0% found this document useful (0 votes)
36 views4 pages

Back Test

The document provides a detailed trading history for NIFTY long positions from 2010 to 2024, including trade dates, prices, exit dates, exit prices, percentage changes, profits, and profit percentages. It also summarizes cumulative profit and various performance metrics across different trades. Overall, the data reflects a mix of profitable and unprofitable trades over the specified period.

Uploaded by

ronaksolanki584
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as XLSX, PDF, TXT or read online on Scribd
0% found this document useful (0 votes)
36 views4 pages

Back Test

The document provides a detailed trading history for NIFTY long positions from 2010 to 2024, including trade dates, prices, exit dates, exit prices, percentage changes, profits, and profit percentages. It also summarizes cumulative profit and various performance metrics across different trades. Overall, the data reflects a mix of profitable and unprofitable trades over the specified period.

Uploaded by

ronaksolanki584
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as XLSX, PDF, TXT or read online on Scribd

Symbol Trade Date Price Ex. date Ex.

Price % chg Profit % Profit


NIFTY Long 4/25/2010 5160.9 8/29/2010 5408.7 4.80% 437234.9 2.75%
NIFTY Long 9/12/2010 5479.55 11/14/2010 6071.65 10.81% 1576783 8.70%
NIFTY Long 12/26/2010 5900.25 1/9/2011 5904.6 0.07% -376940 -1.93%
NIFTY Long 3/27/2011 5348.2 4/17/2011 5824.55 8.91% 1311654 6.82%
NIFTY Long 7/3/2011 5434.25 7/17/2011 5581.1 2.70% 137207.6 0.68%
NIFTY Long 10/2/2011 4758.85 11/6/2011 5284.2 11.04% 2165321 8.93%
NIFTY Long 1/15/2012 4695.45 4/15/2012 5207.45 10.90% 2230349 8.80%
NIFTY Long 6/10/2012 4770.35 7/29/2012 5099.85 6.91% 1270485 4.84%
NIFTY Long 8/5/2012 5129.75 8/26/2012 5386.7 5.01% 826486.9 2.96%
NIFTY Long 9/23/2012 5534.9 11/11/2012 5686.25 2.73% 208306.8 0.71%
NIFTY Long 12/2/2012 5623.45 3/24/2013 5651.35 0.50% -433198 -1.51%
NIFTY Long 4/21/2013 5500.3 6/9/2013 5881 6.92% 1140353 4.85%
NIFTY Long 6/30/2013 5566.25 7/28/2013 5886.2 5.75% 838270.4 3.69%
NIFTY Long 9/15/2013 5738.2 9/29/2013 5833.2 1.66% -98071.63 -0.36%
NIFTY Long 11/3/2013 6079.2 11/17/2013 6056.15 -0.38% -659835 -2.38%
NIFTY Long 12/1/2013 6030.3 2/2/2014 6089.5 0.98% -288603 -1.03%
NIFTY Long 3/2/2014 6130.8 10/19/2014 7779.7 26.90% 6855106 24.63%
NIFTY Long 10/26/2014 7856.95 12/14/2014 8224.1 4.67% 650076.8 2.63%
NIFTY Long 1/4/2015 8214.7 3/29/2015 8341.4 1.54% -113406 -0.47%
NIFTY Long 4/5/2015 8380.75 4/19/2015 8606 2.69% 155770.9 0.66%
NIFTY Long 5/24/2015 8271.95 8/23/2015 8299.95 0.34% -404905 -1.66%
NIFTY Long 10/4/2015 7691.2 10/18/2015 8238.15 7.11% 1154549 5.04%
NIFTY Long 11/8/2015 7926.15 12/13/2015 7610.45 -3.98% -1398813 -5.94%
NIFTY Long 12/20/2015 7551.05 1/10/2016 7601.35 0.67% -296293 -1.34%
NIFTY Long 3/20/2016 7405.15 4/10/2016 7555.2 2.03% 1537.19 0.01%
NIFTY Long 4/17/2016 7516.85 4/24/2016 7899.3 5.09% 766249.2 3.04%
NIFTY Long 5/29/2016 7715.8 6/26/2016 8088.6 4.83% 706668.9 2.78%
NIFTY Long 7/17/2016 8407.05 8/7/2016 8683.15 3.28% 344239.1 1.25%
NIFTY Long 8/21/2016 8600.45 10/2/2016 8611.15 0.12% -533590 -1.88%
NIFTY Long 10/9/2016 8635 11/6/2016 8433.75 -2.33% -1180265 -4.31%
NIFTY Long 11/27/2016 7916.4 1/22/2017 8349.35 5.47% 877735.3 3.41%
NIFTY Long 1/29/2017 8327.2 8/13/2017 9710.8 16.62% 3648125 14.45%
NIFTY Long 9/17/2017 9968.8 9/24/2017 9964.4 -0.04% -545015 -2.04%
NIFTY Long 10/8/2017 9831.05 2/4/2018 10760.6 9.46% 1915004 7.36%
NIFTY Long 4/8/2018 10111.3 5/27/2018 10605.2 4.88% 755311.9 2.84%
NIFTY Long 6/3/2018 10558.5 9/23/2018 11143.1 5.54% 949658.8 3.48%
NIFTY Long 11/4/2018 10020.3 11/25/2018 10526.8 5.05% 804435.4 3.00%
NIFTY Long 3/3/2019 10729.3 5/12/2019 11278.9 5.12% 880251.5 3.07%
