BNF New 09:48 intra @ Credits:164 Add Credits —-Backtests Remaining: 36 Buy Backteste Instrument settings Entry settings Selectindex “eanety sve ype fo) ndewiotem © EY m=] Eni Tine ova partine (1505 Legwise settings Norecnty after Ci @ Tost werekevenpnee © [ Leg Builder Expand ] Legs #1 soe Peiton option Type Exty Select strike Cntr 8 iM “sel v “call v “Weekly v “Strike Type vo ‘m2 ow Target Profit @ Stop toss @D TailsL® QD Re-entry on tot CD #2 vote Position solv a Reenty on tat CD co a Overall strategy settings Overal'stop Loss CD Reentyonsio Range Breakout CD simple Momentum Pes. oo Option Type Expiry ‘Select strike Criteria Yr y “oe Type Y vme v stoptoss @D Tai sO QD ma ~ Reentyonsi® CB ce a simple Momentum Se Range Breskout overeat OD >. £Algots i. .overaiReentyonsi® CD overall Reentyon Tt CD Tring options @ It profit reaches 100 Lock profit 1000 Foreveryincrease in 5. eee aay profit by Date Enter the duration of your backtest StartDate 20100113 End Date 202401-12 Results Following recults are backtested ecults on historical data Past performance doesnot guarantee future results. K Filter Days: HE Curciatve Pot IE Underyng Value $000Calendar Daysto Expiry CE “== v Year Jan Feb Mar, Apr May Jun Jul 2017 4918 28828525713. 5267 1,136 -1,036 zoe 5852 2.385 10243 10272 5073-11045 2.301 2019 8438-344 9532-711 13,630 15,005 4809 2020 8322-3793 2,110 7529 6813 12,060 94606 zor 11115 21491 1072-515 12918 946 12,082 2022 3887 8142 12197 8382-5436 2028 15,833 2023 10,707 14775 4494 2943 1.680 283856 mu 962 20 ono a 0 ° (CW ncude Brokerage CAH Toxes charges Margin Esumate z0 % 33,386.04 Calculate Curve Fitting Analysis Monte Carlo Drawdown: No. oF Sin 10 un Sin Overall stats: Slppage: __nvOut Sample Spit Date:@__Select VIX Range 0%) zens From 1 To 150 ‘Sample Overall Profit (oeng Tages 591206.25 No. of Trades i Max Profit in Single Trade ‘Average Profit per Trade 2067 ‘Max Loss in Single fo ‘Aug Sep Oct-Nov Dec Total 4M 8673 1458 4775 4398-984 97.401 1486 6414 1920 4311 4411 53.628 4815 6614 12459 17,679 4437 96,366 8777 723 22556 8953 449 86,362 -10, 7879 978 13668 3355 4163 1906162 2772 6433 9320 740 8.663 72.965 94 12048 5998 2837 4395 4914 68.679 OnE Ont oN TOMA MoH 9 42 annualized for caleulation =) Insemple w Sample t-s2e03 can 716 Reward to Risk Ratio i Expectancy Ratio,Berea Seren ee eens Ree etniete: Win % . Max Drawdown Max Losing Streak Loss 10,542 (trades) Average Profit on uration of Max ‘Max trades in any finning Trades Drawdown Winning Trad ean drawdown Full Report SortBy “Entydte ¥ Showing 1 - 10 trades out of 1732 Index EntryDate EntryTime _ExitDate Exit Time Type Strike B/S Qty EntryPrice ExitPrice Vic P/L. 1 2024-01-12 09:48:00 2024-07-12 18:07:00 1243 700.50 1A 2024-01-12 09:48:00 2024-01-12 10:05:00 CE 47300 Sell 15 46415 539.15 “1125.00 1.2 2024-01-12 09:48:00 2024-01-12 15:07:00 PE 47700 Sell 15 407.30 285.60 1825.50 2 2024-01-11 09:48:00 2024-07-11 14:25:00 13.06 959.25 21 2024-01-11 09:48:00 2024-01-11 14:25:00 CE 47300 Sell 15 529.50 395.55 2009.25 22 2024.01-11 09:48:00 2024-01-11 14:11:00 PE 47700 Sell 15 42425 494.25 1050.00 3 2024-01-10 09:48:00 2024-07-10 12:46:00 1351 -1050.00 31 2024-01-10 09:48:00 2024-01-10 10:00:00 CE 47000 Sell 15 251.90 321.90 1050.00 32 20240110 09:48:00 2024-01-10 12:46:00 PE 47400 Sell 15 251.60 251.60 0.00 4 2024-01-09 09:48:00 2024-07-09 11:21:00 13.09 939.00 41 2024-01-09 09:48:00 2024-01-09 10:19:00 CE 47400 Sell 15 34215 412.15 1050.00 42 2024.01-09 09:48:00 2024-01-09 11:21:00 PE 47800 Sell 15 297.00 164.40 1989.00 5 2024-01-08 09:48:00 2024-07-08 10:56:00 13.14 -1050.00 5.1 2024-01-08 09:48:00 2024-01-08 10:32:00 CE 47800 Sell 15 34470 414.70 1050.00 52 2024-01-08 09:48:00 2024-01-08 105600 PE 48200 Sell 15 375.00 375.00 0.00 6 2024-01-05 09:48:00 2028-07-05 | 14:13:00 1314 2700.00 61 2024-01-05 09:48:00 2024-01-05 14:13:00 CE 48100 Soll 15 43260 182.60 3750.00 62 2024-01-05 09:48:00 2024-01-05 10:44:00 PE 48500 Sell 15 391.50 461.50 1050.00 7 2024-01-04 09:48:00 2024-07-04 13:35:00 1389 974.25 7A 2024-01-04 09:48:00 2024-01-04 10:15:00 CE 47700 Sell 15 475.00 545,00 1050.00 7.2 2024-01-04 09:48:00 2024-01-04 12:35:00 PE 48100 Sell 15 44435 309.40 2024.25 8 2024-01-03 09:48:00 2028-07-03 12:07:00 1464 1434.00 81 2024-01-03 09:48:00 2024-01-03 10:08:00 CE 47300 Sell 15 242.50 312.50 1050.00 82 2024-01-03 09:48:00 2024-01-03 12:07:00 PE 47700 Sell 15 249.10 83.80 2484.00 9 2024-01-02 09:48:00 2028-07-02 15:08:00 1460 2700.00 91 2024-01-02 09:48:00 2024-07-02 15:08:00 CE 48000 sell 15 334.20 84.20 3750.00 92 2024-01-02 09:48:00 2024-01-02 09:57:00 PE 48400 Sell 15 315.65 985.65 1050.00 10 2024-01-01 0:48:00 2028-07-01 15:02:00 1451 1335.00 101 2024-01-01 09:48:00 2024-01-01 09:54:00 CE 48000 Sell 15 39455 464.55 1050.00 102 2024.01-01 09:48:00 2024-01-01 15:02:00 PE 48400 Sell 15 351.00 192.00 2385.00 « »