Strategy Basket - Back Testing - FY26-27-Start.xlsx

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1	BACK TESTING											Updated as on 25-Apr-26			`	Strategy	#	Lot	Mon	Tue	Wed	Thu	Fri	Sat	Sun	St Code
2	https://youtu.be/B9dh4rkwnbU															Nifty XD ATM 0919 SL 40% ATC	S1	8	1	1	1	1	1	1	1	NXDATM0919SL50
3	Mon	1		2026	2025	2024	2023					Overall Profit	6,419,777			NIFTY 50PT W&T Journey	S2	0	1	1	1	1	1	1	1	NIFTY50PTJW&T
4	Tue	1	1	38,328	318,267	186,865	67,334					Capital/Margin	19,579,224			N XD ATM 1235	S3	0	1	1	1	1	1	1	1	NXDATM1235SL30ATC	X Factor	1.25
5	Wed	1	2	379,705	334,500	135,239	72,571					Total trading days	774			N XD ITM1 0919	S4	4	1	1	1	1	1	1	1	NXDITM10919SL25
6	Thu	1	3	42,302	-60,181	243,682	108,663					Avg Day Profit	8,294			Nifty Expiry day Adjustment	S5	0	1	1	1	1	1	1	1	NXDADJ-1
7	Fri	1	4	276,798	394,694	94,846	21,929					Avg Monthly Return	199,006	1.0%		SENSEX Expiry day Straddle SL 50%	S6	0	1	1	1	1	1	1	1	BSXSTRSL50	XD Adj	2
8	Sat	1	5	0	206,126	414,452	138,411					Avg Yearly Return	2,388,072	12.2%		SENSEX Expiry day 10 Pt strangle No SL	S7	0	1	1	1	1	1	1	1	BSX10PTNOSL
9	Sun	1	6	0	154,222	162,644	8,899					Max Profit	211,842	4/9/2025		SENSEX Expiry day 10 Pt strangle	S8	48	1	1	1	1	1	1	1	BSX10PTSL9PT
10			7	0	211,118	190,708	55,916					Max Loss	-66,500	10/28/2025		SENSEX Expiry day 1150 UL 160 PT	S9	8	1	1	1	1	1	1	1	BSXXD1150UL160PT
11			8	0	175,076	282,654	-40,564					Win% (Days)	67%	513		SENSEX Expiry day Journey	S10	0	1	1	1	1	1	1	1	BSXADJ-2
12			9	0	165,718	-11,740	104,468					Loss% (Days)	33%	257		SENSEX 1DTX Journey	S11	0	1	1	1	1	1	1	1	BSX1DTXADJ-2
13			10	0	156,780	309,126	90,524					Avg Profit On Win Days	18,370			SENSEX Expiry day Adjustment	S12	4	1	1	1	1	1	1	1	BSXADJ-1
14			11	0	110,481	187,668	179,674					Avg Loss On Loss Days	-11,690			SENSEX Expiry day Straddle SL 65%	S13	0	1	1	1	1	1	1	1	BSXSTRSL65
15			12	0	293,875	178,218	39,784					Total Strategies	8			SENSEX Expiry day Straddle SL 80% - 1200	S14	0	1	1	1	1	1	1	1	BSXXD1200SL80
16			Total	737,132	2,460,674	2,374,362	847,609					Max Drawdown (MDD Date)	-164,612	10/4/2024		Sensex 250 PT R4C 15%	S15	0	1	1	1	1	1	1	1	BSXTBSS-2
17			MDD	-71,252	-78,369	-164,612	-80,668					Current Drawdown	-1,560			Sensex 100 PT REX2	S16	0	1	1	1	1	1	1	1	BSX100PTREX2
18			Capital	19,579,224	19,579,224	19,579,224	19,579,224					MDD (% of capital)	0.84%			NIFTY STRADDLE R3C	S17	0	1	1	1	1	1	1	1	NATMR3C0925
19			Return	4%	13%	12%	4%					MDD recovery period	34			NIFTY 30 PT R1C	S18	0	1	1	1	1	1	1	1	NIFTY30PTR1C
20			RMDD	10	31	14	11					Return to MDD Ratio	12			NIFTY Delta Neutral	S19	0	1	1	1	1	1	1	1	NDNMTMSL30R3
21												Max Winning Streak	20			NIFTY XD ATM 1130	S20	0	1	1	1	1	1	1	1	NXDATM1130
22												Max Losing Streak	6			NIFTY 10 PT SL 4 PT	S21	10	1	1	1	1	1	1	1	NIFTY10PTSL4PT
23	PLEASE DOWNLOAD EXCEL TO YOUR DEVICE TO MAKE CHANGES											Reward to Risk ratio	1.57			NIFTY XD 5 PT SL 4 PT	S22	42	1	1	1	1	1	1	1	NXD5PTSL4PT
24	OR MAKE A COPY OF IT IN GOOGLE DRIVE AND THEN EDIT THE COPY											Expectancy	71%			NIFTY Covered call - 3% Away	S23	2	1	1	1	1	1	1	1	NIFTYCC
