Nifty Put Option Sell Backtest

We will backest Nifty Short Put Option Strategy. We will select days to expire and ATM, ITM or OTM option, we will also set target, stop loss and trail stoploss and check the strategy results.

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