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  • Banknifty MT

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    This document summarizes the results of backtesting a trading strategy on the Banknifty index in 2017. It includes key metrics such as total profit of 9840, number of trades at 29, winning trades at 18, losing trades at 11, largest single profit of 1694, and largest consecutive profit of 4887. The summary provides an overview of the performance of the backtested trading strategy in 2017.

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    Banknifty_MT

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    This document summarizes the results of backtesting a trading strategy on the Banknifty index in 2017. It includes key metrics such as total profit of 9840, number of trades at 29, winning trades at 18, losing trades at 11, largest single profit of 1694, and largest consecutive profit of 4887. The summary provides an overview of the performance of the backtested trading strategy in 2017.

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    4 views1 page

    Banknifty MT

    Uploaded by

    narendrasingh4039
    This document summarizes the results of backtesting a trading strategy on the Banknifty index in 2017. It includes key metrics such as total profit of 9840, number of trades at 29, winning trades at 18, losing trades at 11, largest single profit of 1694, and largest consecutive profit of 4887. The summary provides an overview of the performance of the backtested trading strategy in 2017.

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    2017 Banknifty Backtesting Top Bottom Theory

    DATE TRADE ENTRY EXIT P&L Notional High/Low ADDTNL P/L SUMMARY Total
    04 January 2017 SELL 18034 18060 -26 17923 111 No of trades 29
    05 January 2017 BUY 18060 19103 1043 19297 1237 No winning 18
    20 January 2017 SELL 19103 19199 -96 18742 361 No losing 11
    25 January 2017 BUY 19199 20681 1482 21024 1825 Buy Trades 14
    02 March 2017 SELL 20681 20734 -53 20494 187 Sell Trades 15
    08 March 2017 BUY 20734 21488 754 21729 995 Largest Loss -632
    07 April 2017 SELL 21488 21683 -195 21355 133 Largest Consecutive Loss -666
    11 April 2017 BUY 21683 21710 27 21813 130 Largest Profit 1694
    17 April 2017 SELL 21710 21733 -23 21381 329 Largest Consecutive Profit 4887
    24 April 2017 BUY 21733 22762 1029 22985 1252
    12 May 2017 SELL 22762 22842 -80 22582 180
    16 May 2017 BUY 22842 22708 -134 22959 117
    22 May 2017 SELL 22708 22798 -90 22659 49
    25 May 2017 BUY 22798 23539 741 23778 980
    12 June 2017 SELL 23539 23486 53 23308 231
    19 June 2017 BUY 23486 23692 206 23891 405
    23 June 2017 SELL 23692 23240 452 23007 685
    03 July 2017 BUY 23240 24934 1694 25260 2020
    03 August 2017 SELL 24934 24377 557 23882 1052
    01 September 2017 BUY 24377 24853 476 25104 727
    21 September 2017 SELL 24853 24145 708 23609 1244
    06 October 2017 BUY 24145 24111 -34 24891 746
    19 October 2017 SELL 24111 24743 -632 23886 225
    25 October 2018 BUY 24743 25468 725 25715 972
    07 November 2017 SELL 25468 25495 -27 25237 231
    16 November 2017 BUY 25495 25778 283 26200 705
    30 November 2017 SELL 25778 25225 553 24885 893
    08 December 2017 BUY 25225 25621 396 25795 570
    27 December 2017 SELL 25621 25570 51 25287 334
    Total 9840 0

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