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Nifty 5 Min

Gross Profit
Gross Loss
Net Profit
No. of Winning trades
No. of Losing trades
Total trades
% winning trades
Largest Single Profitable trade
Largest Single Losing trade
Brokerage in Rs
Brokerage Points
Longest No of Winning trades
Max Run-up on Winning trades
Longest No of Losing trades
Max Drawdown on Losing trades
Maximum draw down %
Absolute return
CAGR
CAR/MDD

1
767.65
-683.75
83.9
34
62
96
35.42%
137.9
-34.1
6480
86.40
5
#REF!
8
#REF!
14.74%
12.6%
314.7%
21.35

1.25
698.15
-451.05
247.1
27
39
66
40.91%
136
-38.9
4387.5
58.50
6
#REF!
6
#REF!
10.03%
37.1%
4296.6%
428.45

1.5
587.25
-424.5
162.75
20
32
52
38.46%
129.45
-38.7
3510
46.80
3
#REF!
3
#REF!
12.49%
24.4%
1275.2%
102.14

HA
1.75
419.45
-664.9
-245.45
17
35
52
32.69%
81.55
-126.6
3510
46.80
2
#REF!
2
#REF!
42.24%
-36.8%
-99.6%
-2.36

HA
2
389.85
-686.35
-296.5
14
35
49
28.57%
73.95
-125.4
3307.5
44.10
2
#REF!
2
#REF!
48.93%
-44.5%
-99.9%
-2.04

2.25
394.4
-633.1
-238.7
13
29
42
30.95%
75.45
-131.45
2835
37.80
2
#REF!
2
#REF!
40.96%
-35.8%
-99.5%
-2.43

2.5
497.7
-376.2
121.5
13
19
32
40.63%
141.5
-44.05
2160
28.80
2
#REF!
2
#REF!
10.07%
18.2%
645.6%
64.08

3
436.15
-345.15
91
11
15
26
42.31%
166.5
-49.05
1755
23.40
2
#REF!
2
#REF!
13.52%
13.6%
364.3%
26.94

2
579.9
-546.5
33.4
23
35
58
39.66%
127.5
-38.9
3915
52
3
63.45
3
63.45
19.1%
5.0%
79.8%
4.18

2.5
400.65
-437.4
-36.75
13
26
39
33.33%
127.5
-38.7
2633
35
2
37.6
2
37.6
21.6%
-5.5%
-49.4%
-2.28

NORMAL
3
270.45
-515.25
-244.8
10
21
31
32.26%
73.6
-131.45
2093
28
2
40.25
2
40.25
39.5%
-36.7%
-99.6%
-2.52

NORMAL
3.5
472.9
-321.2
151.7
11
16
27
40.74%
163.1
-49.05
1823
24
2
105.6
2
105.6
12.5%
22.8%
1070.8%
85.73

4
471.65
-247.1
224.55
12
11
23
52.17%
163.1
-49.05
1553
21
4
80.95
4
80.95
9.7%
33.7%
3157.6%
326.55

Date
NIFTY16JU NIFTY16JU NIFTY16JUNNIFTY16JUN
6/30/2016 13:10 8283.75
8294
8283.1 8290.45 B
6/30/2016 14:25
8316.9 8318.75
8316.1
8318 S
6/30/2016 15:10 8321.65
8328.4
8319.6
8328.1 B
1/7/2016 11:40
8362.2
8364
8356 8359.45 S
1/7/2016 12:05 8367.95
8371
8366.5
8369.4 B
1/7/2016 12:35
8365.8
8368 8363.05
8364.4 S
1/7/2016 13:45 8360.25 8373.85
8360
8370.9 B
1/7/2016 14:35
8366
8366
8358
8363 S
4/7/2016 9:15 8394.65
8399 8391.25
8397.1 B
4/7/2016 11:20 8399.15
8401.9
8398
8398 S
4/7/2016 12:20
8407 8413.55 8406.55 8413.45 B
4/7/2016 12:35
8403.6
8406
8402.3
8402.7 S
5/7/2016 11:25
8363.9
8367
8361.8
8367 B
5/7/2016 12:05 8371.05
8372 8367.55
8370 S
5/7/2016 13:00
8365.6
8369.5 8363.35
8365.3 B
5/7/2016 13:30
8357.2
8357.4
8351
8351 S
7/7/2016 9:35 8352.45
8355 8350.15
8354.6 B
7/7/2016 10:25
8347.1 8347.65 8342.55
8343 S
7/7/2016 10:45
8355
8355.9
8351
8353 B
7/7/2016 11:10
8348
8348
8345.5
8346 S
7/7/2016 12:30
8346
8356
8345.7
8355.7 B
7/7/2016 14:40
8375.8
8376.9
8374
8374 S
7/7/2016 15:25
8364
8370 8363.25 8368.75 B
8/7/2016 9:15 8342.05
8353
8339.4 8344.75 S
8/7/2016 10:35
8322.1
8324
8320
8323 B
8/7/2016 11:50 8313.45
8315
8310.6 8313.25 S
8/7/2016 12:30
8315.4 8328.95
8310
8328.7 B
8/7/2016 14:00
8338
8338 8333.05 8333.25 S
8/7/2016 15:00 8333.25
8339.9 8332.55
8334.1 B
11/7/2016 13:05
11/7/2016 13:40
11/7/2016 14:25
11/7/2016 15:00
12/7/2016 13:10
12/7/2016 13:40
7/13/2016 10:00
7/13/2016 12:05
7/13/2016 12:25
7/13/2016 13:20
7/13/2016 14:40
7/13/2016 15:05
7/13/2016 15:20
7/14/2016 9:50
7/14/2016 10:30
7/14/2016 11:25
7/14/2016 12:55

8477.2
8476.2
8479.65
8477.05
8511.4
8504.2
8529
8513.05
8508
8515
8522.1
8526.2
8520.65
8524.6
8515.2
8523.1
8553

8477.75
8480
8481.2
8483.65
8513.1
8509.5
8529
8520
8511.7
8531.7
8522.75
8528.9
8523
8526
8517.75
8523.1
8557.65

8469.35
8475.8
8469
8476.9
8508.8
8503.5
8518.5
8510.05
8506
8515
8511.15
8525.05
8515
8518.55
8512.75
8519.45
8552

8472 S
8479 B
8470 S
8482.9 B
8509.4 S
8509 B
8521.6 S
8517.95 B
8511.7 S
8526.3 B
8518.6 S
8526.45 B
8515.3 S
8520.05 B
8514.95 S
8522 B
8556.8 S

1O
33.15
-4.75
40.55
-5.75
-2.15
5.55
5.75
-28.65
4.5
-7.85
-3.4
39.7
7.15
5.45
-8.4
4.75
-5.35
-7.9
-7
2
29.8
11.8
-21.95
19.95
-8.65
-1.95
22.6
4.75
143.95
1
3.45
2.6
34.35
7.2
24.8
15.95
-5.05
-7
7.1
-4.1
-5.55
-3.95
-9.4
-7.9
29.9

