We are going to backtest this Nifty Intraday Bear Put Spread Backtest ( ATM -200) . we will see the results and check whether this strategy is profitable or not.

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Nifty Intraday Bear Put Spread Backtest ( ATM -200)

Nifty Intraday Bear Put Spread Backtest ( ATM -200)

Nifty Intraday Bear Put Spread ATM -200 Summary

Nifty Intraday Bear Put Spread Backtest ( ATM -200)

Nifty Intraday Bear Put Spread ATM -200 Day Wise

Nifty Intraday Bear Put Spread Backtest ( ATM -200)

Nifty Intraday Bear Put Spread ATM -200 Month Wise

Nifty Intraday Bear Put Spread Backtest ( ATM - 200) Profit & Loss

Nifty Intraday Bear Put Spread ATM -200 Result

See also  Nifty Monthly Short Straddle Backtest 23 Days to Expire

FAQ ON Nifty Intraday Bear Put Spread Backtest ( ATM -200) Backtest

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 Put Spread Backtest ( ATM – 200) . 

We can observe that the Nifty Intraday Bear Put Spread Backtest ( ATM -200) Strategy is Profitable and it has given a profit of Rs.-145794.

It has average day profit of Rs.-111. Max profit on a single day is Rs.14716 and Max loss of Rs.-7677.

It has 39%win days and 61% loss days.

Average monthly profit is Rs.-2247.

Average Profit on win days is Rs.2286.

Average Loss on losing days is Rs.-1657.

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

Max drawdown is Rs.-213176. recovery period is 1712 (970 Days – Running) (07 Oct 2019 – Running)

Return to max drawdown is 0.13.

Expectancy is- 0.07 for this  Intraday Bear Put Spread Backtest ( ATM -100) 

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