Nifty Bear Call Spread Backtest

The Nifty Bear Call Spread is basically a way to bet that the market won’t shoot up too much. You sell a call at a lower strike and buy another at a higher strike, which keeps your risk capped. When we backtest this on old Nifty data, it shows how the strategy behaves in different markets — like when the index is flat, slightly bullish, or dropping. The cool part is you get to see the real numbers: profits, losses, and margin use. That way, you know exactly when this spread makes sense and when it’s better to stay out.

DTE means Days to Expire. SL Stop Loss TSL means Trail Stop Loss. Trail Stop loss works Step wise. If you keep Trailing Stop Loss at 50%, when ever the price moves in your direction by >50% then the Stop Loss moves by 50%.

This backtesting results are on End of Day Data, means if the price moves intraday above or below you stoploss or target points. it wont be taken into consideration. Only the EOD price will be used for Calculation