7/14/2016 13:35
7/14/2016 13:50
7/14/2016 15:00
7/15/2016 9:35
7/15/2016 12:45
7/15/2016 14:15
7/15/2016 15:05
7/18/2016 13:00
7/19/2016 9:15
7/19/2016 9:35
7/19/2016 10:05
7/19/2016 11:45
7/19/2016 12:25
7/19/2016 13:05
7/19/2016 14:50
7/20/2016 12:35
7/20/2016 13:20
7/20/2016 13:50
7/20/2016 14:05
7/21/2016 9:20
7/21/2016 10:25
7/21/2016 11:55
7/21/2016 13:50
7/21/2016 14:05
7/22/2016 10:00
7/22/2016 10:35
7/22/2016 11:30
7/22/2016 12:35
7/22/2016 13:05
7/22/2016 13:50
7/22/2016 14:10
7/25/2016 9:15
7/25/2016 10:00
7/26/2016 9:15
7/26/2016 9:25
7/26/2016 10:00
7/26/2016 11:05
7/26/2016 11:50
7/26/2016 12:25
7/26/2016 12:40
7/26/2016 13:40
7/26/2016 14:30
7/27/2016 9:15
7/27/2016 10:40
7/27/2016 12:35
7/27/2016 13:10
7/27/2016 15:05
7/28/2016 12:35

8562.95
8558.9
8563.85
8587.15
8540.1
8563.4
8555
8599.85
8530.3
8504.35
8523
8523.65
8523.95
8533.1
8508.9
8577.1
8573.9
8573.95
8577.5
8580.45
8575.8
8576.25
8550.6
8551.55
8518.75
8512.1
8521.8
8541
8547
8551.85
8539.75
8542.5
8544.3
8637.7
8646.3
8635.5
8636.9
8638.45
8643.05
8642
8634.85
8641
8595.65
8649.7
8596.85
8591
8600
8649.5

8566.6
8560
8572.9
8587.75
8546.4
8563.4
8558.35
8601
8535.8
8509.6
8525.7
8525
8529
8533.1
8524
8578
8584
8574.6
8580
8583.9
8577.95
8576.9
8562
8553.3
8525
8514.9
8542.2
8547
8560.1
8553.9
8556.9
8546.95
8550.6
8640.45
8648.85
8637
8642
8640.05
8646.45
8643
8640
8641
8631
8649.7
8614
8591
8623.8
8649.95

8562.75
8556.2
8563.2
8565.2
8539.95
8556.35
8552.2
8590
8526.05
8502.05
8521
8517.2
8522
8520.6
8503.5
8570.1
8571.25
8567
8576
8572.2
8573.05
8572.6
8550.05
8540
8516.4
8510.5
8520.55
8540.1
8546.55
8531.05
8538.8
8534.1
8543.5
8627
8642
8630
8634.3
8636.2
8642
8634.75
8634.5
8632.75
8594.45
8641
8596
8584.25
8599.1
8636.65

8564.95 B
8556.25 S
8571.1 B
8567.4 S
8545.2 B
8558 S
8553.2 B
8590.55 S
8526.4 B
8506.8 S
8522.05 B
8522.25 S
8528.8 B
8527 S
8520.65 B
8575 S
8581.6 B
8570 S
8577.2 B
8578.05 S
8574.65 B
8574.1 S
8560.95 B
8543.35 S
8520.7 B
8514.9 S
8539.45 B
8543.35 S
8558.6 B
8532.45 S
8556.9 B
8544.3 S
8546.8 B
8632.4 S
8646.95 B
8631.2 S
8641.9 B
8636.8 S
8643.5 B
8637 S
8638 B
8636.6 S
8630.45 B
8642.6 S
8614 B
8586.1 S
8616.6 B
8636.7 S

-9.95
-4.05
-4.95
23.3
47.05
23.3
8.4
44.85
69.55
-25.95
-18.65
0.65
-0.3
9.15
24.2
68.2
3.2
0.05
-3.55
2.95
4.65
0.45
25.65
0.95
32.8
-6.65
-9.7
19.2
-6
4.85
12.1
2.75
-1.8
93.4
-8.6
-10.8
-1.4
1.55
-4.6
-1.05
7.15
6.15
45.35
54.05
52.85
-5.85
-9
49.5

7/28/2016 13:00
7/28/2016 13:35
7/28/2016 15:00

8646.8
8646.75
8634.25

8648.25
8647.1
8661.25

8645.05
8637.1
8633.75

8645.05 B
8640.75 S
8658.95 B

2.7
-0.05
12.5

24.75
-9.65
35.6
-7
-3
-5.85
-7.85
-33
2.9
-11.65
-7.55
39
5
2.5
-12.1
2.4
-7.35
-8.25
-7.9
-8
20.9
6.9
-17
29
-9
-13.95
9.05
-1.9

33
-3.5
36.4
-10.5
-3.45
3.05
-2
-33.25
6.75
-8.55
-4.25
40.5
5.75
4.2
-12.35
0.85
-7.6
-8.45
-5.5
-0.2
28.3
10.75
-23.85
19.4
-9.4
0.6
23.05
0.5

27.55
-10.1
31.35
-9.95
-5
-6.5
-7.9
-34.1
0.9
-15.45
-10.75
35.7
3
4.7
-14.3
-3.6
-11.6
-10
-7
-9.7
18.3
5.25
-24
21.75
-9.75
-15.45
4.55
-0.85

137.85
-2.25
1.2
-2.45
29.45
3.6
19.5
9
-8.3
-20
-8.95
-6.15
-5.9
-3
-8.25
-5.35
34.55

136.8
-6.45
-6.8
-7.9
31.9
5.3
15
8.45
-4.05
-9
-3.85
-13.9
-10.05
-3.55
-5.8
-6.7
32.55

137.9
-7
-9
-12.9
26.5
0.4
12.6
3.65
-6.25
-14.6
-7.7
-7.85
-11.15
-4.75
-5.1
-7.05
34.8

Nifty 5
Min
1
135 Profit - Open
Enter Initial Amount
50000 Lot size
Gross Profit
1261.2
Gross Loss
-289.6
Net Profit
971.6
No. of Winning trades
57
No. of Losing trades
39
Total trades
96
% winning trades
59.38%
Largest Single Profitable trade
143.95
Largest Single Losing trade
-28.65
Brokerage in Rs
Brokerage Points
Initial amount
Final amount
122870
Longest No of Winning trades
10
Max Run-up on Winning trades
#REF!
Longest No of Losing trades
5
Max Drawdown on Losing trades
#REF!
Maximum draw down %
4.8%
Absolute return
145.7%
CAGR
4849548.3%
CAR/MDD
1012400.29

6
8
50

Absolute returns = 100* (Selling Price Cost Price)/ (Cost Pric

CAGR=
((Endnig value/Beginning value)^(1/No. of years))-1
sharpe ratio=
(Expected return- risk free return)/stand

-8.95
-6.6
-12.9
14.85
41.35
17
5.05
42.65
65.2
-26.2
-16.1
-0.7
-4
4.1
9.1
54
-6
-9.4
-5.4
3.9
5.95
-1.05
14.9
-8.7
28.3
-10.1
-27.3
4.8
-13.1
-6.2
-3
-9.95
-3.65
89.85
-8.4
-11.85
-5
-1.95
-6.4
-3.45
3
1
10
18.7
35.7
-23
-32.8
26.15

