Nifty Paper Trading

[munde_77]

SAR Now long at 10267.5

 

[munde_77]

Now Short at 10226.3

 

[munde_77]

Now long 10282.1

 

[munde_77]

Statistics | Charts | Trades | Formula | Settings | Symbols

Statistics
All trades Long trades Short trades
Initial capital 400000.00 400000.00 400000.00
Ending capital 755590.00 415580.00 740010.00
Net Profit 355590.00 15580.00 340010.00
Net Profit % 88.90 % 3.89 % 85.00 %
Exposure % 87.06 % 31.04 % 56.03 %
Net Risk Adjusted Return % 102.11 % 12.55 % 151.72 %
Annual Return % 229383.90 % 59.18 % 177998.71 %
Risk Adjusted Return % 263463.99 % 190.69 % 317703.69 %
Total transaction costs 0.00 0.00 0.00

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All trades 52 26 (50.00 %) 26 (50.00 %)
Avg. Profit/Loss 6838.27 599.23 13077.31
Avg. Profit/Loss % 0.24 % 0.04 % 0.44 %
Avg. Bars Held 34.10 24.35 43.85

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Winners 21 (40.38 %) 10 (19.23 %) 11 (21.15 %)
Total Profit 605005.00 123250.00 481755.00
Avg. Profit 28809.76 12325.00 43795.91
Avg. Profit % 0.94 % 0.43 % 1.41 %
Avg. Bars Held 63.86 51.10 75.45
Max. Consecutive 3 2 3
Largest win 219120.00 26320.00 219120.00
# bars in largest win 212 55 212

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Losers 31 (59.62 %) 16 (30.77 %) 15 (28.85 %)
Total Loss -249415.00 -107670.00 -141745.00
Avg. Loss -8045.65 -6729.38 -9449.67
Avg. Loss % -0.23 % -0.20 % -0.26 %
Avg. Bars Held 13.94 7.63 20.67
Max. Consecutive 6 5 3
Largest loss -27925.00 -20625.00 -27925.00
# bars in largest loss 7 5 7

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Max. trade drawdown -71880.00 -50820.00 -71880.00
Max. trade % drawdown -1.65 % -1.20 % -1.65 %
Max. system drawdown -150815.00 -91320.00 -110315.00
Max. system % drawdown -16.68 % -18.10 % -16.89 %
Recovery Factor 2.36 0.17 3.08
CAR/MaxDD 13750.49 3.27 10539.54
RAR/MaxDD 15793.43 10.54 18811.67
Profit Factor 2.43 1.14 3.40
Payoff Ratio 3.58 1.83 4.63
Standard Error 59439.95 11582.79 62180.00
Risk-Reward Ratio 73.62 60.92 59.02
Ulcer Index 5.82 5.61 7.14
Ulcer Performance Index 39388.37 9.59 24946.29
Sharpe Ratio of trades 5.28 2.61 6.42
K-Ratio 0.0421 0.0348 0.0337


