Sensex Bull Put Spread Strategy Backtest

Sensex Bull Put Spread Option Strategy Backtest | Net Credit Strategy which has high succes rate and high avg win percentage

Higher strike - receive premium
Lower strike - pay premium
Strategy: Bull Put Spread (Credit Spread) | Action: Sell Higher PUT + Buy Lower PUT | Money Flow: Net CREDIT at entry | Max Profit: Credit Received | Max Loss: Spread Width - Credit
Total PnL

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Expectancy

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Max Profit

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Max Loss

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Win %

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Loss %

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Avg Win

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Avg Loss

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Max Win Streak

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Max Loss Streak

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Max Drawdown

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Recovery Days

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Yearly Monthly PnL
Year JanFebMarApr MayJunJulAug SepOctNovDec Total PnL Total Trades MDD
Yearly Weekday PnL
Year MonTueWed ThuFriSat PnL Trades
Return Achieved
πŸ“ˆ Shows maximum profit potential reached during each trade:
β€’ 200%+ = More than tripled your money
β€’ 100-199% = Doubled to tripled (200-300% total)
β€’ 50-99% = Made 50-99% profit at best point
β€’ 0-49% = Small profit or breakeven
β€’ Loss = Never went profitable
Calculated as: (Max Spread Value - Cost) Γ· Cost
Year 200%+ 100-199% 50-99% 0-49% Loss
❌ Missed Opportunities
⚠️ Shows trades that showed profit potential but still ended in loss:
β€’ Identifies "painful" trades where you could have taken profits
β€’ High numbers suggest poor profit-taking discipline
β€’ Helps improve exit timing and trade management
Example: "3 spreads reached 200%+ return but still closed at a loss"
Max Return Achieved Missed Profit Count
πŸ“‰ Profit Giveback Analysis (Max Return vs Exit Return)
πŸ“Š Shows relationship between best performance and final outcome:
β€’ Left columns β†’ Gave back most profits (exited poorly)
β€’ Right columns β†’ Captured most profits (exited well)
β€’ Diagonal β†’ Exited near peak performance
β€’ Helps identify if you exit too early or too late
Example: "15 spreads reached only 0-49% max return and exited at a loss"
Understanding Bull Call Spread Metrics

Why Return Percentages instead of Price Multiples?

Traditional Price Multiples (Wrong for spreads):
β€’ 2x price multiple β‰  200% return for spreads
β€’ Doesn't account for net debit cost
β€’ Misleading for defined-risk strategies
Return Percentages (Correct for spreads):
β€’ Shows actual profit percentage
β€’ Accounts for cost (net debit)
β€’ Matches how traders think about returns
πŸ“‹ Calculation Example:
Buy Call: 53.65 | Sell Call: 16.05 β†’ Net Debit: 37.60
During trade: Spread value reaches 90.00
Return = (90.00 - 37.60) Γ· 37.60 = 139% return
This goes in 100-199% bucket
🎯 How to Use These Metrics:
  • Return Achieved: Assess trade setup quality
  • Missed Opportunities: Improve profit-taking discipline
  • Giveback Analysis: Optimize exit timing
Trades
Symbol Spot Entry Spot Exit Spot Ξ” Entry Date Entry Day Exit Date Exit Day Expiry Strategy Strikes Buy Entry Sell Entry Net Debit Buy Exit Sell Exit Net Credit Strategy High Strategy Low DTE PnL Max Profit Max Loss Equity DD
Bull Call Spread Calculations:
β€’ Net Debit = Buy Premium - Sell Premium
β€’ Max Profit (Theor) = (Sell Strike - Buy Strike) - Net Debit
β€’ Max Loss (Theor) = Net Debit (premium paid)
β€’ High/Low = Spread value (Buy Price - Sell Price) during trade
β€’ Actual PnL = Exit Spread Value - Entry Spread Value

Calculators

PIVOT POINT CALC
POSITION SIZE CALC
CAGR CALC
TARGET CALC

"The temptation to β€œmake back losses quickly” is the root of most blowups. Revenge trading in options is especially dangerous."

"AI Backtesting tools are for informational and educational purposes only β€” they are not investment advice. We do not provide tips and advice. Investment in stock market is subject to financial risk, Please consult your financial advisor before investing any money"