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  • BANKNIFTY BACKTESTING I REPORT JAN 23

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    Shakshi Thakur
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    The document shows trading data from buy and sell entries of call and put options on the BANKNIFTY index from January 2, 2023 to January 31, 2023. There were multiple daily trades, with both profits and losses recorded. The total cumulative profit for all the trades shown was Rs. 25,785. A disclaimer is provided stating that all trades are subject to risks and past performance is not indicative of future results.

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    BANKNIFTY BACKTESTING i REPORT JAN 23

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    The document shows trading data from buy and sell entries of call and put options on the BANKNIFTY index from January 2, 2023 to January 31, 2023. There were multiple daily trades, with both profits and losses recorded. The total cumulative profit for all the trades shown was Rs. 25,785. A disclaimer is provided stating that all trades are subject to risks and past performance is not indicative of future results.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Flag for inappropriate content
    Download as pdf or txt
    14 views3 pages

    BANKNIFTY BACKTESTING I REPORT JAN 23

    Uploaded by

    Shakshi Thakur
    The document shows trading data from buy and sell entries of call and put options on the BANKNIFTY index from January 2, 2023 to January 31, 2023. There were multiple daily trades, with both profits and losses recorded. The total cumulative profit for all the trades shown was Rs. 25,785. A disclaimer is provided stating that all trades are subject to risks and past performance is not indicative of future results.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Flag for inappropriate content
    Download as pdf or txt
    of 3

    This results is valid for today only, We do not directly or indirectly make any reference to the past or expected