-10.75
-6.55
-7
2
25.25
16.4
4.15
37.8
63.95
-24
-18.95
-3.8
-4.8
-1.4
17.1
66.6
-1.15
-4.25
-9
-3.8
-0.85
-0.45
22.55
-10.05
23.6
-5.9
-10.05
19.55
-6.45
-15.5
-7.75
-4.7
-9.4
83.5
-15
-12
-4.3
1.9
-5.8
-7.25
0.25
-1.75
38.3
46.55
45
-11.75
-14.85
37.55

-8.15
-8.7
-14.85
-3.7
22.2
12.8
4.8
37.35
64.15
-19.6
-15.25
0.2
-6.55
-1.8
6.35
54.35
-6.6
-11.6
-7.2
0.85
3.4
-0.55
13.15
-17.6
22.65
-5.8
-24.55
3.9
-15.25
-26.15
-24.45
-12.6
-2.5
85.6
-14.55
-15.75
-10.7
-5.1
-6.7
-6.5
-1
-1.4
6.15
12.15
28.6
-27.9
-30.5
20.1

1.7
-1.15
-14.15

-8.4
-7.95
3.35

-8.35
-4.3
-18.2

Profit High

Profit Profit - Low


Close
75 No of Year
0.08
910.4
998.45
767.65
-529.05
-466.5 -683.75
381.35
531.95
83.9
40
39
34
56
57
62
96
96
96
41.67%
40.63%
35.42%
137.85
136.8
137.9
-33
-33.25
-34.1
6480
86.40
50000
78601.25
89896.25 56292.5
6
6
5
#REF!
#REF!
#REF!
8
8
8
#REF!
#REF!
#REF!
10.2%
7.1%
14.7%
57.2%
79.8%
12.6%
22677.9% 113993.0%
314.7%
2228.54
15997.59
21.35

ost Price)/ (Cost Price)

)^(1/No. of years))-1
k free return)/standard deviation

Open
52486.25
0
52130 -0.006787
55171.25 0.0511563
54740 -0.007817
54578.75 -0.010739
54995 -0.003195
55426.25 0.004622
53277.5 -0.038768
53615 -0.032679
53026.25 -0.043301
52771.25 -0.047901
55748.75 0.0058185
56285 0.009619
56693.75 0.0072621
56063.75 -0.011112
56420 -0.004829
56018.75 -0.011906
55426.25 -0.022357
54901.25 -0.031617
55051.25 -0.028971
57286.25 0.0104509
58171.25 0.0154487
56525
-0.0283
58021.25 -0.002579
57372.5 -0.013731
57226.25 -0.016245
58921.25 0.012893
59277.5 0.0060462

High
51856.25
51132.5
53802.5
53277.5
53052.5
52613.75
52025
49550
49767.5
48893.75
48327.5
51252.5
51627.5
51815
50907.5
51087.5
50536.25
49917.5
49325
48725
50292.5
50810
49535
51710
51035
49988.75
50667.5
50525

70073.75
70148.75
70407.5
70602.5
73178.75
73718.75
75578.75
76775
76396.25
75871.25
76403.75
76096.25
75680
75383.75
74678.75
74086.25
76328.75

60863.75
60695
60785
60601.25
62810
63080
64542.5
65217.5
64595
63095
62423.75
61962.5
61520
61295
60676.25
60275
62866.25

0.1821307
0.0010703
0.0036886
0.0027696
0.0364895
0.0073792
0.025231
0.0158279
-0.004933
-0.011771
-0.004836
-0.008841
-0.014262
-0.018121
-0.027304
-0.035021
-0.005812

75582.5
75278.75
74907.5
76655
80183.75
81931.25
82561.25
85925
91141.25
89195
87796.25
87845
87822.5
88508.75
90323.75
95438.75
95678.75
95682.5
95416.25
95637.5
95986.25
96020
97943.75
98015
100475
99976.25
99248.75
100688.75
100238.75
100602.5
101510
101716.25
101581.25
108586.25
107941.25
107131.25
107026.25
107142.5
106797.5
106718.75
107255
107716.25
111117.5
115171.25
119135
118696.25
118021.25
121733.75

-0.015532
-0.019489
-0.024324
-0.001563
0.0443992
0.0217937
0.0076894
0.0407425
0.060707
-0.021354
-0.036701
-0.036166
-0.036413
-0.028884
-0.00897
0.0471521
0.0025147
3.92E-005
-0.002783
-0.00047
0.0031746
0.0003516
0.0200349
0.0007275
0.0250982
-0.004964
-0.012205
0.0021274
-0.004469
-0.000857
0.0081563
0.0020318
-0.001327
0.0675408
-0.00594
-0.013399
-0.014366
-0.013296
-0.016473
-0.017198
-0.01226
-0.008012
0.023311
0.0364817
0.0344161
-0.003683
-0.009349
0.0218135

62195
61700
60732.5
61846.25
64947.5
66222.5
66601.25
69800
74690
72725
71517.5
71465
71165
71472.5
72155
76205
75755
75050
74645
74937.5
75383.75
75305
76422.5
75770
77892.5
77135
75087.5
75447.5
74465
74000
73775
73028.75
72755
79493.75
78863.75
77975
77600
77453.75
76973.75
76715
76940
77015
77765
79167.5
81845
80120
77660
79621.25

121936.25 0.0016635
121932.5 -3.1E-005
122870 0.0076577
122870
0
122870
0
122870
0
122870
0
122870
0
122870
0
122870
0
122870
0
122870
0
122870
0
122870
0
122870
0
122870
0
122870
0
122870
0
122870
0
122870
0
122870
0
122870
0
122870
0
122870
0
122870
0
122870
0
122870
0
122870
0
122870
0
122870
0
122870
0
122870
0
122870
0
122870
0
122870
0
122870
0
122870
0
122870
0
122870
0
122870
0
122870
0
122870
0
122870
0
122870
0
122870
0

79748.75
79662.5
78601.25
78601.25
78601.25
78601.25
78601.25
78601.25
78601.25
78601.25
78601.25
78601.25
78601.25
78601.25
78601.25
78601.25
78601.25
78601.25
78601.25
78601.25
78601.25
78601.25
78601.25
78601.25
78601.25
78601.25
78601.25
78601.25
78601.25
78601.25
78601.25
78601.25
78601.25
78601.25
78601.25
78601.25
78601.25
78601.25
78601.25
78601.25
78601.25
78601.25
78601.25
78601.25
78601.25

High
0
-0.013957
0.0375316
-0.009758
-0.01394
-0.022095
-0.033037
-0.079039
-0.074997
-0.091236
-0.101761
-0.047396
-0.040426
-0.036941
-0.053808
-0.050462
-0.060708
-0.072209
-0.083221
-0.094373
-0.065239
-0.05562
-0.079318
-0.038892
-0.051438
-0.070884
-0.058269
-0.060917

Low
52475
0
52212.5 -0.005002
54942.5 0.0470224
54155 -0.014333
53896.25 -0.019043
54125 -0.014879
53975 -0.017609
51481.25 -0.062998
51987.5 -0.053784
51346.25 -0.065455
51027.5 -0.071256
54065 -0.015971
54496.25 -0.008122
54811.25 -0.002389
53885 -0.019247
53948.75 -0.018087
53378.75 -0.028462
52745 -0.039996
52332.5 -0.047504
52317.5 -0.047777
54440 -0.009146
55246.25 0.0055285
53457.5 -0.032378
54912.5 -0.006041
54207.5 -0.018802
54252.5 -0.017988
55981.25 0.0133041
56018.75 0.0006699

