Backtest Report
Created On :Jun 05 2025
Generated In :26 minutes
Backtest ID: 3933049250605
Strategy: Nifty Directional Mix
Link: https://tradetron.tech/strategy/7904849
Period: December 06, 2024 to June 04, 2025
Frequency: 1 Minute | Trade Price: Open | Type: intraday
Notes:
PNL curve
The PNL Curve x-axis represents time, while the y-axis represents the total PNL. The PNL curve starts at 0 and
follows the ups and downs of the total PNL as it grows or declines over time.
Drawdown plot
The drawdown plot represents a drop in PNL from the previous peak ( capital + PNL ). The x-axis represents time,
while the y-axis represents the percentage of the peak. The vertical shaded pink region marks the maximum drawdown
period (max number of days required to recover from a drawdown). In this case, the maximum drawdown period covers
from April 09, 2025 to May 22, 2025, a total of 43 days.
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Backtest Report
Statistics
Jun 05 2025
No Name Value
1 Capital Required Rs. 130000.00
2 Total Trading Days 121
3 Win Days 52
4 Loss Days 43
5 Max Winning Streak Days 5
6 Max Losing Streak Days 4
7 Win Rate 42.98%
8 Avg Monthly Profit Rs. 7776.07
9 Total Profit Rs. 44805.00
10 Avg Monthly ROI 5.98%
11 Total ROI 34.47%
12 Standard Deviation (Annualised) 26.26%
13 Sharpe Ratio (Annualised) 2.73
14 Sortino Ratio (Annualised) 5.71
15 Max Profit in a Day Rs. 6191.25
16 Max Loss in a Day Rs. -3330.00
17 Avg Profit/Loss Daily Rs. 370.29
18 Avg Profit on Profit Days Rs. 2223.82
19 Avg Loss on Loss Days Rs. -1026.58
20 Avg no. of trades (Buy + Sell) per trading day 4.26
21 Max Drawdown Rs. 9041.25
22 Max Drawdown % -6.27 %
Daily Summary
Day Returns (%) Max profit (%) Max loss (%)
Monday 9.93 4.75 -2.46
Tuesday 0.85 4.62 -2.52
Wednesday 0.1 4.7 -2.51
Thursday 12.34 3.59 -2.43
Friday 11.24 4.76 -2.56
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Backtest Report
Jun 05 2025
Month Wise PNL
Month Total Trades PNL (Rs.) PNL%
Dec-2024 48 12.01K 9.24
Jan-2025 120 0.2K 0.15
Feb-2025 92 12.27K 9.44
Mar-2025 96 7.98K 6.14
Apr-2025 52 7.94K 6.1
May-2025 100 9.41K 7.24
Jun-2025 8 -5.0K -3.85
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Backtest Report
Jun 05 2025
Returns histogram
The Histogram of returns is a representation of the frequency distribution of daily PNL %. The x-axis represents,
daily PNL % while the y-axis represents the count of days in which that PNL% was achieved. The blue curve
represents the Kernel density function (KDE). The histogram provides insight into the distribution of returns for the
investment and can help identify the most common return ranges
Daily returns
The Daily Returns displays the daily returns on the y-axis and the dates on the x-axis. Each bar in the plot
represents the return for a single day.
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Backtest Report
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Rolling metrics
This shows the Sharpe ratio and the volatility of the PNL Curve. The Sharpe ratio is a measure of the investment's
return in excess of the risk-free rate (0%) per unit of volatility for a moving window of 21 days. A rising Sharpe ratio
indicates an improvement in the risk-adjusted performance of the investment. A declining volatility over time suggests
that the investment has become less risky.
Monthly returns
The Monthly Returns Calendar displays the PNL % for each month along with total number of trades taken in the
month.
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Backtest Report
Jun 05 2025
2024 Daily returns
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Backtest Report
Jun 05 2025
2025 Daily returns
The Daily Returns Calendar displays the PNL % for each day. 7
