Lab 501 - Nifty Intraday Short 15min
An intraday short-only strategy for Nifty on NSE using a 15-minute timeframe.
2017-02-13 — 2026-08-14 · 661 trades over 9.5 years
Performance Overview
Total Trades
661
Over 9.5 years
Win Rate
57.19%
378W / 283L
Profit Factor
1.41
Gross Profit / Loss
Total P&L
₹5,861.4
Sharpe Ratio
1.01
Annualized
Sortino Ratio
1.11
Downside risk adjusted
Max Drawdown
₹557.95
Kelly Criterion
16.67%
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 | — | -6 | +13 | +9 | +126 | +73 | -97 | +46 | -41 | -37 | +218 | -26 | +278 |
| 2018 | -52 | +203 | — | -48 | +21 | -21 | -11 | +46 | +103 | — | -4 | +123 | +362 |
| 2019 | +19 | +66 | -40 | +183 | -13 | -13 | +78 | — | -37 | +229 | -63 | +85 | +492 |
| 2020 | +119 | +24 | — | -52 | +376 | +149 | -122 | +248 | +49 | -88 | -75 | +208 | +835 |
| 2021 | +187 | +422 | -45 | — | +183 | -183 | +121 | -65 | -158 | +394 | +56 | — | +911 |
| 2022 | +96 | — | -112 | +121 | — | -57 | +118 | -116 | +61 | — | -18 | +222 | +316 |
| 2023 | — | +53 | — | +170 | -81 | -120 | -45 | +66 | +233 | +21 | -161 | -181 | -46 |
| 2024 | +125 | +367 | +11 | +177 | +732 | -247 | -26 | +105 | +534 | +130 | — | +118 | +2025 |
| 2025 | — | +159 | -89 | -78 | -80 | -48 | +107 | -10 | +106 | +124 | +58 | +158 | +406 |
| 2026 | +35 | +75 | — | +47 | — | -106 | +98 | +133 | — | — | — | — | +283 |
Key Performance Metrics
Performance
Total Trades
661
Win Rate
57.19%
Profit Factor
1.41
Payoff Ratio
1.05
Total P&L
₹5,861.4
Risk-Adjusted Returns
Sharpe Ratio
1.01
Sortino Ratio
1.11
Calmar Ratio
1.08
Omega Ratio
1.41
Kelly Criterion
16.67%
Risk
Max Drawdown
₹557.95
Longest DD (days)
246
Avg Drawdown
₹155.57
Avg DD Days
56
Recovery Factor
10.51
Volatility (ann.)
3.79%
Distribution
Skewness
1.06
Kurtosis
7.67
Avg Return/Trade
0.06%
Avg Win
0.33%
Avg Loss
-0.31%
Extremes
Largest Win
₹513.95 (3.75%)
Largest Loss
₹-257.4 (-1.76%)
Best Month
₹732
Worst Month
₹-246.75
Best Year
₹2,025.3
Worst Year
₹-45.75
Streaks & Consistency
Max Consecutive Wins
17
Max Consecutive Losses
6
Gross Profit
₹20,107.05
Gross Loss
₹14,245.65
Avg Up Month
₹145.59
Avg Down Month
₹-71.85
Win Month %
60%
Win Year %
90%
Avg Duration
12.5 bars
Worst 10 Drawdowns
| # | Started | Recovered | Drawdown | Days |
|---|---|---|---|---|
| 1 | 2023-12-20 | 2024-02-29 | ₹557.95 | 71 |
| 2 | 2025-04-01 | 2025-12-02 | ₹549.3 | 246 |
| 3 | 2020-06-12 | 2020-09-21 | ₹501.15 | 102 |
| 4 | 2024-05-31 | 2024-09-06 | ₹489 | 98 |
| 5 | 2023-05-19 | 2023-12-20 | ₹449.55 | 216 |
| 6 | 2021-06-18 | 2021-10-25 | ₹441.5 | 129 |
| 7 | 2022-07-15 | 2023-02-21 | ₹427.1 | 222 |
| 8 | 2020-10-26 | 2020-12-21 | ₹386.55 | 57 |
| 9 | 2026-04-24 | 2026-07-09 | ₹343.7 | 77 |
| 10 | 2021-05-14 | 2021-06-18 | ₹312.95 | 35 |
EOY Returns
| Year | P&L |
|---|---|
| 2017 | +₹277.65 |
| 2018 | +₹362.05 |
| 2019 | +₹492.15 |
| 2020 | +₹834.95 |
| 2021 | +₹911 |
| 2022 | +₹315.55 |
| 2023 | ₹-45.75 |
| 2024 | +₹2,025.3 |
| 2025 | +₹405.9 |
| 2026 | +₹282.6 |