    future
    return/performance of the Algorithm.
    Signal Time Symbol Type Quantity Entry Price Exit Price P&L
    1/2/2023 9:30 BANKNIFTY05JAN2343200CE Buy Entry 50 217.65 - -
    1/2/2023 14:17 BANKNIFTY05JAN2343200CE Buy Exit 50 - 260 2117.5
    1/2/2023 9:30 BANKNIFTY05JAN2343200PE Buy Entry 50 404.55 - -
    1/2/2023 9:34 BANKNIFTY05JAN2343200PE Buy Exit 50 - 380 -1227.5
    1/3/2023 9:30 BANKNIFTY05JAN2343500CE Buy Entry 50 173.8 - -
    1/3/2023 11:40 BANKNIFTY05JAN2343500CE Buy Exit 50 - 169.2 -230
    1/3/2023 9:30 BANKNIFTY05JAN2343500PE Buy Entry 50 350.75 - -
    1/3/2023 10:13 BANKNIFTY05JAN2343500PE Buy Exit 50 - 331 -987.5
    1/4/2023 9:30 BANKNIFTY05JAN2343700CE Buy Entry 50 122 - -
    1/4/2023 9:36 BANKNIFTY05JAN2343700CE Buy Exit 50 - 95 -1350
    1/4/2023 9:30 BANKNIFTY05JAN2343700PE Buy Entry 50 275.85 - -
    1/4/2023 9:57 BANKNIFTY05JAN2343700PE Buy Exit 50 - 463.45 9380
    1/5/2023 9:30 BANKNIFTY05JAN2343200CE Buy Entry 50 84.1 - -
    1/5/2023 9:40 BANKNIFTY05JAN2343200CE Buy Exit 50 - 63.75 -1017.5
    1/5/2023 9:30 BANKNIFTY05JAN2343200PE Buy Entry 50 234 - -
    1/5/2023 9:34 BANKNIFTY05JAN2343200PE Buy Exit 50 - 221 -650
    1/6/2023 9:30 BANKNIFTY12JAN2342600CE Buy Entry 50 285.7 - -
    1/6/2023 9:50 BANKNIFTY12JAN2342600CE Buy Exit 50 - 288.6 145
    1/6/2023 9:30 BANKNIFTY12JAN2342600PE Buy Entry 50 408.15 - -
    1/6/2023 9:35 BANKNIFTY12JAN2342600PE Buy Exit 50 - 320.65 -4375
    1/9/2023 9:30 BANKNIFTY12JAN2342600CE Buy Entry 50 226.9 - -
    1/9/2023 13:43 BANKNIFTY12JAN2342600CE Buy Exit 50 - 226.8 -5
    1/9/2023 9:30 BANKNIFTY12JAN2342600PE Buy Entry 50 384.9 - -
    1/9/2023 10:08 BANKNIFTY12JAN2342600PE Buy Exit 50 - 365 -995
    1/10/2023 9:30 BANKNIFTY12JAN2342500CE Buy Entry 50 193.35 - -
    1/10/2023 9:50 BANKNIFTY12JAN2342500CE Buy Exit 50 - 180.5 -642.5
    1/10/2023 9:30 BANKNIFTY12JAN2342500PE Buy Entry 50 313.4 - -
    1/10/2023 11:31 BANKNIFTY12JAN2342500PE Buy Exit 50 - 517.25 10192.5
    1/11/2023 9:30 BANKNIFTY12JAN2342000CE Buy Entry 50 168.55 - -
    1/11/2023 9:39 BANKNIFTY12JAN2342000CE Buy Exit 50 - 411.05 12125
    1/11/2023 9:30 BANKNIFTY12JAN2342000PE Buy Entry 50 339.15 - -
    1/11/2023 9:37 BANKNIFTY12JAN2342000PE Buy Exit 50 - 305.45 -1685
    1/12/2023 9:30 BANKNIFTY12JAN2342300CE Buy Entry 50 107.65 - -
    1/12/2023 10:03 BANKNIFTY12JAN2342300CE Buy Exit 50 - 83.6 -1202.5
    1/12/2023 9:30 BANKNIFTY12JAN2342300PE Buy Entry 50 225.7 - -
    1/12/2023 9:33 BANKNIFTY12JAN2342300PE Buy Exit 50 - 176.15 -2477.5
    1/13/2023 9:30 BANKNIFTY19JAN2342100CE Buy Entry 50 347.25 - -
    1/13/2023 9:42 BANKNIFTY19JAN2342100CE Buy Exit 50 - 338.8 -422.5
    1/13/2023 9:30 BANKNIFTY19JAN2342100PE Buy Entry 50 388.75 - -
    1/13/2023 9:35 BANKNIFTY19JAN2342100PE Buy Exit 50 - 364.55 -1210
    1/17/2023 9:30 BANKNIFTY19JAN2342400CE Buy Entry 50 218.95 - -
    1/17/2023 10:48 BANKNIFTY19JAN2342400CE Buy Exit 50 - 208.7 -512.5
    1/17/2023 9:30 BANKNIFTY19JAN2342400PE Buy Entry 50 332 - -
    1/17/2023 10:03 BANKNIFTY19JAN2342400PE Buy Exit 50 - 322.25 -487.5
    1/18/2023 9:30 BANKNIFTY19JAN2342300CE Buy Entry 50 163.85 - -
    1/18/2023 15:05 BANKNIFTY19JAN2342300CE Buy Exit 50 - 275.7 5592.5
    1/18/2023 9:30 BANKNIFTY19JAN2342300PE Buy Entry 50 264.35 - -
    1/18/2023 9:40 BANKNIFTY19JAN2342300PE Buy Exit 50 - 245 -967.5
    1/19/2023 9:30 BANKNIFTY19JAN2342400CE Buy Entry 50 104.1 - -
    1/19/2023 10:51 BANKNIFTY19JAN2342400CE Buy Exit 50 - 81.85 -1112.5
    1/19/2023 9:30 BANKNIFTY19JAN2342400PE Buy Entry 50 182.5 - -
    1/19/2023 9:37 BANKNIFTY19JAN2342400PE Buy Exit 50 - 143 -1975
    1/20/2023 9:30 BANKNIFTY25JAN2342500CE Buy Entry 50 319 - -
    1/20/2023 14:00 BANKNIFTY25JAN2342500CE Buy Exit 50 - 297.8 -1060
    1/20/2023 9:30 BANKNIFTY25JAN2342500PE Buy Entry 50 279.3 - -
    1/20/2023 10:18 BANKNIFTY25JAN2342500PE Buy Exit 50 - 246.55 -1637.5
    1/23/2023 9:29 BANKNIFTY25JAN2342800CE Buy Entry 50 242.85 - -
    1/23/2023 13:01 BANKNIFTY25JAN2342800CE Buy Exit 50 - 235.55 -365
    1/23/2023 9:29 BANKNIFTY25JAN2342800PE Buy Entry 50 213.05 - -
    1/23/2023 9:36 BANKNIFTY25JAN2342800PE Buy Exit 50 - 202.15 -545
    1/24/2023 9:29 BANKNIFTY25JAN2343000CE Buy Entry 50 163 - -
    1/24/2023 10:00 BANKNIFTY25JAN2343000CE Buy Exit 50 - 128.15 -1742.5
    1/24/2023 9:29 BANKNIFTY25JAN2343000PE Buy Entry 50 178.1 - -
    1/24/2023 9:36 BANKNIFTY25JAN2343000PE Buy Exit 50 - 140.2 -1895
    1/25/2023 9:30 BANKNIFTY25JAN2342500CE Buy Entry 50 139.55 - -
    1/25/2023 9:33 BANKNIFTY25JAN2342500CE Buy Exit 50 - 107.5 -1602.5
    1/25/2023 9:30 BANKNIFTY25JAN2342500PE Buy Entry 50 86.2 - -
    1/25/2023 10:08 BANKNIFTY25JAN2342500PE Buy Exit 50 - 285.7 9975
    1/27/2023 9:29 BANKNIFTY02FEB2341100CE Buy Entry 50 499 - -
    1/27/2023 9:38 BANKNIFTY02FEB2341100CE Buy Exit 50 - 562.6 3180
    1/27/2023 9:30 BANKNIFTY02FEB2341100PE Buy Entry 50 687.6 - -
    1/27/2023 9:37 BANKNIFTY02FEB2341100PE Buy Exit 50 - 664.35 -1162.5
    1/30/2023 9:29 BANKNIFTY02FEB2341000CE Buy Entry 50 486.6 - -
    1/30/2023 9:40 BANKNIFTY02FEB2341000CE Buy Exit 50 - 456.55 -1502.5
    1/30/2023 9:29 BANKNIFTY02FEB2341000PE Buy Entry 50 664.5 - -
    1/30/2023 9:52 BANKNIFTY02FEB2341000PE Buy Exit 50 - 931.75 13362.5
    1/31/2023 9:30 BANKNIFTY02FEB2340700CE Buy Entry 50 457.8 - -
    1/31/2023 10:12 BANKNIFTY02FEB2340700CE Buy Exit 50 - 360.9 -4845
    1/31/2023 9:30 BANKNIFTY02FEB2340700PE Buy Entry 50 649.95 - -
    1/31/2023 10:15 BANKNIFTY02FEB2340700PE Buy Exit 50 - 642.05 -395

    Total cumulative P&L 25785

    सभी प्रतिभूतिय ां एल्गो ट्र े त ां ग तसस्टम ब ज र जोखिमोां के अधीन हैं और इस ब ि क कोई आश्व सन नही ां तिय ज सकि है तक
    उपयोगकि ा के उद्दे श्ोां को आज के प्रिर्ा न के आध र पर प्र प्त तकय ज एग । यह पररण म केवल आज के तलए म न्य है ।

    CI4

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