# Overview
# Variables
Capital | 10,00,000 |
Back Test Time period | 01/01/2020 - 31/12/2024 |
# Result
Product | Index options |
---|---|
Total Profit/Loss | 42,75,045 |
% of Absolute Returns (5Y) | 427.50 |
% of Simple Annualized ROI | 85.50 |
% of Max Drawdown | -13.79 |
% of Profit Trades | 62.61 |
% of Loss Trades | 37.39 |
Avg Profit per trade | 19,044.07 |
Avg Loss per trade | -23,153.47 |
Worst loss trade | -36,120 |
Highest profit trade | 41,550 |
Calmer ratio | 6.20 |
Max drawdown days | 58 |