Lab 1 - Nifty(10m-15m)
A positional trading strategy for the Nifty index optimized for 10-minute to 15-minute timeframes. Designed to capture medium-term directional moves with precise entry and exit signals.
2017-01-03 — 2026-08-06 · 2645 trades over 9.6 years
Performance Overview
Total Trades
2645
Over 9.6 years
Win Rate
35.09%
928W / 1717L
Profit Factor
1.52
Gross Profit / Loss
Total P&L
₹24,363.95
Sharpe Ratio
1.66
Annualized
Sortino Ratio
3.09
Downside risk adjusted
Max Drawdown
₹1,644.8
Kelly Criterion
12.06%
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 | +267 | +49 | -37 | +57 | +17 | -154 | +198 | -6 | -1 | +5 | -110 | +197 | +481 |
| 2018 | +415 | -114 | +173 | +89 | +421 | +98 | +206 | +195 | -125 | -140 | +42 | +113 | +1371 |
| 2019 | +96 | +199 | +467 | +191 | +345 | +5 | -233 | -74 | +505 | +364 | 0 | +319 | +2182 |
| 2020 | -77 | +202 | -893 | +268 | -152 | +1023 | +462 | +535 | +48 | +231 | +825 | +204 | +2675 |
| 2021 | +496 | +1114 | +104 | -90 | +446 | +67 | +79 | +775 | +501 | +455 | -320 | +602 | +4229 |
| 2022 | +602 | -267 | +1232 | -4 | +105 | -340 | +1072 | +108 | -41 | +415 | +636 | -247 | +3271 |
| 2023 | -31 | +42 | -18 | +662 | +405 | +102 | +254 | -168 | +422 | -160 | +237 | +1312 | +3059 |
| 2024 | +263 | +160 | +195 | +220 | +270 | +501 | +193 | -206 | +591 | -347 | +123 | -105 | +1857 |
| 2025 | -104 | -76 | +1218 | +663 | +210 | +265 | -89 | -160 | +3 | +572 | +438 | -211 | +2729 |
| 2026 | -129 | +947 | -326 | +892 | +9 | +721 | +488 | -93 | — | — | — | — | +2509 |
Key Performance Metrics
Performance
Total Trades
2645
Win Rate
35.09%
Profit Factor
1.52
Payoff Ratio
2.85
Total P&L
₹24,363.95
Risk-Adjusted Returns
Sharpe Ratio
1.66
Sortino Ratio
3.09
Calmar Ratio
1.4
Omega Ratio
1.52
Kelly Criterion
12.06%
Risk
Max Drawdown
₹1,644.8
Longest DD (days)
167
Avg Drawdown
₹125.43
Avg DD Days
16
Recovery Factor
14.81
Volatility (ann.)
9.97%
Distribution
Skewness
4.65
Kurtosis
58.76
Avg Return/Trade
0.06%
Avg Win
0.49%
Avg Loss
-0.17%
Extremes
Largest Win
₹1,055 (9.38%)
Largest Loss
₹-592.45 (-5.56%)
Best Month
₹1,312.4
Worst Month
₹-892.95
Best Year
₹4,228.65
Worst Year
₹481.45
Streaks & Consistency
Max Consecutive Wins
9
Max Consecutive Losses
17
Gross Profit
₹70,859.15
Gross Loss
₹46,495.2
Avg Up Month
₹375.18
Avg Down Month
₹-156.95
Win Month %
68.97%
Win Year %
100%
Avg Duration
13.1 bars
Worst 10 Drawdowns
| # | Started | Recovered | Drawdown | Days |
|---|---|---|---|---|
| 1 | 2020-02-12 | 2020-06-03 | ₹1,644.8 | 113 |
| 2 | 2022-04-05 | 2022-07-21 | ₹816.65 | 107 |
| 3 | 2021-03-04 | 2021-05-19 | ₹762.25 | 76 |
| 4 | 2024-10-09 | 2025-03-25 | ₹761.65 | 167 |
| 5 | 2019-06-27 | 2019-09-24 | ₹730.5 | 89 |
| 6 | 2024-05-27 | 2024-06-10 | ₹724.65 | 15 |
| 7 | 2026-04-20 | 2026-06-15 | ₹693.1 | 57 |
| 8 | 2022-12-01 | 2023-04-10 | ₹625.15 | 130 |
| 9 | 2023-07-07 | 2023-12-06 | ₹596.7 | 153 |
| 10 | 2021-11-24 | 2021-12-29 | ₹526.25 | 35 |
EOY Returns
| Year | P&L |
|---|---|
| 2017 | +₹481.45 |
| 2018 | +₹1,371.35 |
| 2019 | +₹2,182.1 |
| 2020 | +₹2,675 |
| 2021 | +₹4,228.65 |
| 2022 | +₹3,271.1 |
| 2023 | +₹3,059.45 |
| 2024 | +₹1,857.05 |
| 2025 | +₹2,729.1 |
| 2026 | +₹2,508.7 |