AT13 - Nifty (15min)
A trend-following positional strategy for Nifty on the 15-minute timeframe, designed for long entries during 2022–2023 market conditions.
2017-01-12 — 2026-08-27 · 1008 trades over 9.6 years
Performance Overview
Total Trades
1008
Over 9.6 years
Win Rate
39.88%
402W / 606L
Profit Factor
1.65
Gross Profit / Loss
Total P&L
₹22,996.15
Sharpe Ratio
1.58
Annualized
Sortino Ratio
2.48
Downside risk adjusted
Max Drawdown
₹1,768.25
Kelly Criterion
15.66%
Optimal bet size
Cumulative Returns (Equity Curve)
Underwater Plot (Drawdowns)
Individual Trade Returns
Return Distribution
Monthly P&L
End of Year Returns
Rolling Sharpe Ratio (20-trade window)
Rolling Sortino Ratio (20-trade window)
Rolling Volatility (20-trade window)
Rolling Win Rate (20-trade window)
Monthly Returns Heatmap
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2017 | +0.52% | +6.66% | +0.82% | +1.31% | +0.80% | +0.51% | +5.17% | +0.96% | +1.61% | +3.80% | -0.07% | +0.65% | +22.74% |
| 2018 | +2.60% | -1.41% | -0.64% | +2.89% | +0.75% | -0.64% | +3.59% | +2.07% | -0.94% | -2.02% | +5.90% | -1.17% | +10.98% |
| 2019 | -2.15% | +1.85% | +5.52% | -0.19% | +4.08% | -0.21% | -0.14% | -2.14% | +3.38% | +2.57% | +0.97% | +0.11% | +13.65% |
| 2020 | -0.73% | +0.40% | -1.84% | +10.05% | -3.51% | +4.97% | +6.20% | -0.84% | -3.31% | +2.48% | +8.31% | +6.95% | +29.13% |
| 2021 | +3.93% | +5.82% | +0.63% | +0.58% | +1.94% | -0.49% | -1.81% | +3.87% | +4.37% | +0.87% | -0.89% | -1.13% | +17.69% |
| 2022 | +4.20% | -4.16% | +5.64% | +0.46% | -1.14% | +1.08% | +6.59% | +2.72% | +0.89% | +0.89% | +1.38% | +0.34% | +18.89% |
| 2023 | -0.96% | -0.20% | -1.76% | +4.64% | +1.95% | +0.93% | +2.92% | -2.52% | +3.13% | +0.25% | +5.04% | +6.27% | +19.69% |
| 2024 | -1.69% | +0.67% | +2.72% | +1.31% | -1.21% | +2.67% | +0.89% | +4.04% | +1.65% | -0.75% | +1.17% | +0.81% | +12.28% |
| 2025 | -1.21% | +1.07% | +4.63% | +3.90% | -1.91% | -0.14% | +0.34% | +0.39% | +1.47% | +2.65% | +0.85% | -0.38% | +11.66% |
| 2026 | -0.91% | -2.76% | -2.59% | +5.57% | -1.43% | +1.38% | +0.56% | +0.27% | — | — | — | — | +0.09% |
Key Performance Metrics
Performance
Total Trades
1008
Win Rate
39.88%
Profit Factor
1.65
Payoff Ratio
2.57
Total P&L
₹22,996.15
Risk-Adjusted Returns
Sharpe Ratio
1.58
Sortino Ratio
2.48
Calmar Ratio
1.23
Omega Ratio
1.65
Kelly Criterion
15.66%
Risk
Max Drawdown
₹1,768.25
Longest DD (days)
247
Avg Drawdown
₹277.04
Avg DD Days
35
Recovery Factor
13.01
Volatility (ann.)
10.33%
Distribution
Skewness
1.39
Kurtosis
12.24
Avg Return/Trade
0.16%
Avg Win
0.94%
Avg Loss
-0.37%
Extremes
Largest Win
₹838.7 (8.56%)
Largest Loss
₹-701.9 (-7.81%)
Best Month
₹1,289.55
Worst Month
₹-729.4
Best Year
₹3,774.5
Worst Year
₹-94.75
Streaks & Consistency
Max Consecutive Wins
7
Max Consecutive Losses
22
Gross Profit
₹58,548.6
Gross Loss
₹35,552.45
Avg Up Month
₹406.08
Avg Down Month
₹-228.37
Win Month %
67.24%
Win Year %
90%
Avg Duration
33.1 bars
Worst 10 Drawdowns
| # | Started | Recovered | Drawdown | Days |
|---|---|---|---|---|
| 1 | 2025-12-23 | — | ₹1,768.25 | 247 |
| 2 | 2021-10-18 | 2022-01-13 | ₹1,039.9 | 88 |
| 3 | 2024-05-02 | 2024-06-27 | ₹996.25 | 57 |
| 4 | 2022-01-13 | 2022-03-31 | ₹929 | 78 |
| 5 | 2023-07-20 | 2023-11-16 | ₹926.7 | 120 |
| 6 | 2024-09-27 | 2024-12-10 | ₹854.6 | 75 |
| 7 | 2020-03-27 | 2020-04-30 | ₹841.8 | 35 |
| 8 | 2022-12-01 | 2023-05-04 | ₹808.05 | 155 |
| 9 | 2020-04-30 | 2020-06-04 | ₹706.3 | 36 |
| 10 | 2021-06-04 | 2021-08-27 | ₹618.8 | 84 |
EOY Returns
| Year | P&L |
|---|---|
| 2017 | +₹2,129.05 |
| 2018 | +₹1,161.1 |
| 2019 | +₹1,530.4 |
| 2020 | +₹3,115.1 |
| 2021 | +₹2,603.95 |
| 2022 | +₹3,139.25 |
| 2023 | +₹3,774.5 |
| 2024 | +₹2,909 |
| 2025 | +₹2,728.55 |
| 2026 | ₹-94.75 |