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  • Banknifty Backtesting Report of Aug 2023

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    rajeev gupta
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    - This document shows the results from an algorithmic trading system on a single day, with various entries and exits of buy and sell positions in options of BANKNIFTY. - A total cumulative profit of Rs. 34,323 was achieved over 27 separate trades throughout the day. - The results are only valid for that single day and no guarantees are made about past or future performance of the algorithm.

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    Original Title

    BANKNIFTY BACKTESTING REPORT OF AUG 2023

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    - This document shows the results from an algorithmic trading system on a single day, with various entries and exits of buy and sell positions in options of BANKNIFTY. - A total cumulative profit of Rs. 34,323 was achieved over 27 separate trades throughout the day. - The results are only valid for that single day and no guarantees are made about past or future performance of the algorithm.

    Copyright:

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

    Banknifty Backtesting Report of Aug 2023

    Uploaded by

    rajeev gupta
    - This document shows the results from an algorithmic trading system on a single day, with various entries and exits of buy and sell positions in options of BANKNIFTY. - A total cumulative profit of Rs. 34,323 was achieved over 27 separate trades throughout the day. - The results are only valid for that single day and no guarantees are made about past or future performance of the algorithm.

    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
    8/1/2023 9:39 BANKNIFTY03AUG2345900PE Buy Entry 60 291.85 - -
    8/1/2023 9:47 BANKNIFTY03AUG2345900PE Buy Exit 60 - 282.7 -549
    8/1/2023 9:48 BANKNIFTY03AUG2345900PE Buy Entry 60 292 - -
    8/1/2023 10:54 BANKNIFTY03AUG2345900PE Buy Exit 60 - 361 4140
    8/2/2023 10:18 BANKNIFTY03AUG2345400PE Buy Entry 60 222.45 - -
    8/2/2023 11:08 BANKNIFTY03AUG2345400PE Buy Exit 60 - 422.7 12015
    8/3/2023 10:15 BANKNIFTY03AUG2344900PE Buy Entry 60 205.4 - -
    8/3/2023 10:19 BANKNIFTY03AUG2344900PE Buy Exit 60 - 180.8 -1476
    8/3/2023 10:08 BANKNIFTY03AUG2345000PE Buy Entry 60 254.45 - -
    8/3/2023 10:11 BANKNIFTY03AUG2345000PE Buy Exit 60 - 244.15 -618
    8/4/2023 9:36 BANKNIFTY10AUG2344800PE Buy Entry 60 366 - -
    8/4/2023 9:51 BANKNIFTY10AUG2344800PE Buy Exit 60 - 434.85 4131
    8/4/2023 10:10 BANKNIFTY10AUG2344800PE Buy Entry 60 369.55 - -
    8/4/2023 10:39 BANKNIFTY10AUG2344800PE Buy Exit 60 - 366.3 -195
    8/7/2023 9:34 BANKNIFTY10AUG2344900PE Buy Entry 60 275.85 - -
    8/7/2023 9:36 BANKNIFTY10AUG2344900PE Buy Exit 60 - 335.5 3579
    8/7/2023 9:45 BANKNIFTY10AUG2345100CE Buy Entry 60 185.6 - -
    8/7/2023 9:46 BANKNIFTY10AUG2345100CE Buy Exit 60 - 173 -756
    8/8/2023 10:01 BANKNIFTY10AUG2345000CE Buy Entry 60 164.2 - -
    8/8/2023 10:47 BANKNIFTY10AUG2345000CE Buy Exit 60 - 240.45 4575
    8/8/2023 9:35 BANKNIFTY10AUG2345000PE Buy Entry 60 309 - -
    8/8/2023 9:55 BANKNIFTY10AUG2345000PE Buy Exit 60 - 295 -840
    8/9/2023 9:31 BANKNIFTY10AUG2344900PE Buy Entry 60 299.2 - -
    8/9/2023 9:36 BANKNIFTY10AUG2344900PE Buy Exit 60 - 279.15 -1203
    8/9/2023 9:45 BANKNIFTY10AUG2344900PE Buy Entry 60 300.35 - -
    8/9/2023 9:57 BANKNIFTY10AUG2344900PE Buy Exit 60 - 294.8 -333
    8/10/2023 9:34 BANKNIFTY10AUG2344900PE Buy Entry 60 289.45 - -
    8/10/2023 9:35 BANKNIFTY10AUG2344900PE Buy Exit 60 - 260.85 -1716
