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Options Backtesting
Select Backtesting Strategy

Non-directional  Long Iron Butter y  NIFTY  1 Year   Monthlies

Select Backtesting Method Select Strategy Select Ticker Backtest Period
 Weeklies

Entry & Exit Criteria

30

Enter Trade: 30 Days Before Expiry

0

Exit Trade:
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 0 On the Day of Expiry

Stop Loss, Profit Target & IVP Filters

20  60   Same Day  > 0  No MA Filter  Normal 

StopLoss (%) Target (%)
 Next Day  < IVP (%) MA Filter Earnings

Option Strike/Delta Selection for Long Iron Butterfly

25  50  25 
Short Put Strike Delta (%) Long ATM Strike Delta (%) Short Call Strike Delta (%)

BACKTEST SCANNER START BACKTEST

Backtest Scanner Results Table

Ticker NT Win % Avg. PNL Avg. Returns Avg. Cap. PF PNL Returns

AXISBANK 16 75 ₹ +1,965 1% ₹ +195,638 1.34 ₹ +31,440 16%

AUROPHARMA 16 87.5 ₹ +5,853 3.45% ₹ +169,419 4.32 ₹ +93,650 55%

ASHOKLEY 16 93.75 ₹ +6,416 5.32% ₹ +120,706 5.89 ₹ +102,650 85%

BAJAJ-AUTO 16 87.5 ₹ +3,913 2.26% ₹ +173,284 2.72 ₹ +62,613 36%

BAJFINANCE 16 62.5 ₹ -1,906 -0.85% ₹ +225,036 0.81 ₹ -30,500 -14%

BANKBARODA 16 87.5 ₹ +5,333 4.25% ₹ +125,345 3.22 ₹ +85,325 68%

BHARTIARTL 16 93.75 ₹ +4,407 2.91% ₹ +151,513 3.85 ₹ +70,520 47%

BIOCON 16 81.25 ₹ +4,174 2.88% ₹ +144,832 3.37 ₹ +66,780 46%

BPCL 16 75 ₹ +2,160 1.31% ₹ +164,907 1.43 ₹ +34,560 21%

COALINDIA 16 81.25 ₹ +2,654 1.89% ₹ +140,125 1.98 ₹ +42,460 30%

DLF 16 87.5 ₹ +4,510 3.76% ₹ +120,039 2.94 ₹ +72,165 60%

DRREDDY 16 100 ₹ +7,105 4.53% ₹ +156,885 ₹ +113,688 72%

FEDERALBNK 16 81.25 ₹ +3,619 2.59% ₹ +139,848 3.47 ₹ +57,900 41%

GAIL 16 87.5 ₹ +9,576 3.97% ₹ +241,316 9.7 ₹ +153,219 63%

HCLTECH 16 81.25 ₹ +4,235 2.35% ₹ +179,853 3.92 ₹ +67,760 38%

HDFC 16 93.75 ₹ +7,247 2.98% ₹ +243,381 6.39 ₹ +115,950 48%

HDFCBANK 16 81.25 ₹ +1,231 0.68% ₹ +182,214 1.44 ₹ +19,700 11%

HINDUNILVR 16 93.75 ₹ +5,370 2.41% ₹ +222,438 9.28 ₹ +85,920 39%

HEROMOTOCO 16 93.75 ₹ +3,898 2.63% ₹ +148,456 3.94 ₹ +62,370 42%

HINDALCO 16 93.75 ₹ +8,827 4.65% ₹ +189,919 63.08 ₹ +141,225 74%

HINDPETRO 16 81.25 ₹ +2,287 1.84% ₹ +124,292 1.62 ₹ +36,593 29%

ICICIBANK 16 93.75 ₹ +10,295 4.96% ₹ +207,562 9.68 ₹ +164,725 79%

IDEA 15 66.67 ₹ +2,460 2.69% ₹ +91,351 1.92 ₹ +36,903 40%

IOC 16 81.25 ₹ +3,722 3.01% ₹ +123,577 2.96 ₹ +59,550 48%

INDIGO 16 87.5 ₹ +8,188 4.42% ₹ +185,243 4.16 ₹ +131,010 71%

INFY 16 81.25 ₹ +5,989 2.69% ₹ +222,652 3.57 ₹ +95,820 43%

INDUSINDBK 16 87.5 ₹ +2,840 2.2% ₹ +129,249 2.53 ₹ +45,440 35%

ITC 16 87.5 ₹ +4,635 2.71% ₹ +171,203 6.07 ₹ +74,160 43%

JSWSTEEL 15 100 ₹ +8,063 4.66% ₹ +173,010 ₹ +120,950 70%

KOTAKBANK 16 93.75 ₹ +5,753 2.56% ₹ +224,318 3.98 ₹ +92,040 41%

LT 16 87.5 ₹ +3,779 2.15% ₹ +175,705 3.42 ₹ +60,469 34%

MARUTI 16 75 ₹ +480 0.34% ₹ +141,894 1.14 ₹ +7,687 5%

M&M 15 100 ₹ +8,477 4.48% ₹ +189,198 ₹ +127,150 67%

PNB 16 93.75 ₹ +6,206 5.05% ₹ +122,841 4.68 ₹ +99,300 81%

RECLTD 16 87.5 ₹ +10,875 5.69% ₹ +191,245 8.53 ₹ +174,000 91%

RELIANCE 16 68.75 ₹ +53 0.03% ₹ +199,409 1.01 ₹ +850 0%

SAIL 16 100 ₹ +13,462 7.23% ₹ +186,291 ₹ +215,400 116%

SBIN 16 81.25 ₹ +3,684 1.66% ₹ +221,452 1.73 ₹ +58,950 27%

SUNPHARMA 16 81.25 ₹ +3,001 2.2% ₹ +136,272 2.16 ₹ +48,015 35%

TATAGLOBAL 16 93.75 ₹ +5,566 4.1% ₹ +135,690 5.83 ₹ +89,055 66%

TATAMOTORS 16 87.5 ₹ +3,103 3.23% ₹ +95,967 2.7 ₹ +49,650 52%

TATAPOWER 15 66.67 ₹ +1,260 0.76% ₹ +165,158 1.28 ₹ +18,900 11%

TATASTEEL 16 81.25 ₹ +3,014 2.13% ₹ +141,588 2.14 ₹ +48,222 34%

TCS 16 87.5 ₹ +4,889 2.47% ₹ +197,908 4.51 ₹ +78,225 40%

TECHM 16 87.5 ₹ +7,841 3.6% ₹ +217,733 5.08 ₹ +125,460 58%

TITAN 16 93.75 ₹ +7,350 3.93% ₹ +187,203 5.16 ₹ +117,600 63%

UPL 16 87.5 ₹ +7,762 3.81% ₹ +203,453 5.76 ₹ +124,185 61%

VEDL 16 87.5 ₹ +4,772 4.54% ₹ +105,130 80.33 ₹ +76,358 73%

WIPRO 16 75 ₹ +3,093 1.53% ₹ +202,428 2.05 ₹ +49,480 24%

YESBANK 16 93.75 ₹ +5,673 5.39% ₹ +105,256 5.67 ₹ +90,760 86%

ZEEL 16 93.75 ₹ +9,206 6.13% ₹ +150,292 36.41 ₹ +147,290 98%

Rows per page: All

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