FinNifty Bear Put Spread Backtest
If you’re expecting the FinNifty to drop, the Bear Put Spread is a neat way to play it without taking unlimited risk. You buy a put at a higher strike and sell another at a lower strike, which keeps the cost down but also caps your profit. When we backtest this on old FinNifty data, it shows how the spread behaves in different market moods — sharp falls, sideways moves, or even small rallies. The results give you a clear picture of how much you could gain, what you might lose, and whether this strategy fits into your overall trading plan
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
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Trades
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