Nifty 916 Short Straddle backtest Exit time 2:30pm

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We are going to backtest this Nifty Short Straddle stragegy. we will take and entry at 9:16am when the market opens and exit at 14:30  before the afternoon volatility starts. we will see the results and check whether this strategy is profitable or not.

nifty-backtesting-intraday-short-straddle-916am-to-230pm
You may also like to backtest with other exit time
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  • Exit time 1pm
  • Exit time 1;15pm
  • Exit time 1:;30pm
  • Exit time 1:;45pm
  • Exit time 2pm
  • Exit time 2::15pm
  • Exit time 2::30pm
  • Exit time 2:45pm
  • Exit time 3pm
  • Exit time 3:15pm
  • Exit time 3:25pm
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Nifty Short Straddle entry time 9:16am Exit time 2:30pm charts

Nifty Intraday Short Straddle Profit & Loss

See also  Nifty Intraday 916 Short Strangle Exit time 1515pm

Nifty Intraday Short Straddle Strategy 9:16am -2:30pm Performance Summary

Nifty Short Straddle 916 1430 Summary

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Nifty Intraday Short Straddle 9:16am -2:30pm Day wise Backtesting Results

Nifty Short Straddle 916 1430 DAY WISE

See also  Nifty Historical Data

Nifty 9:16am -2:30pm Intraday Short Straddle Strategy Month wise Backtest Results

FAQ ON Nifty Short Straddle

Is Short Straddle a good Strategy

Yes Short Straddle is a good strategy

Can I Trade in Nifty Short Straddle

Yes you can trade in Nifty Short Straddle Strategy.

I am new to Trading Can I Trade Short Straddle Strategy

Yes you can trade in Short Straddle Strategy.

What is Short Straddle Option Strategy

Short Straddle Option strategy You have to sell a a call option and a put option of the same strike price of the same expiry,

Can I close 1 Leg in Short Straddle Strategy

Yes, you can close one leg at any point. but it will convert your strategy to a naked option selling which is dangerous. so carefully backtest the strategy before closing any leg.

Which is best Nifty Short Straddle of bank Nifty Short Straddle?

Nifty is stable and has low volatility hence the premiums are low as compared to Bank Nifty. Bank Nifty is highly volatile and its IV are high hence the premium are high which attracts lots of trader,

Conclusion for backtesting of Nifty Intraday Short Straddle

Below is the conclusion on free backtest of Nifty Intraday short Straddle. 

We can observe that the Nifty Short straddle Strategy is Profitable and it has given a profit of Rs.114156.

It has average day profit of Rs.87. Max profit on a single day is Rs.17119 and Max loss of Rs.-34882.

It has 64%win days and 36% loss days.

Average monthly profit is Rs.1760.

Average Profit on win days is Rs.1444.

Average Loss on losing days is Rs.-2357.

Max winning streak is 13 days and max losing streak is 6 days.

Max drawdown is Rs.-97189. recovery period is 692 (386 Days) (24 May 2019 – 15 Apr 2021)

Return to max drawdown is 0.22.

Expectancy is 0.03 for this intraday short straddle straddle 

nifty-backtesting-intraday-short-straddle-916am-to-230pm

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