Backtesting & Performance Analytics

Last run: 31 May 2026, 08:42 IST

Instrument

Strategy

Expiry Type

From Date

To Date

Timeframe

Walk-Forward Testing

Tick Replay Mode

Include Slippage (0.05%)

Include Brokerage (₹20/order)

CAGR

38.4%

vs 14.2% Nifty benchmark

Jan 2025 – May 2026

Sharpe Ratio

1.84

Excellent (>1.5)

Risk-adjusted return

Sortino Ratio

2.31

Strong downside protection

Downside risk-adjusted

Max Drawdown

−12.7%

Recovery: 18 trading days

Mar 2025 (Budget Day)

Win Rate

61.4%

+3.2% vs last quarter

519 / 847 trades

Profit Factor

2.18

Target: >2.0 ✓

Gross profit / gross loss

Avg Trade P&L

₹1,842

Avg winner: ₹4,210

Per closed trade

Expectancy

₹1,124

Avg loser: −₹2,180

Per ₹ risked

Equity Curve

EMA Trend — NIFTY Weekly · ₹8L initial capital

Strategy

Nifty B&H

+68.4%

Underwater Drawdown

% below peak equity at each point

Max DD

−12.7%

Avg DD

−2.8%

Monthly Returns Heatmap

EMA Trend Strategy — NIFTY Weekly

Loss

Gain

Strong

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2025	+4.2	+5.1	-5.8	+9.8	+5.2	+5.1	+5.8	-2.9	+7.8	+4.3	-2.4	+5.9	+42.1%
2026	+3.6	+3.6	+3.5	+2.6	+2.2	—	—	—	—	—	—	—	+15.5%

Strategy Comparison

Jan 2025 – May 2026 · Same capital

EMA TrendBest

+38.4%

Sharpe

1.84

Max DD

-12.7%

Win%

61.4%

Trades

847

ORB

+31.2%

Sharpe

1.62

Max DD

-9.8%

Win%

58.2%

Trades

412

VWAP Rev

+24.8%

Sharpe

1.41

Max DD

-14.2%

Win%

54.6%

Trades

1024

Supertrend

+28.6%

Sharpe

1.55

Max DD

-11.4%

Win%

57.1%

Trades

634

Momentum

+19.4%

Sharpe

1.22

Max DD

-16.8%

Win%

51.3%

Trades

286

OI Buildup

+22.1%

Sharpe

1.34

Max DD

-13.1%

Win%

53.8%

Trades

378

Trade Log

12 trades+₹68,905 total8/12 wins

Date	Time	Instrument	Strike	Type	Dir	Lots	Entry	Exit	P&L	P&L%	Exit Reason	Strategy	Confidence	Duration	Slippage
31 May	09:28	NIFTY	24,400	CE	LONG	3	₹198.00	₹258.40	+₹8,640	+30.5%	Target Hit	ORB	91%	4h 12m	₹0.8
31 May	09:42	NIFTY	24,500	CE	LONG	2	₹182.50	₹241.30	+₹11,760	+32.2%	Trailing SL	EMA Trend	84%	5h 30m	₹1.2
30 May	10:15	BANKNIFTY	52,000	PE	SHORT	1	₹310.00	₹284.60	₹-1,905	-8.2%	SL Hit	VWAP Rev	78%	3h 23m	₹2.1
30 May	11:30	FINNIFTY	23,200	CE	LONG	1	₹145.00	₹162.80	+₹1,246	+12.3%	Target Hit	Supertrend	76%	2h 10m	₹0.5
29 May	09:22	NIFTY	24,300	CE	LONG	4	₹112.00	₹187.50	+₹18,000	+67.4%	Target Hit	ORB	94%	1h 48m	₹1.4
29 May	13:45	BANKNIFTY	51,500	PE	LONG	2	₹245.00	₹198.00	₹-5,640	-19.2%	SL Hit	OI Buildup	71%	45m	₹3.2
28 May	10:05	NIFTY	24,200	CE	LONG	2	₹165.00	₹218.40	+₹6,408	+32.4%	Target Hit	EMA Trend	82%	3h 55m	₹0.9
27 May	09:35	MIDCPNIFTY	12,400	PE	LONG	2	₹88.00	₹102.50	+₹1,450	+16.5%	Partial Target	Momentum	77%	2h 20m	₹0.6

Showing 1–8 of 12 trades