Backtest Report

Created On: Feb 08 2023

Generated In: 18 minutes
Backtest ID: 23244420
Strategy: Option Buying Super Trend UE -4500 By The System Trader
Link: www.tradetron.tech/strategy/2394557
Period: August 08, 2022 to February 07, 2023
Frequency: 1 Minute
Trade Price: Close
Type: intraday
Notes: ue @ -4500

PNL Curve

100,000 Equity

50,000

-50,000

-100,000

-150,000
8-Aug-22 1-Sep-22 1-Oct-22 1-Nov-22 1-Dec-22 1-Jan-23 1-Feb-23

Date

Statistics
S No Name Value
1 Capital Required Rs. 100 K
2 Total PNL Rs. 30.1 K
3 Drawdown 116.84%
4 Std Deviation 2.33%
5 Sharpe Ratio 0.24
6 Total Trading Days 123
7 Win Days 29
8 Loss Days 94
9 Win Rate 24.0%
10 Avg Monthly Profit Rs. 5147.0
11 Avg Monthly ROI 5.15%
12 Total ROI 30.15%
13 Max Profit in a Day Rs. 123719.0
14 Max Loss in a Day Rs. -7556.0
15 Avg Profit/Loss Daily Rs. 245.0
16 Avg Profit on Profit Days Rs. 16280.0
17 Avg Loss on Loss Days Rs. -4702.0
18 Avg no. of trades (Buy + Sell) per trading day 6
 Month Wise PNL
Month Total Trades PNL PNL %
Aug, 22 84 Rs. 14.3 K 14.33
Sep, 22 122 Rs. -12.2 K -12.23
Oct, 22 90 Rs. -78.8 K -78.76
Nov, 22 152 Rs. -37.1 K -37.13
Dec, 22 146 Rs. 74.8 K 74.76
Jan, 23 144 Rs. 90 K 90.01
Feb, 23 14 Rs. -20.8 K -20.84