Close
52066.25
0
51308.75 -0.014549
53660
0.03061
52913.75 -0.013907
52538.75 -0.020895
52051.25 -0.02998
51458.75 -0.041022
48901.25 -0.088683
48968.75 -0.087425
47810 -0.10902
47003.75 -0.124045
49681.25 -0.074147
49906.25 -0.069954
50258.75 -0.063385
49186.25 -0.083372
48916.25 -0.088404
48046.25 -0.104617
47296.25 -0.118594
46771.25 -0.128378
46043.75 -0.141935
47416.25 -0.116358
47810 -0.10902
46010 -0.142564
47641.25 -0.112165
46910 -0.125792
45751.25 -0.147386
46092.5 -0.141027
46028.75 -0.142215

0.1312439
-0.002773
-0.001294
-0.004313
0.0319772
0.0042987
0.0231848
0.0104582
-0.009545
-0.032545
-0.042837
-0.04991
-0.056695
-0.060145
-0.069632
-0.075785
-0.036052

66278.75
65795
65285
64692.5
67085
67482.5
68607.5
69241.25
68937.5
68262.5
67973.75
66931.25
66177.5
65911.25
65476.25
64973.75
67415

56371.25
55846.25
55171.25
54203.75
56191.25
56221.25
57166.25
57440
56971.25
55876.25
55298.75
54710
53873.75
53517.5
53135
52606.25
55216.25

0.183153
-0.007299
-0.014993
-0.023933
0.0121645
0.0059253
0.016671
0.0092373
-0.004387
-0.014135
-0.018306
-0.033362
-0.044247
-0.048093
-0.054375
-0.061632
-0.026375

0.0505265
-0.009313
-0.021287
-0.03845
-0.003193
-0.002661
0.0141029
0.0047887
-0.008161
-0.027224
-0.037278
-0.047528
-0.062087
-0.068289
-0.074948
-0.084153
-0.038714

-0.046345
-0.053935
-0.06877
-0.051692
-0.00414
0.01541
0.0057194
0.0480284
0.0700573
-0.026309
-0.042476
-0.043178
-0.047195
-0.043078
-0.03394
0.0202838
-0.005905
-0.015156
-0.020471
-0.016633
-0.010777
-0.01181
0.0028541
-0.008538
0.0192352
-0.009725
-0.036011
-0.031389
-0.044003
-0.049973
-0.052861
-0.062442
-0.065956
0.0205572
-0.007925
-0.019105
-0.023823
-0.025662
-0.031701
-0.034956
-0.032125
-0.031182
-0.021747
-0.004104
0.0295778
-0.021076
-0.051133
-0.02717

66608.75
66117.5
65592.5
65742.5
67636.25
68866.25
69177.5
72012.5
76808.75
75008.75
73587.5
73302.5
72942.5
72837.5
74120
79115
79028.75
78710
78035
77750
77686.25
77652.5
79343.75
78590
80360
79917.5
79163.75
80630
80146.25
78983.75
78402.5
78050
77345
83607.5
82482.5
81582.5
81260
81402.5
80967.5
80423.75
80442.5
80311.25
83183.75
86675
90050
89168.75
88055
90871.25

-0.038019
-0.045114
-0.052696
-0.05053
-0.02318
-0.005416
-0.000921
0.0400231
0.066603
-0.023435
-0.041939
-0.045649
-0.050336
-0.051703
-0.035006
0.0300259
-0.00109
-0.005119
-0.013651
-0.017253
-0.018059
-0.018486
0.0028914
-0.0095
0.0128082
-0.005506
-0.014886
0.0033599
-0.006
-0.020417
-0.027626
-0.031998
-0.040742
0.0369279
-0.013456
-0.02422
-0.028078
-0.026373
-0.031576
-0.03808
-0.037855
-0.039425
-0.005068
0.0366893
0.0389386
-0.009786
-0.022154
0.0091199

54605
53952.5
52838.75
52561.25
54226.25
55186.25
55546.25
58347.5
63158.75
61688.75
60545
60560
60068.75
59933.75
60410
64486.25
63991.25
63121.25
62581.25
62645
62900
62858.75
63845
62525
64223.75
63788.75
61947.5
62240
61096.25
59135
57301.25
56356.25
56168.75
62588.75
61497.5
60316.25
59513.75
59131.25
58628.75
58141.25
58066.25
57961.25
58422.5
59333.75
61478.75
59386.25
57098.75
58606.25

-0.049356
-0.060716
-0.080105
-0.084936
-0.05595
-0.039237
-0.032969
0.0157991
0.0824585
-0.023275
-0.041384
-0.041146
-0.048924
-0.051062
-0.043521
0.0210185
-0.007676
-0.021167
-0.029541
-0.028553
-0.024598
-0.025238
-0.009944
-0.030413
-0.004071
-0.010816
-0.039369
-0.034833
-0.052569
-0.082983
-0.111419
-0.126073
-0.128981
-0.029425
-0.046347
-0.064665
-0.077109
-0.083041
-0.090833
-0.098393
-0.099556
-0.101184
-0.094032
-0.079901
-0.046638
-0.079087
-0.114559
-0.091182

-0.025612
-0.026666
-0.039633
-0.039633
-0.039633
-0.039633
-0.039633
-0.039633
-0.039633
-0.039633
-0.039633
-0.039633
-0.039633
-0.039633
-0.039633
-0.039633
-0.039633
-0.039633
-0.039633
-0.039633
-0.039633
-0.039633
-0.039633
-0.039633
-0.039633
-0.039633
-0.039633
-0.039633
-0.039633
-0.039633
-0.039633
-0.039633
-0.039633
-0.039633
-0.039633
-0.039633
-0.039633
-0.039633
-0.039633
-0.039633
-0.039633
-0.039633
-0.039633
-0.039633
-0.039633

90241.25
89645
89896.25
89896.25
89896.25
89896.25
89896.25
89896.25
89896.25
89896.25
89896.25
89896.25
89896.25
89896.25
89896.25
89896.25
89896.25
89896.25
89896.25
89896.25
89896.25
89896.25
89896.25
89896.25
89896.25
89896.25
89896.25
89896.25
89896.25
89896.25
89896.25
89896.25
89896.25
89896.25
89896.25
89896.25
89896.25
89896.25
89896.25
89896.25
89896.25
89896.25
89896.25
89896.25
89896.25

-0.006933
-0.013494
-0.010729
-0.010729
-0.010729
-0.010729
-0.010729
-0.010729
-0.010729
-0.010729
-0.010729
-0.010729
-0.010729
-0.010729
-0.010729
-0.010729
-0.010729
-0.010729
-0.010729
-0.010729
-0.010729
-0.010729
-0.010729
-0.010729
-0.010729
-0.010729
-0.010729
-0.010729
-0.010729
-0.010729
-0.010729
-0.010729
-0.010729
-0.010729
-0.010729
-0.010729
-0.010729
-0.010729
-0.010729
-0.010729
-0.010729
-0.010729
-0.010729
-0.010729
-0.010729