    8/10/2023 10:00 BANKNIFTY10AUG2345000CE Buy Entry 60 73.6 - -
    8/10/2023 10:01 BANKNIFTY10AUG2345000CE Buy Exit 60 - 47.15 -1587
    8/11/2023 11:01 BANKNIFTY17AUG2344500PE Buy Entry 60 321.4 - -
    8/11/2023 11:06 BANKNIFTY17AUG2344500PE Buy Exit 60 - 334.55 789
    8/11/2023 12:57 BANKNIFTY17AUG2344500PE Buy Entry 60 321.95 - -
    8/11/2023 13:01 BANKNIFTY17AUG2344500PE Buy Exit 60 - 301.5 -1227
    8/14/2023 9:35 BANKNIFTY17AUG2344000PE Buy Entry 60 320.65 - -
    8/14/2023 9:36 BANKNIFTY17AUG2344000PE Buy Exit 60 - 296.65 -1440
    8/14/2023 14:49 BANKNIFTY17AUG2344300CE Buy Entry 60 138.55 - -
    8/14/2023 15:05 BANKNIFTY17AUG2344300CE Buy Exit 60 - 156.45 1074
    8/16/2023 10:18 BANKNIFTY17AUG2344000CE Buy Entry 60 98.85 - -
    8/16/2023 10:29 BANKNIFTY17AUG2344000CE Buy Exit 60 - 88.6 -615
    8/16/2023 12:10 BANKNIFTY17AUG2344000CE Buy Entry 60 85.8 - -
    8/16/2023 13:28 BANKNIFTY17AUG2344000CE Buy Exit 60 - 107.55 1305
    8/17/2023 10:05 BANKNIFTY17AUG2344100CE Buy Entry 60 60.25 - -
    8/17/2023 11:10 BANKNIFTY17AUG2344100CE Buy Exit 60 - 57.25 -180
    8/17/2023 11:16 BANKNIFTY17AUG2344100CE Buy Entry 60 34.45 - -
    8/17/2023 12:38 BANKNIFTY17AUG2344100CE Buy Exit 60 - 12.95 -1290
    8/18/2023 9:35 BANKNIFTY24AUG2344100CE Buy Entry 60 198.45 - -
    8/18/2023 9:37 BANKNIFTY24AUG2344100CE Buy Exit 60 - 255.45 3420
    8/18/2023 10:20 BANKNIFTY24AUG2344100CE Buy Entry 60 189.05 - -
    8/18/2023 10:54 BANKNIFTY24AUG2344100CE Buy Exit 60 - 163.8 -1515
    8/21/2023 9:47 BANKNIFTY24AUG2344000PE Buy Entry 60 270 - -
    8/21/2023 10:20 BANKNIFTY24AUG2344000PE Buy Exit 60 - 263.2 -408
    8/21/2023 10:20 BANKNIFTY24AUG2344000PE Buy Entry 60 270.2 - -
    8/21/2023 10:28 BANKNIFTY24AUG2344000PE Buy Exit 60 - 243.55 -1599
    8/22/2023 9:54 BANKNIFTY24AUG2344100PE Buy Entry 60 198.85 - -
    8/22/2023 10:15 BANKNIFTY24AUG2344100PE Buy Exit 60 - 186.5 -741
    8/22/2023 9:38 BANKNIFTY24AUG2344200CE Buy Entry 60 131.55 - -
    8/22/2023 9:54 BANKNIFTY24AUG2344200CE Buy Exit 60 - 106.2 -1521
    8/23/2023 9:54 BANKNIFTY24AUG2344000PE Buy Entry 60 148.6 - -
    8/23/2023 10:26 BANKNIFTY24AUG2344000PE Buy Exit 60 - 127.5 -1266
    8/23/2023 11:06 BANKNIFTY24AUG2344100CE Buy Entry 60 110.75 - -
    8/23/2023 11:51 BANKNIFTY24AUG2344100CE Buy Exit 60 - 188.5 4665
    8/25/2023 10:25 BANKNIFTY31AUG2344200PE Buy Entry 60 264.65 - -
    8/25/2023 10:38 BANKNIFTY31AUG2344200PE Buy Exit 60 - 337.55 4374
    8/25/2023 11:23 BANKNIFTY31AUG2344200PE Buy Entry 60 258.05 - -
    8/25/2023 11:27 BANKNIFTY31AUG2344200PE Buy Exit 60 - 260.85 168
    8/28/2023 10:30 BANKNIFTY31AUG2344400CE Buy Entry 60 206.1 - -
    8/28/2023 14:15 BANKNIFTY31AUG2344400CE Buy Exit 60 - 279 4374
    8/29/2023 9:58 BANKNIFTY31AUG2344500PE Buy Entry 60 200.85 - -
    8/29/2023 10:13 BANKNIFTY31AUG2344500PE Buy Exit 60 - 185.45 -924
    8/29/2023 10:15 BANKNIFTY31AUG2344500PE Buy Entry 60 158.95 - -
    8/29/2023 11:11 BANKNIFTY31AUG2344500PE Buy Exit 60 - 157 -117
    8/30/2023 10:29 BANKNIFTY31AUG2344600PE Buy Entry 60 104.85 - -
    8/30/2023 15:05 BANKNIFTY31AUG2344600PE Buy Exit 60 - 266.65 9708
    8/30/2023 9:30 BANKNIFTY31AUG2344800CE Buy Entry 60 111.15 - -
    8/30/2023 10:29 BANKNIFTY31AUG2344800CE Buy Exit 60 - 105.75 -324
    8/31/2023 10:29 BANKNIFTY31AUG2344100PE Buy Entry 60 113.6 - -
    8/31/2023 10:57 BANKNIFTY31AUG2344100PE Buy Exit 60 - 115.45 111
    8/31/2023 9:37 BANKNIFTY31AUG2344300CE Buy Entry 60 121.35 - -
    8/31/2023 10:01 BANKNIFTY31AUG2344300CE Buy Exit 60 - 93.6 -1665

    Total cumulative P&L 34323

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

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