Sensex Long Straddle Strategy Backtest

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

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
Price Multiples
Year 2x3x4x5x6x 7x8x9x10x15x
❌ Failed Profit Booking (High hit but Exit in Loss)
High Multiple Loss Trades Count
📉 Giveback Matrix (High vs Exit Multiple)
Trades
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

"Straddles and strangles are not lottery tickets—they’re volatility trades. Enter them only when you understand the rules of the game."

"AI Backtesting tools are for informational and educational purposes only — 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"