# Overview
# Variables
Capital | 10,00,000 |
Back Test Time period | 01/01/2020 - 31/12/2024 |
# Result
Product | Index options |
---|---|
Total Profit/Loss | 26,78,160 |
% of Absolute Returns (5Y) | 267.82 |
% of Simple Annualized ROI | 53.56 |
% of Max Drawdown | -14.03 |
% of Profit Trades | 59.10 |
% of Loss Trades | 40.90 |
Avg Profit per trade | 6,319.34 |
Avg Loss per trade | -6,643.51 |
Worst loss trade | -24,240 |
Highest profit trade | 27,045 |
Calmer ratio | 3.82 |
Max drawdown days | 24 |