Nifty Bull Put Spread Backtest

Nifty Bull Put Spread Backtest | Bullish Options Strategy that works very well in bull market, and limits losses in bear markets.


DTE means Days to Expire. SL Stop Loss TSL means Trail Stop Loss. Trail Stop loss works Step wise. If you keep Trailing Stop Loss at 50%, when ever the price moves in your direction by >50% then the Stop Loss moves by 50%.


This backtesting results are on End of Day Data, means if the price moves intraday above or below you stoploss or target points. it wont be taken into consideration. Only the EOD price will be used for Calculation


Total PnL
-
Expectancy
-
Max Profit
-
Max Loss
-
Win %
-
Loss %
-
Avg Win
-
Avg Loss
-
Max Win Streak
-
Max Loss Streak
-
Max Drawdown
-
Recovery Days
-
Filter Months
Year JanFebMarApr MayJunJulAug SepOctNovDec PnL Trades MDD
Yearly Weekday PnL
Year Mon Tue Wed Thu Fri Sat PnL Trades
Trades
Symbol Expiry PnL Spot Δ Entry Day Entry Date Exit Date Exit Day Spot Entry Spot Exit Opt Buy Strike Buy Entry Buy Exit Opt Sell Strike Sell Entry Sell Exit Exit Reason Equity DD