57980
57657.5
56292.5
56292.5
56292.5
56292.5
56292.5
56292.5
56292.5
56292.5
56292.5
56292.5
56292.5
56292.5
56292.5
56292.5
56292.5
56292.5
56292.5
56292.5
56292.5
56292.5
56292.5
56292.5
56292.5
56292.5
56292.5
56292.5
56292.5
56292.5
56292.5
56292.5
56292.5
56292.5
56292.5
56292.5
56292.5
56292.5
56292.5
56292.5
56292.5
56292.5
56292.5
56292.5
56292.5

-0.100894
-0.105895
-0.127062
-0.127062
-0.127062
-0.127062
-0.127062
-0.127062
-0.127062
-0.127062
-0.127062
-0.127062
-0.127062
-0.127062
-0.127062
-0.127062
-0.127062
-0.127062
-0.127062
-0.127062
-0.127062
-0.127062
-0.127062
-0.127062
-0.127062
-0.127062
-0.127062
-0.127062
-0.127062
-0.127062
-0.127062
-0.127062
-0.127062
-0.127062
-0.127062
-0.127062
-0.127062
-0.127062
-0.127062
-0.127062
-0.127062
-0.127062
-0.127062
-0.127062
-0.127062

Date
NIFTY16JU NIFTY16JU NIFTY16JUNNIFTY16JUN
6/30/2016 13:10 8283.75
8294
8283.1 8290.45 B
1/7/2016 13:10
8366.6 8368.95
8358.1
8358.2 S
1/7/2016 13:45 8360.25 8373.85
8360
8370.9 B
1/7/2016 14:50 8363.75
8365.5 8357.65
8358.2 S
4/7/2016 9:15 8394.65
8399 8391.25
8397.1 B
4/7/2016 12:45 8402.15
8403
8396.5
8397.3 S
5/7/2016 11:30
8367 8368.45
8363.2
8367 B
5/7/2016 12:10
8368.6
8370 8360.05
8360.2 S
7/7/2016 9:40
8355
8358
8352.3 8354.45 B
7/7/2016 10:30
8343
8345.1
8342.1
8344 S
7/7/2016 10:45
8355
8355.9
8351
8353 B
7/7/2016 11:15
8346 8347.95 8343.35
8347 S
7/7/2016 12:30
8346
8356
8345.7
8355.7 B
7/7/2016 14:45
8374
8374
8369.3
8371.9 S
7/7/2016 15:25
8364
8370 8363.25 8368.75 B
8/7/2016 9:15 8342.05
8353
8339.4 8344.75 S
8/7/2016 12:35
8329.5
8335
8328
8329.6 B
8/7/2016 14:05
8333.2
8333.6 8325.75 8331.45 S
8/7/2016 15:20
8334.4 8336.95
8333.4
8336 B
11/7/2016 13:05
8477.2 8477.75 8469.35
8472 S
11/7/2016 13:45
8479 8483.85
8479 8482.25 B
11/7/2016 14:25 8479.65
8481.2
8469
8470 S
11/7/2016 15:00 8477.05 8483.65
8476.9
8482.9 B
12/7/2016 13:10
8511.4
8513.1
8508.8
8509.4 S
12/7/2016 13:45
8509
8512.9
8508 8509.45 B
7/13/2016 10:05
8521.6 8527.95 8516.55
8526.2 S
7/13/2016 12:10
8517.95 8520.95
8516 8520.55 B
7/13/2016 14:40
7/14/2016 11:40
7/15/2016 9:35
7/15/2016 12:50
7/15/2016 14:20
7/15/2016 15:25
7/18/2016 13:05
7/19/2016 10:20
7/19/2016 11:50
7/19/2016 12:30
7/19/2016 13:05
7/19/2016 14:50
7/20/2016 12:40
7/20/2016 13:20
7/20/2016 13:55
7/20/2016 14:10

8522.1
8525.9
8587.15
8546.2
8556.45
8556.5
8590.5
8524
8522.25
8528.9
8533.1
8508.9
8575
8573.9
8570
8577.2

8522.75
8531.45
8587.75
8563
8562
8559.9
8592.25
8531.6
8522.25
8532.9
8533.1
8524
8575.2
8584
8572.4
8583.5

8511.15
8524
8565.2
8546.1
8555.15
8556.4
8584.15
8524
8517.1
8526
8520.6
8503.5
8564
8571.25
8568.25
8576.15

8518.6 S
8530.05 B
8567.4 S
8558.1 B
8562 S
8557.15 B
8586.85 S
8529 B
8517.3 S
8530 B
8527 S
8520.65 B
8565 S
8581.6 B
8571.45 S
8579.85 B

1.25 O
82.85
6.35
3.5
-30.9
7.5
35.15
1.6
13.6
-12
-12
-9
0
28
10
-21.95
12.55
3.7
-1.2
142.8
-1.8
0.65
2.6
34.35
2.4
12.6
3.65
4.15
-3.8
61.25
40.95
10.25
-0.05
34
66.5
-1.75
-6.65
4.2
24.2
66.1
1.1
-3.9
-7.2

7/21/2016 9:20
7/21/2016 11:00
7/21/2016 11:55
7/21/2016 13:50
7/21/2016 14:05
7/22/2016 10:10
7/22/2016 13:50
7/22/2016 14:10
7/25/2016 9:15
7/25/2016 10:20
7/26/2016 10:00
7/26/2016 11:10
7/26/2016 12:45
7/26/2016 13:45
7/26/2016 14:45
7/27/2016 9:15
7/27/2016 10:45
7/27/2016 12:35
7/27/2016 13:15
7/27/2016 15:05
7/28/2016 12:35
7/28/2016 13:00
7/28/2016 13:40
7/28/2016 15:00

8580.45
8576.9
8576.25
8550.6
8551.55
8521.05
8551.85
8539.75
8542.5
8545.65
8635.5
8641.9
8637.85
8638
8642
8595.65
8643.05
8596.85
8586
8600
8649.5
8646.8
8640.75
8634.25

8583.9
8582.45
8576.9
8562
8553.3
8527
8553.9
8556.9
8546.95
8552.55
8637
8644.8
8637.85
8643
8642
8631
8645
8614
8591
8623.8
8649.95
8648.25
8646.15
8661.25

8572.2
8576.1
8572.6
8550.05
8540
8520.15
8531.05
8538.8
8534.1
8543.25
8630
8640.8
8633.75
8636
8617.1
8594.45
8636.3
8596
8582.05
8599.1
8636.65
8645.05
8640.2
8633.75

8578.05 S
8579.65 B
8574.1 S
8560.95 B
8543.35 S
8523.45 B
8532.45 S
8556.9 B
8544.3 S
8552.55 B
8631.2 S
8643.95 B
8634.55 S
8642.75 B
8621.4 S
8630.45 B
8641.45 S
8614 B
8589.95 S
8616.6 B
8636.7 S
8645.05 B
8644.9 S
8658.95 B

3.25
3.55
-0.65
25.65
0.95
30.5
30.8
12.1
2.75
-3.15
89.85
-6.4
-4.05
-0.15
4
46.35
47.4
46.2
-10.85
-14
49.5
2.7
-6.05
6.5

74.95
-4.9
-8.35
-33.5
4
34.55
1.55
12
-12.9
-10.8
-7.95
-8.05
18
4
-17
18
-1.4
-3.35
140.8
-6.1
-2.65
-2.45
29.45
0.2
15.05
7

