Lab 253 - Nifty BTST(10m)
A Buy Today Sell Tomorrow (BTST) strategy for the Nifty index on the 10-minute chart. Enters positions near market close and exits the next morning for overnight gap capture.
2017-08-01 — 2026-07-30 · 183 trades over 9 years
Performance Overview
Total Trades
183
Over 9 years
Win Rate
65.57%
120W / 63L
Profit Factor
3.08
Gross Profit / Loss
Total P&L
₹35,020.9
Sharpe Ratio
1.85
Annualized
Sortino Ratio
2.26
Downside risk adjusted
Max Drawdown
₹2,933
Kelly Criterion
44.25%
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 | — | — | — | — | — | — | — | +389 | +53 | +939 | +691 | +120 | +2193 |
| 2018 | +179 | — | — | +492 | +652 | +598 | +1021 | +938 | -723 | — | +256 | +110 | +3523 |
| 2019 | +323 | +668 | +1926 | +392 | -97 | +48 | +107 | — | — | -428 | +904 | +448 | +4290 |
| 2020 | -113 | — | — | +2565 | +488 | +1900 | +676 | +1480 | — | — | +2417 | +690 | +10102 |
| 2021 | +746 | — | -1068 | — | +1563 | — | -572 | +1866 | +1485 | +1787 | +657 | — | +6463 |
| 2022 | +512 | — | -130 | -2078 | — | — | +1457 | -399 | -1318 | — | +1185 | +487 | -285 |
| 2023 | — | -410 | — | -345 | +530 | +237 | +83 | +222 | +873 | +638 | -98 | +2506 | +4234 |
| 2024 | +1046 | +65 | +249 | +299 | — | +501 | +376 | +248 | — | -54 | — | +200 | +2929 |
| 2025 | — | +278 | +429 | +852 | -891 | +276 | -119 | — | — | +433 | +904 | -96 | +2066 |
| 2026 | — | — | — | — | — | — | -493 | — | — | — | — | — | -493 |
Key Performance Metrics
Performance
Total Trades
183
Win Rate
65.57%
Profit Factor
3.08
Payoff Ratio
1.67
Total P&L
₹35,020.9
Risk-Adjusted Returns
Sharpe Ratio
1.85
Sortino Ratio
2.26
Calmar Ratio
1.16
Omega Ratio
3.08
Kelly Criterion
44.25%
Risk
Max Drawdown
₹2,933
Longest DD (days)
615
Avg Drawdown
₹394.18
Avg DD Days
78
Recovery Factor
11.94
Volatility (ann.)
1.95%
Distribution
Skewness
0.77
Kurtosis
4.53
Avg Return/Trade
0.18%
Avg Win
0.39%
Avg Loss
-0.24%
Extremes
Largest Win
₹2,564.65 (2.44%)
Largest Loss
₹-1,317.75 (-1.06%)
Best Month
₹2,564.65
Worst Month
₹-2,078.3
Best Year
₹10,101.8
Worst Year
₹-493
Streaks & Consistency
Max Consecutive Wins
8
Max Consecutive Losses
5
Gross Profit
₹51,891.95
Gross Loss
₹16,871.05
Avg Up Month
₹753.46
Avg Down Month
₹-524.06
Win Month %
76.62%
Win Year %
80%
Avg Duration
1.5 bars
Worst 10 Drawdowns
| # | Started | Recovered | Drawdown | Days |
|---|---|---|---|---|
| 1 | 2022-01-04 | 2023-09-11 | ₹2,933 | 615 |
| 2 | 2021-01-20 | 2021-05-18 | ₹1,067.85 | 118 |
| 3 | 2025-04-22 | 2025-11-12 | ₹891 | 204 |
| 4 | 2018-08-28 | 2018-12-13 | ₹771.3 | 107 |
| 5 | 2025-11-27 | — | ₹751.25 | 245 |
| 6 | 2021-05-24 | 2021-08-04 | ₹571.55 | 72 |
| 7 | 2020-05-28 | 2020-06-03 | ₹558.8 | 6 |
| 8 | 2019-07-03 | 2019-11-07 | ₹506.7 | 127 |
| 9 | 2018-12-13 | 2019-02-01 | ₹477 | 50 |
| 10 | 2019-12-13 | 2020-04-30 | ₹421.8 | 139 |
EOY Returns
| Year | P&L |
|---|---|
| 2017 | +₹2,192.85 |
| 2018 | +₹3,522.6 |
| 2019 | +₹4,289.85 |
| 2020 | +₹10,101.8 |
| 2021 | +₹6,463.2 |
| 2022 | ₹-284.6 |
| 2023 | +₹4,234.15 |
| 2024 | +₹2,928.55 |
| 2025 | +₹2,065.5 |
| 2026 | ₹-493 |