Overview

Variables

Capital	50,00,000.00
Back Test Time period	01/09/2020 - 28/08/2025

Result

Product	Index options
Total Profit/Loss	68,29,020.00
% of Absolute Returns (5Y)	136.58
% of Simple Annualized ROI	27.32
% of Max Drawdown	-3.97
% of Profit Trades	56.63
% of Loss Trades	43.37
Avg Profit per trade	2,773.99
Avg Loss per trade	-2,651.86
Worst loss trade	-43,065
Highest profit trade	24,885
Calmer ratio	6.88
Max drawdown days	61

Performance Chart