Lab 753 - Nifty Intraday Short 18min
An intraday short-only strategy for Nifty on NSE using an 18-minute timeframe with diversified entry signals.
2017-01-20 — 2026-08-12 · 705 trades over 9.6 years
Performance Overview
Total Trades
705
Over 9.6 years
Win Rate
52.06%
367W / 338L
Profit Factor
1.43
Gross Profit / Loss
Total P&L
₹5,200
Sharpe Ratio
1.18
Annualized
Sortino Ratio
1.45
Downside risk adjusted
Max Drawdown
₹466.4
Kelly Criterion
15.64%
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 | +16 | -15 | -20 | +16 | -19 | -29 | -77 | -23 | +23 | -23 | +136 | +76 | +61 |
| 2018 | -35 | +18 | +107 | +45 | +77 | -12 | -32 | -11 | +194 | +26 | -34 | +149 | +490 |
| 2019 | +59 | -38 | -12 | +100 | -50 | +55 | +133 | +126 | -34 | +59 | +11 | +52 | +461 |
| 2020 | +188 | +195 | +289 | +5 | +139 | -35 | -19 | +176 | +183 | +79 | +9 | +268 | +1478 |
| 2021 | +259 | +12 | -190 | +61 | +180 | -127 | +167 | -37 | -86 | +111 | +166 | +32 | +549 |
| 2022 | +172 | +163 | -145 | -158 | +440 | -83 | -82 | +77 | -10 | +196 | -11 | +231 | +788 |
| 2023 | -68 | +86 | +44 | +1 | -135 | -24 | +23 | -91 | +98 | -34 | -14 | +7 | -108 |
| 2024 | +234 | -56 | +101 | +173 | +28 | +71 | -353 | +258 | -48 | +90 | +73 | +117 | +689 |
| 2025 | +157 | -168 | +23 | -90 | +96 | +56 | -84 | -13 | +176 | -4 | +95 | +130 | +373 |
| 2026 | -116 | -36 | +295 | +154 | +93 | -23 | +109 | -57 | — | — | — | — | +418 |
Key Performance Metrics
Performance
Total Trades
705
Win Rate
52.06%
Profit Factor
1.43
Payoff Ratio
1.36
Total P&L
₹5,200
Risk-Adjusted Returns
Sharpe Ratio
1.18
Sortino Ratio
1.45
Calmar Ratio
1.14
Omega Ratio
1.43
Kelly Criterion
15.64%
Risk
Max Drawdown
₹466.4
Longest DD (days)
401
Avg Drawdown
₹109.61
Avg DD Days
49
Recovery Factor
11.15
Volatility (ann.)
3.24%
Distribution
Skewness
0.98
Kurtosis
4.79
Avg Return/Trade
0.05%
Avg Win
0.31%
Avg Loss
-0.23%
Extremes
Largest Win
₹343.35 (2.52%)
Largest Loss
₹-233.05 (-1.24%)
Best Month
₹439.8
Worst Month
₹-353.2
Best Year
₹1,478
Worst Year
₹-107.65
Streaks & Consistency
Max Consecutive Wins
7
Max Consecutive Losses
7
Gross Profit
₹17,308.5
Gross Loss
₹12,108.5
Avg Up Month
₹115.21
Avg Down Month
₹-62.28
Win Month %
60.34%
Win Year %
90%
Avg Duration
4.4 bars
Worst 10 Drawdowns
| # | Started | Recovered | Drawdown | Days |
|---|---|---|---|---|
| 1 | 2023-03-15 | 2024-04-18 | ₹466.4 | 401 |
| 2 | 2024-06-04 | 2024-12-17 | ₹426.35 | 197 |
| 3 | 2026-02-01 | 2026-03-30 | ₹422.6 | 58 |
| 4 | 2021-02-22 | 2021-05-12 | ₹378.85 | 80 |
| 5 | 2022-06-16 | 2022-10-11 | ₹335.7 | 118 |
| 6 | 2022-03-02 | 2022-05-13 | ₹326.9 | 73 |
| 7 | 2025-02-07 | 2025-11-04 | ₹293 | 271 |
| 8 | 2017-04-18 | 2017-12-01 | ₹223.55 | 228 |
| 9 | 2020-02-28 | 2020-03-12 | ₹200.6 | 14 |
| 10 | 2020-05-08 | 2020-08-31 | ₹177 | 116 |
EOY Returns
| Year | P&L |
|---|---|
| 2017 | +₹61.25 |
| 2018 | +₹490.45 |
| 2019 | +₹461 |
| 2020 | +₹1,478 |
| 2021 | +₹549.1 |
| 2022 | +₹788.05 |
| 2023 | ₹-107.65 |
| 2024 | +₹688.85 |
| 2025 | +₹373.4 |
| 2026 | +₹417.55 |