BNF New 09:48 intra @ Credits-164 Add Creat Backtests Remaining: 56 Buy Backteste eo Instrument settings Entry settings Selectindex “eankty strategy pe (soy EEN rover) ean et fmyTime ova eatTine ov40 Legwise settings same ot © [EB covet C Ta sto Breskaven pice [veg Butaer expand] Legs me ss Position Option Type. Expiry ‘Select Strike Criteria: 1 “st ven | [Net weekly | ke Type yo vam Target Profit Stoptoss @D Reentryon Tot CD ReentryonsiO CD #2 Lote Position Option Type 1 sen v pa v Biry Ne Weekly Target Prost @ Stop toss @D Reenty on tat Reentry oni CD ao a a a Overall strategy settings over stoptoss QD overaReemyonL CD ao a overat Tarcet CD mmm raisL@ @D simple Momentum CD Select Strike Criteria Yornke Type io © 1 ‘simple Momentum ID ee ° Overall Reentry on Tat CED oo a AlgoTest.in ooTrailing Options CI ck and Tall profit reaches 1500 Lock profit 1000 bapa Coal “ral proitby 500 profit by a Date Enter the duration of your backtest StarDate 20100113 End Date 2024091 Results Following results are backtested results on historical data. Past performance does not quarante future results K Filter Days: 00000 0,000 700,000 ‘00000 +0000 E so0000 sono 10,000 10,000 15000 3 3 8 wk NN 3 I ot a OA as TT yn 2.000 § 1000 10,000 281 sg 288T g68® 9X8 tat cat atl yah a6 it a 0 wae WOK INTEL a8 set at OT al oe Year Jan Feb = Mar Apr May Jun Jul Auug = Sep-Oct’ «Nov, Dec Total2017 3959 7022 8674 3,780 2018 11908 2926 6119 11,705 2019 7518 7504 11430 13,651 2020 7353-318 28.536 14362 2ozi 17667 27,543 16,161 11498 2022 5304 15,652 5575 13,017 2023 6,761 12099 768533, 202d 35 0 ° ° ® Include Brokerage zo cw Toxes &chorges 239,921.91 Curve Fitting Analysis Monte Carlo Drawdown: No, Of Simulations: Overall stats: Slippage: Invout Sample Spit Date: Ce Sc in Sample Overall Profit No. of Trades ‘Average Profit per Trade wins Loss % ‘Average Profit on 777 3659 3,736 1232 9963 7,932 18453 14249 2,822 14940 8408 18,282 9997 20,194 22,019 “3172 6975 21,554 2592 5998 2.597 ° ° ° Margin Estimate Calculate Select Vic Range From 1 To 150 Average Loss on Losing Trades Max Profit in Single Trac Max Loss in Single Max Drawdown Duration of Max Pe 10682 6538-885 66,978 5291 6354 9510 95,343 19625 17551 7814 131,372 16890 11,222 6670 163272 - 18681 3462 17,371 1.80027 6533 11,529 12657 1,10698 5388 7219 20277 95,016 ° ° 0 3815 * The returns are annualized for calculation 11568 90048, 9563 13836 5956 6015 27727 9,461 4952 10677 9282 5784 9220 15232 ° ° In Sample 10494 e108645 in Sample Return/Max0D Reward to Risk Ratio Expectancy Ratio ‘Max Win Streak (trades) ‘Max Losing Streak (trades) ‘Max trades in any01,613.99 Full Report SortBy “enuydate V Showing 1-10 trades out of 1654 Index Entry Date Entry Time _ExitDate ExitTime Type Strike B/S Qty EntryPrice ExitPrice Vix P/L 1 2024.01-11 09:48:00 2024-07-11 15:00:00 1306 -150.00 1A 2024-01-11 09:48:00 2024-01-11 15:00:00 CE 47500 Sell 15 647.90 607.90 600.00 1.2 2024-01-11 09:48:00 2024-01-11 10:56:00 PE 47500 Sell 15 465.00 515.00 750.00 2 2024-01-10 09:48:00 2024-07-10 12:46:00 1351 -1050.00 21 2024-01-10 08:48:00 2024-01-10 10:00:00 cE 47200 sell 15 692.00 742.00 750.00 22 2024-01-10 09:48:00 2024-01-10 12:46:00 PE 47200 Sell 15 468.10 488.10 300.00 3 2024-01-09 09:48:00 2024-07-09 14:15:00 1303 -600.00 31 2024.01-09 09:48:00 2024-01-09 10:19:00 CE 47600 Sell 15 496.85 536.85 750.00 32 2024-01-09 09:48:00 2024-01-09 14:15:00 PE 47600 Sell 15 358.15 343.15 150.00 4 2024-01-08 09:48:00 2024-07-08 10:57:00 13.14 -1050.00 41 2024.01-08 09:48:00 2024-01-08 10:33:00 CE 48000 Sell 15 472.65 522.65 750.00 42 2024-01-08 09:48:00 2024-01-08 10:57:00 PE 48000 Sell 15 410.85 430.85 300.00 5 2024-01-05 09:48:00 2028-07-05 14:56:00 13.14 300.00 5.1 2024-01-05 09:48:00 2024-01-05 145600 CE 48300 Sell 15 53415 464.15 1050.00 52 2024-01-05 09:48:00 2024-01-05 10:44:00 PE 48300 Sell 15 41820 468.20 750.00 6 2024-01-04 09:48:00 2024-07-05 09:40:00 1389 1976.25 641 2024.01-04 09:48:00 2024-01-04 10:06:00 CE 47900 Sell 15 57580 626.60 762.00 62 2024-01-04 09:48:00 2024-01-05 09:40:00 PE 47900 Sell 15 452.45 269.90 2738.25 7 2024-01-03 09:48:00 2028-07-04 09:40:00 1464 1989.00 71 2024-01-03 09:48:00 2024-01-03 10:05:00 CE 47500 sell 15 705.00 755.00 750.00 72 2024-01-03 08:48:00 2024-01-04 09:40:00 PE 47500 Sell 15 485.00 302.40 2739.00 8 2024-01-02 09:48:00 2028-07-02 15:09:00 1460 3000.00 81 2024-01-02 09:48:00 2024-01-02 15:09:00 CE 48200 Sell 15 508.45 258.45 3750.00 82 2024-01-02 08:48:00 2024-01-02 09:57:00 PE 48200 Sell 15 387.80 437.80 “750.00 9 2024-01-01 09:48:00 2024-07-01 15:22:00 1451-60000 91 2024.01-01 09:48:00 2024-01-01 09:54:00 CE 48200 Sell 15 558.00 608.00 750.00 92 2024-01-01 08:48:00 2024-01-01 15:22:00 PE 48200 Sell 15 414.10 404.10 150.00 to 2023-12-29 os-48:00 2023-1229 15:01:00 1624 300.00 101 2023-12-29 09:48:00 2023-12-29 15:01:00 CE 48300 Sell 15 708.00 668.00 600.00 102 2023-12-29 09:48:00 2023-12-29 18:40:00 PE 48300 Sell 15 50420 524.20 300.00 « »