NIFTY Long 5/26/2019 11591.7 6/16/2019 11823.3 2.00% -6024.01 -0.02%
NIFTY Long 9/15/2019 10889.8 1/5/2020 12226.7 12.28% 3304308 10.15%
NIFTY Long 5/3/2020 9250.35 6/14/2020 9972.9 7.81% 2288564 5.73%
NIFTY Long 8/16/2020 11111.5 4/18/2021 14617.8 31.56% 13445903 29.24%
NIFTY Long 5/23/2021 14725.3 11/21/2021 17764.8 20.64% 7545133 18.43%
NIFTY Long 12/5/2021 16782.4 12/19/2021 16985.2 1.21% -321098 -0.80%
NIFTY Long 1/2/2022 16833.2 1/23/2022 17617.2 4.66% 1050374 2.61%
NIFTY Long 3/20/2022 16555 4/17/2022 17475.7 5.56% 1484845 3.51%
NIFTY Long 6/5/2022 16438.8 10/9/2022 17314.7 5.33% 1432296 3.27%
NIFTY Long 10/23/2022 17098.6 12/11/2022 18496.6 8.18% 2535239 6.09%
NIFTY Long 2/19/2023 17719.8 10/22/2023 19542.7 10.29% 3875388 8.18%
NIFTY Long 11/19/2023 19414.8 3/10/2024 22474.1 15.76% 6936972 13.60%
Shares Position vaCum. Profit # bars Profit/bar MAE MFE Scale In/Out
3076.87 15879393 437234.85 19 23012.36 -7.26% 7.47% 0/0
3308.48 18128989 2014017.42 10 157678.26 0.00% 15.68% 0/0
3315.26 19560847 1637077.63 3 -125646.6 0.00% 4.70% 0/0
3597.29 19239048 2948731.94 4 327913.58 0.00% 11.15% 0/0
3738.98 20318563 3085939.49 3 45735.85 0.00% 5.63% 0/0
5095.84 24250329 5251260.36 6 360886.81 -0.64% 13.47% 0/0
5400.74 25358907 7481609.44 14 159310.65 0.00% 19.90% 0/0
5504.75 26259582 8752094.6 8 158810.65 0.00% 12.12% 0/0
5445.1 27931992 9578581.54 4 206621.73 0.00% 5.27% 0/0
5322.3 29458391 9786888.34 8 26038.35 -11.68% 5.07% 0/0
5105.57 28710931 9353690.73 17 -25482.21 0.00% 8.68% 0/0
4272.79 23501650 10494044.02 8 142544.16 0.00% 13.26% 0/0
4080.65 22713942 11332314.46 5 167654.09 0.00% 8.99% 0/0
4734.56 27167837 11234242.83 3 -32690.54 0.00% 7.05% 0/0
4569.38 27778181 10574408.23 3 -219944.86 -0.38% 4.17% 0/0
4655.04 28071293 10285805.01 10 -28860.32 0.00% 6.38% 0/0
4540.42 27836415 17140910.52 34 201620.75 0.00% 33.43% 0/0
3150.52 24753483 17790987.35 8 81259.6 0.00% 9.80% 0/0
2918.25 23972525 17677581.33 13 -8723.54 -1.82% 11.01% 0/0
2812.64 23572005 17833352.19 3 51923.62 0.00% 5.02% 0/0
2940.08 24320204 17428447.15 14 -28921.79 -4.01% 4.63% 0/0
2978.28 22906542 18582996.46 3 384849.77 0.00% 7.11% 0/0
2969.46 23536408 17184183.46 6 -233135.5 -3.98% 2.40% 0/0
2927.1 22102675 16887890.73 4 -74073.18 0.00% 5.58% 0/0
3442.77 25494203 16889427.92 4 384.3 0.00% 5.03% 0/0
3356.5 25230271 17655677.16 2 383124.62 0.00% 5.21% 0/0
3290.57 25389352 18362346.04 5 141333.78 0.00% 7.51% 0/0
3272.3 27510367 18706585.17 4 86059.78 0.00% 3.28% 0/0
3305.68 28430338 18172995.48 7 -76227.1 -0.66% 4.28% 0/0
3173.29 27401355 16992730.1 5 -236053.08 -2.33% 1.99% 0/0
3247.35 25707349 17870465.42 9 97526.15 -0.29% 6.88% 0/0
3031.97 25247811 21518590.85 29 125797.43 0.00% 21.74% 0/0
2675.15 26668078 20973576.31 2 -272507.27 -0.04% 1.65% 0/0
2646.37 26016616 22888579.81 18 106389.08 0.00% 13.01% 0/0
2634.64 26639592 23643891.67 8 94413.98 0.00% 8.09% 0/0
2583.16 27274168 24593550.47 17 55862.28 -0.07% 11.38% 0/0
2673.17 26786131 25397985.86 4 201108.85 0.00% 7.09% 0/0
2671.33 28661507 26278237.36 11 80022.86 0.00% 10.50% 0/0
2362.36 27383739 26272213.35 4 -1506 0.00% 4.41% 0/0
2988.47 32543842 29576521.53 17 194371.07 -2.02% 12.89% 0/0
4315.46 39919509 31865085.21 7 326937.67 -4.80% 11.64% 0/0
4138.34 45982935 45310987.82 36 373497.29 -2.89% 38.88% 0/0
2779.52 40929354 52856120.43 27 279449.36 0.00% 26.34% 0/0
2380.69 39953684 52535022.57 3 -107032.62 0.00% 4.99% 0/0
2390.22 40235045 53585396.28 4 262593.43 0.00% 8.64% 0/0
2558.56 42357002 55070241.38 5 296969.02 0.00% 9.42% 0/0
2660.95 43742960 56502537.74 19 75384.02 -7.64% 10.08% 0/0
2432.82 41597718 59037777.14 8 316904.93 0.00% 10.46% 0/0
2672.17 47350235 62913165.29 30 129179.6 -5.03% 14.12% 0/0
2627.23 51007032 69850137.41 17 408057.18 0.00% 15.76% 0/0

You might also like