Nifty Long Straddle Strategy Backtest

We will backtest Nifty Long Straddle Strategy and findout whether it is profitable or not. check its expectancy and win and loss rate.

DTE

Strike

Total PnL

Expectancy

Max Profit

Max Loss

Win %

Loss %

Avg Win

Avg Loss

Max Win Streak

Max Loss Streak

Max Drawdown

Recovery Days

Yearly Monthly PnL

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total PnL	Total Trades	MDD

Yearly Weekday PnL

Year	Mon	Tue	Wed	Thu	Fri	Sat	PnL	Trades

Price Multiples

Year	2x	3x	4x	5x	6x	7x	8x	9x	10x	15x

❌ Failed Profit Booking (High hit but Exit in Loss)

High Multiple	Loss Trades Count

📉 Giveback Matrix (High vs Exit Multiple)

Trades

Option Price

Symbol	Spot Entry	Spot Exit	Spot Δ	Entry Date	Entry Day	Exit Date	Exit Day	Expiry	Opt	Strike	CE Entry	PE Entry	Entry Price	CE Exit	PE Exit	Exit Price	High	Low	DTE	PnL	Equity	DD

Calculators

PIVOT POINT CALC

POSITION SIZE CALC

CAGR CALC

TARGET CALC

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