195.99%
    Std Deviation 13.05%
    Sharpe Ratio 0.74

    Month Total Trades PNL PNL %


    Sep, 21 480 Rs. -114.2 K -114.23
    Oct, 21 315 Rs. -51.8 K -51.79
    Nov, 21 769 Rs. 860.1 K 860.13
    Dec, 21 366 Rs. -52.1 K -52.06
    Jan, 22 659 Rs. -91.3 K -91.29
    Feb, 22 938 Rs. -73.8 K -73.83

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