Statistics | Charts | Trades | Formula | Settings | Symbols

Trades

Trade list Ticker Trade Entry Exit % change Profit Shares Pos. value Cum. profit # bars Profit/bar MAE/MFE Scale In/Out
BANKNIFTY-I Short 01-01-2014 09:39:59
11461 01-01-2014 09:49:59
11470.7 0.08% -1930.00
-0.08% 200 2292200.00 -1930.00 3 -643.33 -0.10%
0.01% 0/0
BANKNIFTY-I Long 01-01-2014 09:49:59
11470.7 01-01-2014 13:49:59
11472 0.01% 280.00
0.01% 200 2294130.08 -1650.00 49 5.71 -0.05%
0.29% 0/0
BANKNIFTY-I Short 01-01-2014 13:49:59
11472 01-01-2014 14:54:59
11478 0.05% -1190.00
-0.05% 200 2294409.96 -2840.00 14 -85.00 -0.24%
0.14% 0/0
BANKNIFTY-I Long 01-01-2014 14:54:59
11478 01-01-2014 15:04:59
11472.7 -0.05% -1070.00
-0.05% 200 2295600.00 -3910.00 3 -356.67 -0.05%
0.02% 0/0
BANKNIFTY-I Short 01-01-2014 15:04:59
11472.7 01-01-2014 15:19:59
11482.7 0.09% -2000.00
-0.09% 200 2294530.08 -5910.00 4 -500.00 -0.11%
0.06% 0/0
BANKNIFTY-I Long 01-01-2014 15:19:59
11482.7 01-02-2014 13:34:59
11614.3 1.15% 26320.00
1.15% 200 2296530.08 20410.00 55 478.55 -0.14%
1.70% 0/0
BANKNIFTY-I Short 01-02-2014 13:34:59
11614.3 01-03-2014 14:44:59
11243.5 -3.19% 74160.00
3.19% 200 2322850.00 94570.00 90 824.00 -0.12%
4.42% 0/0
BANKNIFTY-I Long 01-03-2014 14:44:59
11243.5 01-06-2014 09:34:59
11173.8 -0.62% -13930.00
-0.62% 200 2248690.04 80640.00 14 -995.00 -0.71%
0.53% 0/0
BANKNIFTY-I Short 01-06-2014 09:34:59
11173.8 01-06-2014 10:29:59
11157.7 -0.14% 3220.00
0.14% 200 2234759.96 83860.00 12 268.33 -0.17%
0.59% 0/0
BANKNIFTY-I Long 01-06-2014 10:29:59
11157.7 01-06-2014 10:34:59
11132.9 -0.22% -4960.00
-0.22% 200 2231540.04 78900.00 2 -2480.00 -0.22%
0.01% 0/0
BANKNIFTY-I Short 01-06-2014 10:34:59
11132.9 01-06-2014 12:04:59
11141.2 0.07% -1660.00
-0.07% 200 2226580.08 77240.00 19 -87.37 -0.23%
0.16% 0/0
BANKNIFTY-I Long 01-06-2014 12:04:59
11141.2 01-06-2014 12:09:59
11133.5 -0.07% -1530.00
-0.07% 200 2228240.04 75710.00 2 -765.00 -0.07%
0.06% 0/0
BANKNIFTY-I Short 01-06-2014 12:09:59
11133.5 01-06-2014 12:24:59
11152.1 0.17% -3710.00
-0.17% 200 2226709.96 72000.00 4 -927.50 -0.17%
0.05% 0/0
BANKNIFTY-I Long 01-06-2014 12:24:59
11152.1 01-06-2014 13:09:59
11126.8 -0.23% -5070.00
-0.23% 200 2230419.92 66930.00 10 -507.00 -0.23%
0.07% 0/0
BANKNIFTY-I Short 01-06-2014 13:09:59
11126.8 01-07-2014 11:39:59
11016.3 -0.99% 22080.00
0.99% 200 2225350.00 89010.00 58 380.69 -0.84%
1.58% 0/0
BANKNIFTY-I Long 01-07-2014 11:39:59
11016.3 01-07-2014 11:59:59
11000 -0.15% -3270.00
-0.15% 200 2203269.92 85740.00 5 -654.00 -0.21%
0.05% 0/0
BANKNIFTY-I Short 01-07-2014 11:59:59
11000 01-07-2014 13:59:59
11023.8 0.22% -4760.00