25																BN Monthly 50 Delta SL 50%	S24	0	1	1	1	1	1	1	1	BNM50DELTA
26																	S25	0	1	1	1	1	1	1	1	BN20PT
27																	S26	0	1	1	1	1	1	1	1	FNXDSTRSL75PCT
28																	S27	0	1	1	1	1	1	1	1	FNXDR2C1050
29																	S28	0	1	1	1	1	1	1	1	FNXDADJ-1
30			ACTUAL (Without considering Brokerage & Charges)														S29	0	1	1	1	1	1	1	1	FNXDR2C
31																	S30	0	1	1	1	1	1	1	1	BXXDR21050
32				2026	2025	2024	2023	2022	2021	2020		Overall Profit	4,007,856				S31	0	1	1	1	1	1	1	1	BXXDSTR0930SL25
33			1	641	132,109	-82,620	271,227	-141,660	25,320	0		Average Capital	11,000,000				S32	0	1	1	1	1	1	1	1	BXXDSTR1030SL25
34			2	388,916	220,367	109,862	-44,474	157,069	-13,087	0		Total trading days	264				S33	0	1	1	1	1	1	1	1	BXXDSTR1130SL25
35			3	-6,368	-136,030	290,588	-63,473	18,948	33,068	0		Avg Day Profit	7,446				S34	0	1	1	1	1	1	1	1	BXXDSTR1330SL70
36			4	267,120	18,273	-65,498	63,327	-124,181	178,801	0		Avg Monthly Return	98,421	0.9%
37			5	0	27,734	278,614	52,340	131,444	84,116	0		Avg Yearly Return	1,181,052	10.7%
38			6	0	136,101	65,097	86,470	-17,130	29,941	0		Max Profit	271,063
39			7	0	108,132	40,951	101,880	128,760	-92,668	0		Max Loss	-140,284	4/24/2025
40			8	0	8,383	206,541	336,772	87,014	313,889	0		Win% (Days)	56%	147
41			9	0	215,084	149,640	-40,065	62,042	46,693	0		Loss% (Days)	44%	116
42			10	0	101,176	-1,874	137,546	242,795	522,240	-87,867		Avg Profit On Win Days	26,318
43			11	0	64,428	78,556	21,281	124,256	638,412	-267,642		Avg Loss On Loss Days	-16,407
44			12	0	210,429	140,674	118,002	126,123	382,401	-2,774		Max Drawdown (MDD Date)	-187,984	4/8/2025
45			Total	650,309	1,106,184	1,210,530	1,040,834	795,479	2,149,125	-358,282		Current Drawdown	-1,723
46			MDD	-139,260	-187,984	-224,986	-173,742	-749,436	-358,601	-359,609		MDD (% of capital)	1.88%
47			Capital	15,000,000	11,000,000	10,000,000	8,000,000	8,000,000	4,000,000	8,000,000		MDD recovery period	51
48			Return	4%	10%	12%	13%	10%	54%	-4%		Return to MDD Ratio	4
49			RMDD	5	6	5	6	1	6	-1		Max Winning Streak	13
50												Max Losing Streak	4
51												Reward to Risk ratio	1.6
52												Expectancy	45%
53
54			Backtest (Without brokerage & Charges)					ACTUALS (Without brokerage & charges)
55
56				2026	2025	2024			2026	2025	2024
57			1	-31,313	214,100	0		1	641	132,109	0
58			2	347,976	187,907	0		2	388,916	220,367	0
59			3	-71,852	-64,320	0		3	-6,368	-136,030	0
60			4	300,058	35,671	0		4	267,120	18,273	0
61			5	0	42,457	0		5	0	27,734	0
62			6	0	124,301	142,659		6	0	136,101	65,097
63			7	0	155,078	227,196		7	0	108,132	40,951
64			8	0	9,608	262,150		8	0	8,383	206,541
65			9	0	189,974	148,257		9	0	215,084	149,640
66			10	0	114,894	148,321		10	0	101,176	-1,874
67			11	0	56,299	127,153		11	0	64,428	78,556
68			12	0	182,334	183,312		12	0	210,429	140,674
69			Total	544,870	1,248,302	1,239,047		Total	650,309	1,106,184	679,585
70			MDD	-144,217	-155,779	-97,227		MDD	-139,260	-187,984	-224,986
71			Capital	19,579,224	17,410,000	10,000,000		Capital	17,410,000	17,410,000	10,000,000
72			Return	3%	7%	12%		Return	4%	6%	7%
73			RMDD	4	8	13		RMDD	5	6	3
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