Bankex Long Straddle Backtest
Bankex Long Straddle Option Strategy Backtest for good returns
DTE means Days to Expire. SL Stop Loss TSL means Trail Stop Loss. Trail Stop loss works Step wise. If you keep Trailing Stop Loss at 50%, when ever the price moves in your direction by >50% then the Stop Loss moves by 50%. Same for Point if you keep 50 points Stop Loss, so when ever the price moves in your direction by 50 points then the Stop Loss moves by points
This backtesting results are on End of Day Data, means if the price moves intraday above or below you stoploss or target points. it wont be taken into consideration. Only the EOD price will be used for Calculation
Total PnL
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Expectancy
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Max Profit
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Max Loss
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Win %
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Loss %
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Avg Win
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Avg Loss
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Max Win Streak
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Max Loss Streak
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Max Drawdown
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Recovery Days
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Filter Months
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | PnL | Trades | MDD |
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Yearly Weekday PnL
| Year | Mon | Tue | Wed | Thu | Fri | Sat | PnL | Trades |
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Trades
| Symbol | Expiry | PnL | Spot Δ | Entry Day | Entry Date | Exit Date | Exit Day | Spot Entry | Spot Exit | Opt | PE Strike | PE Entry | PE Exit | Opt | CE Strike | CE Entry | CE Exit | Exit Reason | Equity | DD |
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