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

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Nifty Intraday Naked Call Buying Backtest (ATM)) Charts

Nifty Intraday Naked Call Buying Backtest (ATM)Summary

Nifty Intraday Naked Call ATM Summary

Nifty Intraday Naked Call Buying Backtest (ATM)Day wise Resultls

Nifty Intraday Naked Call ATM Day Wise

Nifty Intraday Naked Call Buying Backtest (ATM) Month wise Resultls

Nifty Intraday Naked Call ATM Month Wise

Nifty Intraday Naked Call Buying Backtest (ATM) Backtest Performance

Nifty Intraday Naked Call ATM Result

See also  Nifty Weekly Bull Put Spread ATM (-100)

FAQ on Nifty Call Option buying

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 Naked Call Buying Backtest ( ATM)

Below is the conclusion on free backtest of Nifty Intraday Naked Call Buying  Backtest ( ATM ) . 

We can observe that the Nifty Intraday Naked Call Buying Backtest ( ATM ) Strategy is Profitable and it has given a profit of Rs.-13770.

It has average day profit of Rs.-10. Max profit on a single day is Rs.63116 and Max loss of Rs.-20463.

It has 41%win days and 59% loss days.

Average monthly profit is Rs.-212.

Average Profit on win days is Rs.3392.

Average Loss on losing days is Rs.-2410.

Max winning streak is 7 days and max losing streak is 10 days.

Max drawdown is Rs.-148148. recovery period is 1226 (444 Days – Running) (04 Feb 2021 – Running)

Return to max drawdown is 0.02.

Expectancy is- 0.01 for this  Intraday Naked Call Buying Backtest ( ATM) 

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