AT15 - Nifty (15min)
A breakout positional strategy for Nifty on the 15-minute timeframe, capturing long entries on confirmed range breaks.
2017-01-05 — 2026-08-26 · 693 trades over 9.6 years
Performance Overview
Total Trades
693
Over 9.6 years
Win Rate
47.19%
327W / 365L
Profit Factor
1.61
Gross Profit / Loss
Total P&L
₹13,971.9
Sharpe Ratio
1.19
Annualized
Sortino Ratio
1.63
Downside risk adjusted
Max Drawdown
₹1,126
Kelly Criterion
17.72%
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 | +3.74% | +0.13% | +1.28% | +1.62% | +0.81% | +0.63% | +0.82% | +0.62% | +0.68% | -0.15% | -0.57% | -1.24% | +8.37% |
| 2018 | +2.54% | +0.01% | +0.94% | +0.01% | +1.48% | -0.05% | +2.14% | +1.55% | -0.79% | -1.43% | +0.30% | +1.15% | +7.85% |
| 2019 | -0.09% | +1.46% | +4.44% | +1.44% | +1.95% | -0.32% | -0.72% | -1.40% | +3.75% | +1.86% | -0.63% | +1.23% | +12.97% |
| 2020 | -0.08% | +0.00% | -4.36% | +2.66% | +0.76% | +6.42% | +2.15% | -1.20% | -0.86% | -0.20% | +3.34% | +1.03% | +9.66% |
| 2021 | +3.23% | +5.94% | +0.20% | +0.66% | +1.75% | -2.10% | +0.29% | +3.13% | +2.44% | +0.64% | -2.08% | +0.14% | +14.24% |
| 2022 | +2.97% | +0.25% | +7.41% | +1.15% | +3.22% | -1.11% | +5.44% | -1.22% | -1.85% | -0.44% | +0.82% | -0.61% | +16.03% |
| 2023 | -0.85% | -0.72% | +0.53% | +1.18% | +1.55% | -0.07% | +2.94% | -1.32% | +2.41% | -0.36% | +2.34% | +2.80% | +10.43% |
| 2024 | +1.16% | -0.16% | +1.21% | +1.26% | -0.74% | +0.43% | +2.01% | +0.19% | -0.28% | -0.79% | +2.07% | -0.20% | +6.16% |
| 2025 | +0.05% | +0.04% | +5.77% | +2.44% | -0.06% | +0.80% | -1.32% | -0.49% | -0.12% | +2.10% | +0.85% | -0.27% | +9.79% |
| 2026 | -0.75% | -0.34% | -1.90% | +1.00% | -0.74% | +0.59% | +0.69% | +0.13% | — | — | — | — | -1.32% |
Key Performance Metrics
Performance
Total Trades
693
Win Rate
47.19%
Profit Factor
1.61
Payoff Ratio
1.82
Total P&L
₹13,971.9
Risk-Adjusted Returns
Sharpe Ratio
1.19
Sortino Ratio
1.63
Calmar Ratio
1.21
Omega Ratio
1.61
Kelly Criterion
17.72%
Risk
Max Drawdown
₹1,126
Longest DD (days)
338
Avg Drawdown
₹190.35
Avg DD Days
41
Recovery Factor
12.41
Volatility (ann.)
8.18%
Distribution
Skewness
1.27
Kurtosis
17.53
Avg Return/Trade
0.14%
Avg Win
0.74%
Avg Loss
-0.41%
Extremes
Largest Win
₹815.2 (8.23%)
Largest Loss
₹-656.75 (-7.45%)
Best Month
₹1,310
Worst Month
₹-466.75
Best Year
₹2,620.7
Worst Year
₹-372.2
Streaks & Consistency
Max Consecutive Wins
7
Max Consecutive Losses
10
Gross Profit
₹37,031.55
Gross Loss
₹23,059.65
Avg Up Month
₹275.11
Avg Down Month
₹-132.64
Win Month %
62.07%
Win Year %
90%
Avg Duration
24.4 bars
Worst 10 Drawdowns
| # | Started | Recovered | Drawdown | Days |
|---|---|---|---|---|
| 1 | 2026-01-02 | — | ₹1,126 | 237 |
| 2 | 2022-08-02 | 2023-07-05 | ₹1,100.5 | 338 |
| 3 | 2020-02-06 | 2020-06-03 | ₹896.3 | 119 |
| 4 | 2024-04-30 | 2024-06-27 | ₹828.4 | 59 |
| 5 | 2019-05-21 | 2019-10-31 | ₹771.55 | 164 |
| 6 | 2025-06-30 | 2025-10-17 | ₹595.85 | 110 |
| 7 | 2021-10-18 | 2022-01-12 | ₹590.4 | 87 |
| 8 | 2024-09-13 | 2024-11-25 | ₹501.95 | 74 |
| 9 | 2023-07-20 | 2023-09-14 | ₹476.35 | 57 |
| 10 | 2020-07-22 | 2020-11-10 | ₹420.9 | 112 |
EOY Returns
| Year | P&L |
|---|---|
| 2017 | +₹729.5 |
| 2018 | +₹837.9 |
| 2019 | +₹1,428.5 |
| 2020 | +₹934.8 |
| 2021 | +₹2,088.6 |
| 2022 | +₹2,620.7 |
| 2023 | +₹2,017.3 |
| 2024 | +₹1,397.8 |
| 2025 | +₹2,289 |
| 2026 | ₹-372.2 |