Nifty Next50 Bull Call Spread Backtest

The Nifty Next50 Bull Call Spread is a popular options trading strategy designed to limit risk while capturing moderate upside potential. By buying a lower strike call and simultaneously selling a higher strike call, traders create a defined risk-reward setup. Backtesting this strategy on historical Nifty Next50 data helps evaluate its performance across different market conditions, providing insights into profitability, drawdowns, and payoff behavior. This analysis allows traders to refine entry points, manage risk more effectively, and understand how the bull call spread can fit into a broader trading plan.

Expiry Type

Entry DTE

Exit DTE

Buy Strike

Sell Strike

Stop Loss

SL Value

Target

Target Value

Trail Stop Loss

TSL Value

Lots

Understand Stop Loss

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

Expectancy

Max Profit

Max Loss

Win %

Loss %

Avg Win

Avg Loss

Max Win Streak

Max Loss Streak

Max Drawdown

Recovery Days

Filter Months

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	PnL	Trades	MDD

Yearly Weekday PnL

Year	Mon	Tue	Wed	Thu	Fri	Sat	PnL	Trades

Trades

Symbol	Expiry	PnL	Spot Δ	Entry Day	Entry Date	Exit Date	Exit Day	Spot Entry	Spot Exit	Opt	Buy Strike	Buy Entry	Buy Exit	Opt	Sell Strike	Sell Entry	Sell Exit	Exit Reason	Equity	DD