Nifty 9:16 intraday Short Straddle

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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 13:00 before the afternoon volatility starts. we will see the results and check whether this strategy is profitable or not.

You may also like to backtest with other exit time

Nifty Short Straddle entry time 9:16am Exit time 1pm Backtesting

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Nifty Intraday short Straddle option Strategy Backtest Performance

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Nifty Intraday Short Straddle Strategy Performance Summary

Nifty Short Straddle 916 1300 Summary

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Nifty Intraday Short Straddle Strategy Day wise Backtesting Results

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Nifty Intraday Short Straddle Strategy Month wise Backtest Results

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.148136.

It has average day profit of Rs.113. Max profit on a single day is Rs.15792 and Max loss of Rs.28121.

It has 63% win days and 37% loss days.

Average monthly profit is Rs.2284.

Average Profit on win days is Rs.1109.

Average Loss on win days is Rs.1593.

Max winning streak is 16 days and max losing streak is 7 days.

Max drawdown is Rs.-54517. recovery period is 533 (280 Days) (18 Jul 2019 – 01 Jan 2021).

Return to max drawdown is 0.51.

Expectancy is 0.07 for this intraday short straddle straddle 

faq Nifty Short Straddle Backtest

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,

Fin Nifty Monthly Short Straddle

Midcap Nifty Monthly Short Straddle

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