Bank Nifty Long Straddle Strategy Backtest
We will backtest Bank Nifty Long Straddle Strategy and findout whether it is profitable or not. check its expectancy and win and loss rate.
Total PnL
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Expectancy
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Max Profit
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Max Loss
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Win %
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Loss %
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Avg Win
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Avg Loss
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Max Win Streak
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Max Loss Streak
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Max Drawdown
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Recovery Days
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Yearly Monthly PnL
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total PnL | Total Trades | MDD |
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Yearly Weekday PnL
| Year | Mon | Tue | Wed | Thu | Fri | Sat | PnL | Trades |
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Price Multiples
| Year | 2x | 3x | 4x | 5x | 6x | 7x | 8x | 9x | 10x | 15x |
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❌ Failed Profit Booking (High hit but Exit in Loss)
| High Multiple | Loss Trades Count |
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📉 Giveback Matrix (High vs Exit Multiple)
Trades
| Symbol | Spot Entry | Spot Exit | Spot Δ | Entry Date | Entry Day | Exit Date | Exit Day | Expiry | Opt | Strike | CE Entry | PE Entry | Entry Price | CE Exit | PE Exit | Exit Price | High | Low | DTE | PnL | Equity | DD |
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