# Overview
# Variables
Capital | 10,00,000 |
Back Test Time period | 01/01/2020 - 31/12/2024 |
# Result
Product | Index options |
---|---|
Total Profit/Loss | 40,13,340 |
% of Absolute Returns (5Y) | 401.33% |
% of Simple Annualized ROI | 80.27 |
% of Max Drawdown | -7.28 |
% of Profit Trades | 57.48 |
% of Loss Trades | 42.52 |
Avg Profit per trade | 6,120.40 |
Avg Loss per trade | -6,021.66 |
Worst loss trade | -18,240 |
Highest profit trade | 23,700 |
Calmer ratio | 11.02 |
Max drawdown days | 15 |