-0.22% 200 2200000.00 80980.00 25 -190.40 -0.22%
0.57% 0/0
BANKNIFTY-I Long 01-07-2014 13:59:59
11023.8 01-08-2014 12:49:59
11105 0.74% 16240.00
0.74% 200 2204759.96 97220.00 62 261.94 -0.23%
1.43% 0/0
BANKNIFTY-I Short 01-08-2014 12:49:59
11105 01-09-2014 14:14:59
11017.8 -0.79% 17450.00
0.79% 200 2221000.00 114670.00 93 187.63 -0.57%
1.39% 0/0
BANKNIFTY-I Long 01-09-2014 14:14:59
11017.8 01-09-2014 15:19:59
11006 -0.11% -3525.00
-0.11% 300 3305325.00 111145.00 14 -251.79 -0.21%
0.47% 0/0
BANKNIFTY-I Short 01-09-2014 15:19:59
11006 01-10-2014 10:34:59
10986.5 -0.18% 5850.00
0.18% 300 3301800.00 116995.00 19 307.89 -0.39%
1.13% 0/0
BANKNIFTY-I Long 01-10-2014 10:34:59
10986.5 01-10-2014 12:24:59
11013.4 0.24% 8070.00
0.24% 300 3295950.00 125065.00 23 350.87 -0.30%
1.18% 0/0
BANKNIFTY-I Short 01-10-2014 12:24:59
11013.4 01-13-2014 09:39:59
10945 -0.62% 20505.00
0.62% 300 3304020.12 145570.00 43 476.86 -0.75%
1.85% 0/0
BANKNIFTY-I Long 01-13-2014 09:39:59
10945 01-13-2014 10:39:59
10938 -0.06% -2115.00
-0.06% 300 3283514.94 143455.00 13 -162.69 -0.08%
0.41% 0/0
BANKNIFTY-I Short 01-13-2014 10:39:59
10938 01-13-2014 11:34:59
10963 0.23% -7500.00
-0.23% 300 3281400.00 135955.00 12 -625.00 -0.23%
0.25% 0/0
BANKNIFTY-I Long 01-13-2014 11:34:59
10963 01-13-2014 11:59:59
10942 -0.19% -6285.00
-0.19% 300 3288900.00 129670.00 6 -1047.50 -0.21%
0.06% 0/0
BANKNIFTY-I Short 01-13-2014 11:59:59
10942 01-13-2014 13:09:59
10973 0.28% -9270.00
-0.28% 300 3282614.94 120400.00 15 -618.00 -0.28%
0.32% 0/0
BANKNIFTY-I Long 01-13-2014 13:09:59
10973 01-14-2014 11:19:59
11023.6 0.46% 15195.00
0.46% 300 3291885.06 135595.00 54 281.39 -0.23%
1.16% 0/0
BANKNIFTY-I Short 01-14-2014 11:19:59
11023.6 01-15-2014 09:24:59
11065 0.38% -12420.00
-0.38% 300 3307079.88 123175.00 53 -234.34 -0.38%
0.84% 0/0
BANKNIFTY-I Long 01-15-2014 09:24:59
11065 01-16-2014 12:14:59
11132 0.61% 20100.00
0.61% 300 3319500.00 143275.00 110 182.73 -0.41%
1.22% 0/0
BANKNIFTY-I Short 01-16-2014 12:14:59
11132 01-16-2014 13:59:59
11125 -0.06% 2085.00
0.06% 300 3339600.00 145360.00 22 94.77 -0.07%
0.51% 0/0
BANKNIFTY-I Long 01-16-2014 13:59:59
11125 01-16-2014 15:09:59
11101 -0.22% -7215.00
-0.22% 300 3337514.94 138145.00 15 -481.00 -0.22%
0.27% 0/0
BANKNIFTY-I Short 01-16-2014 15:09:59
11101 01-20-2014 10:49:59
11018.8 -0.74% 24660.00
0.74% 300 3330300.00 162805.00 99 249.09 -0.22%
2.03% 0/0
BANKNIFTY-I Long 01-20-2014 10:49:59
11018.8 01-20-2014 11:09:59
11015.5 -0.03% -990.00
-0.03% 300 3305639.94 161815.00 5 -198.00 -0.07%
0.15% 0/0
BANKNIFTY-I Short 01-20-2014 11:09:59
11015.5 01-20-2014 14:34:59
