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9. Your first backtest in 2 minutes

Test the NIFTY 9:20 straddle on every day since 2017 and read the result. · 0:53

Transcript

Let's test a classic strategy: sell the NIFTY straddle at 9:20 every morning, with a 25 percent stop-loss on each leg.

First, the period. All tests every trading day since 2017.

The trade enters at 9:20 and exits at 3:15, on every weekday.

The legs are already set up: sell one at-the-money call, and one at-the-money put, each with a 25 percent stop-loss.

Press Run backtest. Every trading day since 2017 is tested, and the results appear here.

Here's the answer: the profit after all costs, the win rate, the worst drawdown, and the equity curve, day by day.

Thank you for watching. Try it yourself, free, at algrow.biz.