75
-1.9
-2.35
-33.6
5.25
33.3
-3.15
7.75
-10.2
-8.9
-7.65
-2.35
23.6
6.05
-23.85
11.4
-2.25
-7.65
135.95
-9.65
-10
-7.9
31.9
0.8
8.55
0.55

67.75
-12.7
-12.7
-38.9
0.2
30.3
-6.8
5.75
-10.45
-9
-6
-8.7
16.2
3.15
-24
15.15
1.85
-4.55
136
-10.25
-12.25
-12.9
26.5
-0.05
16.75
5.65

1.8
-8.7
56.3
24.75
-1
2.1
32.35
60.65
-9.35
-10.65
0.2
9.1
51.2
-8.8
-11.6
-11.1

-4.85
-12.85
41.2
19.1
9.05
-1.25
27.75
60.15
-6.9
-8.9
-5.4
17.1
60.5
-7.25
-3
-7.9

-1.95
-11.45
37.35
9.3
3.9
4.85
29.7
57.85
-11.7
-12.7
-3
6.35
44.35
-16.6
-10.15
-8.4

Nifty 5
Min
1.25
135
Enter Initial Amount
50000
Gross Profit
Gross Loss
Net Profit
No. of Winning trades
No. of Losing trades
Total trades
% winning trades
Largest Single Profitable trade
Largest Single Losing trade
Brokerage in Rs
Brokerage Points
Initial amount
Final amount
Longest No of Winning trades
Max Run-up on Winning trades
Longest No of Losing trades
Max Drawdown on Losing trades
Maximum draw down %
Absolute return
CAGR
CAR/MDD

Absolute returns = 100* (Selling Price Cost Price)/ (Cost P

CAGR=
((Endnig value/Beginning value)^(1/No. of years))-1
sharpe ratio=
(Expected return- risk free return)/sta

0.4
1.45
-5.55
14.9
-8.7
26.3
26.9
-3
-9.95
-5.6
84.45
-7.8
-6.95
-5.15
-1
11
14
31
-23
-32.8
26.15
1.7
-2.1
-15.1

-3.95
-3.9
-3.5
22.55
-10.05
19.85
10.9
-7.75
-4.7
-9.15
86.75
-10.8
-7.05
-2.25
-18.9
22.65
41.85
40.3
-13.95
-17.05
37.55
-8.4
-4.85
6.45

-1.8
-1.6
-5.55
13.15
-17.6
19.9
9
-24.45
-12.6
-8.25
78.65
-12.75
-9.4
-8.2
-21.35
-9.05
11
27.45
-24.05
-26.65
20.1
-8.35
-0.15
-14.05

Profit Profit - Open Profit - High


Profit - Low Close
Lot size
75 No of Year
0.08
1118.6
836.25
863.8
698.15
-157.5
-307.3
-315.95
-451.05
961.1
528.95
547.85
247.1
44
33
28
27
21
33
38
39
65
66
66
66
67.69%
50.00%
42.42%
40.91%
142.8
140.8
135.95
136
-30.9
-33.5
-33.6
-38.9
4387.5
58.50
50000
122082.5
89671.25
91088.75 68532.5
7
5
4
6
#REF!
#REF!
#REF!
#REF!
3
4
6
6
#REF!
#REF!
#REF!
#REF!
4.2%
6.3%
5.1%
10.0%
144.2%
79.3%
82.2%
37.1%
4489430.4%
110613.0% 133540.1% 4296.6%
1069731.50
17547.05
26167.04
428.45

elling Price Cost Price)/ (Cost Price)

Beginning value)^(1/No. of years))-1


ected return- risk free return)/standard deviation

Open
56213.75
0
56690 0.008472
56952.5 0.00463
54635 -0.040692
55197.5 -0.030815
57833.75 0.015473
57953.75 0.002075
58973.75
0.0176
58073.75 -0.015261
57173.75 -0.030522
56498.75 -0.041968
56498.75 -0.041968
58598.75 -0.006359
59348.75 0.006359
57702.5 -0.027739
58643.75 -0.011879
58921.25 -0.007203
58831.25 -0.00872
69541.25 0.171739
69406.25 -0.001941
69455 -0.00124
69650 0.001564
72226.25 0.036989
72406.25 0.002492
73351.25 0.013051
73625 0.003732
73936.25
73651.25
78245
81316.25
82085
82081.25
84631.25
89618.75
89487.5
88988.75
89303.75
91118.75
96076.25
96158.75
95866.25
95326.25

0.004228
-0.003855
0.058277
0.039252
0.009454
-4.6E-005
0.03102
0.058932
-0.001465
-0.00703
-0.003515
0.016738
0.054407
0.000859
-0.003042
-0.008658

95570
95836.25
95787.5
97711.25
97782.5
100070
102380
103287.5
103493.8
103257.5
109996.3
109516.3
109212.5
109201.3
109501.3
112977.5
116532.5
119997.5
119183.8
118133.8
121846.3
122048.8
121595
122082.5
122082.5
122082.5
122082.5
122082.5
122082.5
122082.5
122082.5
122082.5
122082.5
122082.5
122082.5
122082.5
122082.5
122082.5
122082.5
122082.5
122082.5
122082.5
122082.5
122082.5
122082.5

-0.006123
-0.003354
-0.003861
0.016145
0.000729
0.023394
0.023084
0.008864
0.001997
-0.002283
0.06283
-0.004364
-0.007125
-0.007228
-0.0045
0.027103
0.031466
0.029734
-0.006781
-0.015532
0.015407
0.001662
-0.003718
0.000277
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

122082.5
122082.5
122082.5
122082.5
122082.5
122082.5
122082.5
122082.5
122082.5
122082.5
122082.5
122082.5
122082.5
122082.5
122082.5
122082.5
122082.5
122082.5
122082.5
122082.5
122082.5
122082.5
122082.5
122082.5
122082.5
122082.5
122082.5
122082.5
122082.5
122082.5
122082.5
122082.5
122082.5
122082.5
122082.5
122082.5
122082.5
122082.5
122082.5
122082.5
122082.5
122082.5
122082.5
122082.5
122082.5

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

122082.5
122082.5
122082.5
122082.5
122082.5
122082.5

0
0
0
0
0
0

High
55621.25
0
55253.75 -0.006607
54627.5 -0.017866
52115 -0.063038
52415 -0.057644
55006.25 -0.011057
55122.5 -0.008967
56022.5 0.007214
55055 -0.01727
54245 -0.031728
53648.75 -0.042371
53045 -0.053148
54395 -0.029051
54695 -0.023696
53420 -0.046455
54770 -0.022357
54665 -0.024231
54413.75 -0.028716
64973.75 0.15978
64516.25 -0.007041
64317.5
-0.0101
64133.75 -0.012928
66342.5 0.021066
66357.5 0.000226
67486.25 0.01701
68011.25 0.007779

Low
55625
0
55482.5 -0.002562
55306.25 -0.00573
52786.25 -0.051034
53180 -0.043955
55677.5 0.000944
55441.25 -0.004243
56022.5 0.006196
55257.5 -0.013655
54590 -0.02557
54016.25 -0.035812
53840 -0.038958
55610 -0.007363
56063.75 0.000736
54275 -0.031906
55130 -0.016655
54961.25 -0.019665
54387.5 -0.029899
64583.75 0.15197
63860 -0.011206
63110 -0.022819
62517.5 -0.031993
64910 0.005052
64970 0.000924
65611.25 0.00987
65652.5 0.000629

