We are going to backtest this Nifty Intraday Bear Call Spread Backtest ( ATM + 100) . we will see the results and check whether this strategy is profitable or not.

Nifty Intraday Bear Call Spread Backtest ( ATM + 100)

Nifty Intraday Bear Call Spread Backtest ( ATM + 100)

Nifty Intraday Bear Call Spread ATM +100 Summary

Nifty Intraday Bear Call Spread Backtest ( ATM + 100)

Nifty Intraday Bear Call Spread ATM +100 Day Wise

Nifty Intraday Bear Call Spread Backtest ( ATM + 100)

Nifty Intraday Bear Call Spread ATM +100 MONTH WISE

Nifty Intraday Bear Call Spread Backtest ( ATM + 100) Profit & Loss

Nifty Intraday Bear Call Spread ATM +100 RESULT

See also  Nifty Intraday Naked Put Buying Backtest (ATM -100)

FAQ ON Nifty Intraday Bear Call Spread

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 Bear Call Spread Backtest ( ATM + 100)

Below is the conclusion on free backtest of Nifty Intraday Bear Call Spread Backtest ( ATM + 100) . 

We can observe that the Nifty Intraday Bear Call Spread Backtest ( ATM + 100) Strategy is Profitable and it has given a profit of Rs.-106773.

It has average day profit of Rs.-81. Max profit on a single day is Rs.27562 and Max loss of Rs.-16561.

It has 50%win days and 50% loss days.

Average monthly profit is Rs.-1646.

Average Profit on win days is Rs.1166.

Average Loss on losing days is Rs.-1322.

Max winning streak is 9 days and max losing streak is 7 days.

Max drawdown is Rs.-129019. recovery period is 1548 (7 Days – Running) (19 Mar 2020 – Running)

Return to max drawdown is 0.16.

Expectancy is- 0.06 for this  Intraday Bear Call Spread Backtest ( ATM + 100) 

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