11007.5 -0.07% 2385.00
0.07% 300 3304650.00 164200.00 42 56.79 -0.17%
0.48% 0/0
BANKNIFTY-I Long 01-20-2014 14:34:59
11007.5 01-20-2014 14:44:59
10977 -0.28% -9150.00
-0.28% 300 3302264.94 155050.00 3 -3050.00 -0.28%
0.11% 0/0
BANKNIFTY-I Short 01-20-2014 14:44:59
10977 01-20-2014 14:59:59
11040.1 0.57% -18915.00
-0.57% 300 3293114.94 136135.00 4 -4728.75 -0.62%
0.05% 0/0
BANKNIFTY-I Long 01-20-2014 14:59:59
11040.1 01-21-2014 13:44:59
11115.7 0.68% 22665.00
0.68% 300 3312029.88 158800.00 61 371.56 -0.18%
1.33% 0/0
BANKNIFTY-I Short 01-21-2014 13:44:59
11115.7 01-23-2014 12:49:59
11192.1 0.69% -22935.00
-0.69% 300 3334695.12 135865.00 140 -163.82 -1.34%
0.11% 0/0
BANKNIFTY-I Long 01-23-2014 12:49:59
11192.1 01-23-2014 14:04:59
11200.5 0.08% 2520.00
0.08% 300 3357629.88 138385.00 16 157.50 -0.08%
0.39% 0/0
BANKNIFTY-I Short 01-23-2014 14:04:59
11200.5 01-28-2014 12:54:59
10470.1 -6.52% 219120.00
6.52% 300 3360150.00 357505.00 212 1033.58 -0.39%
7.77% 0/0
BANKNIFTY-I Long 01-28-2014 12:54:59
10470.1 01-28-2014 13:09:59
10450 -0.19% -8060.00
-0.19% 400 4188039.84 349445.00 4 -2015.00 -0.29%
0.05% 0/0
BANKNIFTY-I Short 01-28-2014 13:09:59
10450 01-28-2014 13:14:59
10470.2 0.19% -8080.00
-0.19% 400 4179980.08 341365.00 2 -4040.00 -0.19%
0.11% 0/0
BANKNIFTY-I Long 01-28-2014 13:14:59
10470.2 01-29-2014 13:19:59
10494 0.23% 9520.00
0.23% 400 4188060.16 350885.00 77 123.64 -0.21%
1.81% 0/0
BANKNIFTY-I Short 01-29-2014 13:19:59
10494 01-31-2014 12:24:59
10268.3 -2.15% 90240.00
2.15% 400 4197580.08 441125.00 140 644.57 -0.57%
3.73% 0/0
BANKNIFTY-I Long 01-31-2014 12:24:59
10268.3 01-31-2014 13:14:59
10249.9 -0.18% -9225.00
-0.18% 500 5134174.80 431900.00 11 -838.64 -0.25%
0.19% 0/0
BANKNIFTY-I Short 01-31-2014 13:14:59
10249.9 01-31-2014 13:24:59
10270.2 0.20% -10150.00
-0.20% 500 5124950.20 421750.00 3 -3383.33 -0.20%
0.10% 0/0
BANKNIFTY-I Long 01-31-2014 13:24:59
10270.2 01-31-2014 14:09:59
10248.9 -0.21% -10650.00
-0.21% 500 5135100.10 411100.00 10 -1065.00 -0.25%
0.17% 0/0
BANKNIFTY-I Short 01-31-2014 14:09:59
10248.9 01-31-2014 14:29:59
10267.5 0.18% -9300.00
-0.18% 500 5124450.20 401800.00 5 -1860.00 -0.18%
0.18% 0/0
BANKNIFTY-I Long 01-31-2014 14:29:59
10267.5 01-31-2014 14:49:59
10226.3 -0.40% -20625.00
-0.40% 500 5133750.00 381175.00 5 -4125.00 -0.40%
0.11% 0/0
BANKNIFTY-I Short 01-31-2014 14:49:59
10226.3 01-31-2014 15:19:59
10282.1 0.55% -27925.00
-0.55% 500 5113125.00 353250.00 7 -3989.29 -0.56%
0.28% 0/0
BANKNIFTY-I Open Long 01-31-2014 15:19:59
10282.1 01-31-2014 15:29:59
10288 0.06% 2340.00
0.06% 400 4112839.84 355590.00 4 585.00 -0.21%
0.32% 0/0