Close
55081.25
0
54128.75 -0.017293
53176.25 -0.034585
50258.75 -0.087552
50273.75 -0.08728
52546.25 -0.046023
52036.25 -0.055282
52467.5 -0.047453
51683.75 -0.061682
51008.75 -0.073936
50558.75 -0.082106
49906.25 -0.093952
51121.25 -0.071894
51357.5 -0.067605
49557.5 -0.100284
50693.75 -0.079655
50832.5 -0.077136
50491.25 -0.083331
60691.25 0.10185
59922.5 -0.012667
59003.75 -0.027805
58036.25 -0.043746
60023.75 -0.010998
60020 -0.01106
61276.25 0.009639
61700 0.006915

68146.25
67493.75
71716.25
73572.5
73497.5
73655
76081.25
80630
79928.75
79130
79145
79827.5
83667.5
83007.5
82137.5
81305

65288.75
64325
67415
68847.5
69526.25
69432.5
71513.75
76025
75507.5
74840
74435
75717.5
80255
79711.25
79486.25
78893.75

61553.75
60695
63496.25
64193.75
64486.25
64850
67077.5
71416.25
70538.75
69586.25
69361.25
69837.5
73163.75
71918.75
71157.5
70527.5

0.001985
-0.009575
0.052387
0.025883
-0.001019
0.001121
0.032941
0.059788
-0.008697
-0.018603
-0.018417
-0.009953
0.037672
-0.007888
-0.018287
-0.028237

-0.005541
-0.02022
0.026846
0.021249
0.009859
-0.001348
0.028586
0.063082
-0.006807
-0.015587
-0.020914
-0.004045
0.05564
-0.006775
-0.009579
-0.016962

-0.00237
-0.016288
0.029113
0.010985
0.004557
0.005641
0.034348
0.064683
-0.012287
-0.025624
-0.028775
-0.022106
0.024469
-0.017017
-0.027421
-0.036032

81335
81443.75
81027.5
82145
81492.5
83465
85482.5
85257.5
84511.25
84091.25
90425
89840
89318.75
88932.5
88857.5
89682.5
90732.5
93057.5
91332.5
88872.5
90833.75
90961.25
90803.75
89671.25
89671.25
89671.25
89671.25
89671.25
89671.25
89671.25
89671.25
89671.25
89671.25
89671.25
89671.25
89671.25
89671.25
89671.25
89671.25
89671.25
89671.25
89671.25
89671.25
89671.25
89671.25

-0.027878
-0.026578
-0.031553
-0.018197
-0.025996
-0.00242
0.021693
-0.002632
-0.011362
-0.016275
0.057819
-0.006469
-0.012234
-0.016505
-0.017335
-0.008211
0.003401
0.025625
-0.018537
-0.044972
-0.023897
-0.022526
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-0.036389
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-0.036389
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78597.5
78305
78042.5
79733.75
78980
80468.75
81286.25
80705
80352.5
79666.25
86172.5
85362.5
84833.75
84665
83247.5
84946.25
88085
91107.5
90061.25
88782.5
91598.75
90968.75
90605
91088.75
91088.75
91088.75
91088.75
91088.75
91088.75
91088.75
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91088.75

-0.020653
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0.002663
0.010159
-0.007151
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0.060112
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-0.033944
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0.022194
0.034313
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-0.005568

70392.5
70272.5
69856.25
70842.5
69522.5
71015
71690
69856.25
68911.25
68292.5
74191.25
73235
72530
71915
70313.75
69635
70460
72518.75
70715
68716.25
70223.75
69597.5
69586.25
68532.5
68532.5
68532.5
68532.5
68532.5
68532.5
68532.5
68532.5
68532.5
68532.5
68532.5
68532.5
68532.5
68532.5
68532.5
68532.5
68532.5
68532.5
68532.5
68532.5
68532.5
68532.5

-0.037877
-0.039518
-0.045207
-0.031727
-0.049768
-0.029369
-0.020143
-0.045207
-0.058123
-0.06658
0.014044
-0.012889
-0.022391
-0.030681
-0.052264
-0.061412
-0.050292
-0.022543
-0.046855
-0.073796
-0.053477
-0.061918
-0.062069
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89671.25
89671.25
89671.25
89671.25
89671.25
89671.25
89671.25
89671.25
89671.25
89671.25
89671.25
89671.25
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89671.25
89671.25
89671.25
89671.25
89671.25
89671.25
89671.25
89671.25
89671.25
89671.25
89671.25
89671.25
89671.25
89671.25

-0.036389
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91088.75
91088.75
91088.75
91088.75
91088.75
91088.75
91088.75
91088.75
91088.75
91088.75
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91088.75
91088.75
91088.75
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91088.75
91088.75
91088.75
91088.75
91088.75

-0.005568
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68532.5
68532.5
68532.5
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68532.5
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68532.5
68532.5
68532.5
68532.5
68532.5

-0.076272
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-0.076272
-0.076272
-0.076272
-0.076272
-0.076272
-0.076272
-0.076272
-0.076272
-0.076272
-0.076272
-0.076272
-0.076272
-0.076272
-0.076272
-0.076272
-0.076272
-0.076272
-0.076272
-0.076272
-0.076272
-0.076272
-0.076272
-0.076272
-0.076272
-0.076272
-0.076272
-0.076272
-0.076272
-0.076272
-0.076272
-0.076272
-0.076272
-0.076272
-0.076272
-0.076272

89671.25
89671.25
89671.25
89671.25
89671.25
89671.25

-0.036389
-0.036389
-0.036389
-0.036389
-0.036389
-0.036389

91088.75
91088.75
91088.75
91088.75
91088.75
91088.75

-0.005568
-0.005568
-0.005568
-0.005568
-0.005568
-0.005568

68532.5
68532.5
68532.5
68532.5
68532.5
68532.5

-0.076272
-0.076272
-0.076272
-0.076272
-0.076272
-0.076272

Date
NIFTY16JU NIFTY16JU NIFTY16JUNNIFTY16JUN
6/30/2016 13:10 8283.75
8294
8283.1 8290.45 B
1/7/2016 13:15
8357.4
8359.5
8352.2 8353.05 S
1/7/2016 13:45 8360.25 8373.85
8360
8370.9 B
1/7/2016 14:55
8358.2 8363.05
8355
8361.6 S
4/7/2016 9:15 8394.65
8399 8391.25
8397.1 B
4/7/2016 12:45 8402.15
8403
8396.5
8397.3 S
5/7/2016 11:35
8367.3 8376.75
8367
8373 B
5/7/2016 12:10
8368.6
8370 8360.05
8360.2 S
7/7/2016 12:35
8356 8367.45
8355
8362.7 B
7/7/2016 14:50
8371.9 8373.75
8365.5
8369 S
8/7/2016 12:35
8329.5
8335
8328
8329.6 B
8/7/2016 14:05
8333.2
8333.6 8325.75 8331.45 S
8/7/2016 15:25
8335.9
8342.8
8335.9
8342.5 B
11/7/2016 13:25 8472.55 8472.55
8467.9 8471.95 S
11/7/2016 13:45
8479 8483.85
8479 8482.25 B
11/7/2016 14:25 8479.65
8481.2
8469
8470 S
11/7/2016 15:05
8483.6 8483.75
8481 8482.15 B
12/7/2016 13:10
8511.4
8513.1
8508.8
8509.4 S
12/7/2016 13:45
8509
8512.9
8508 8509.45 B
7/13/2016 10:45
8525.75
8525.8
8515.6 8516.35 S
7/13/2016 12:10
8517.95 8520.95
8516 8520.55 B
7/13/2016 14:40
8522.1 8522.75 8511.15
8518.6 S
7/14/2016 11:40
8525.9 8531.45
8524 8530.05 B
7/15/2016 9:35 8587.15 8587.75
8565.2
8567.4 S
7/15/2016 12:50
8546.2
8563
8546.1
8558.1 B
7/15/2016 14:35 8561.05 8561.05
8542 8544.45 S
7/18/2016 9:15
8574
8584 8571.65 8583.15 B
7/18/2016 13:05
7/19/2016 10:25
7/19/2016 13:05
7/19/2016 14:55
7/20/2016 12:40
7/20/2016 13:25
7/21/2016 9:45
7/21/2016 11:00
7/21/2016 12:00
7/21/2016 13:50
7/21/2016 14:10
7/22/2016 11:30
7/22/2016 13:55
7/22/2016 14:10
7/25/2016 9:15
7/25/2016 10:25

8590.5
8529
8533.1
8520.95
8575
8581.6
8576.2
8576.9
8574.1
8550.6
8543.45
8521.8
8532.55
8539.75
8542.5
8552.85

8592.25
8534.1
8533.1
8523.5
8575.2
8584
8576.95
8582.45
8574.85
8562
8545.25
8542.2
8534.35
8556.9
8546.95
8553.25

8584.15
8527
8520.6
8511.45
8564
8578.1
8570.1
8576.1
8564.2
8550.05
8538.05
8520.55
8522.25
8538.8
8534.1
8548

8586.85 S
8532.95 B
8527 S
8514.2 B
8565 S
8578.3 B
8571.3 S
8579.65 B
8569.05 S
8560.95 B
8542 S
8539.45 B
8524.35 S
8556.9 B
8544.3 S
8553 B

1.5 O
73.65
-2.85
-2.05
-36.45
7.5
34.85
1.3
12.6
15.9
42.4
3.7
-2.7
136.65
-6.45
0.65
-3.95
27.8
2.4
16.75
7.8
4.15
-3.8
61.25
40.95
14.85
-12.95
16.5
61.5
4.1
12.15
54.05
-6.6
-5.4
-0.7
-2.8
23.5
-7.15
21.65
10.75
-7.2
2.75
-10.35

7/26/2016 12:45
7/26/2016 13:50
7/26/2016 14:45
7/27/2016 9:15
7/27/2016 11:15
7/27/2016 12:35
7/28/2016 12:35
7/28/2016 13:05
7/28/2016 13:50
7/28/2016 15:05

8637.85
8642.5
8642
8595.65
8641.1
8596.85
8649.5
8644.7
8643.85
8658.7

8637.85
8643.05
8642
8631
8642.25
8614
8649.95
8652.85
8643.85
8669.5

8633.75
8638
8617.1
8594.45
8618.7
8596
8636.65
8644.05
8634.15
8658.55

8634.55 S
8638 B
8621.4 S
8630.45 B
8620.25 S
8614 B
8636.7 S
8652.35 B
8639.1 S
8668.6 B

85
-4.65
-0.5
46.35
45.45
44.25
52.65
4.8
-0.85
-14.85

65.5
-14.35
-10.8
-35.95
4
26.25
-6.75
2.55
6.3
38.75
-1.4
-9.2
129.75
-11.3
-2.65
-2.55
29.35
0.2
12.9
4.85
1.8
-8.7
56.3
24.75
-1.95
-22.95

69.1
-7.8
-5
-36.25
5.25
29.5
-6.95
5.05
10.5
37.5
-2.25
-10.15
132
-11.1
-10
-12
27.8
0.8
7.6
-0.4
-4.85
-12.85
41.2
19.1
-4.1
-29.65

62.6
-17.85
-9.3
-35.5
0.2
24.3
-12.8
-2.5
6.3
39.4
1.85
-11.05
129.45
-10.3
-12.25
-12.15
27.25
-0.05
6.9
-4.2
-1.95
-11.45
37.35
9.3
-13.65
-38.7

8.25
58.15
-1
9.6
51.7
-8.8
-7.05
-5.5
-7.6
12.85
-16.75
3.05
-7.85
-22.55
-9.95
-6.3

12.5
57.15
-6.4
9.15
52.55
-14.1
-8
-6
-11.9
14.15
-12
17.5
1.7
-16.55
-4.7
-13.9

3.7
53.9
-5.95
12.8
50.8
-13.3
-7
-8.35
-10.6
8.1
-18.95
2.55
-15.1
-32.55
-12.6
-8.7

Nifty 5
Min
1.5
135 Profit - Open
Enter Initial Amount
50000 Lot size
Gross Profit
990.6
Gross Loss
-132.25
Net Profit
858.35
No. of Winning trades
33
No. of Losing trades
19
Total trades
52
% winning trades
63.46%
Largest Single Profitable trade
136.65
Largest Single Losing trade
-36.45
Brokerage in Rs
Brokerage Points
Initial amount
Final amount
114376.25
Longest No of Winning trades
7
Max Run-up on Winning trades
#REF!
Longest No of Losing trades
4
Max Drawdown on Losing trades
#REF!
Maximum draw down %
5.6%
Absolute return
128.8%
CAGR
2052905.9%
CAR/MDD
367545.45

3510
46.80
50000

Absolute returns = 100* (Selling Price Cost Price)/ (Cost P

CAGR=
((Endnig value/Beginning value)^(1/No. of years))-1
sharpe ratio=
(Expected return- risk free return)/sta

84.6
-5.2
-1.05
11
11.25
28.25
35.95
-2.9
-9
-25.65

85.75
-4.25
-20.9
22.65
24.25
22.7
40.65
-7.4
-9.9
-24.4

81.55
-3.45
-16.6
-9.05
-10.2
6.25
22.7
-15.65
-13.25
-29.5

Profit High

Profit Profit Low


Close
75 No of Year
0.08
717.9
746.1
587.25
-265.7
-313.75
-424.5
452.2
432.35
162.75
25
24
20
27
28
32
52
52
52
48.08%
46.15%
38.46%
129.75
132
129.45
-35.95
-36.25
-38.7
3510
46.80
50000
83915 82426.25 62206.25
5
4
3
#REF!
#REF!
#REF!
4
4
4
#REF!
#REF!
#REF!
8.3%
6.7%
12.5%
67.8%
64.9%
24.4%
49838.5% 40185.3% 1275.2%
5972.19 6027.93
102.14

e Cost Price)/ (Cost Price)

value)^(1/No. of years))-1
rn- risk free return)/standard deviation

Open
55523.75
0
55310 -0.00385
55156.25 -0.006619
52422.5 -0.055854
52985 -0.045724
55598.75 0.001351
55696.25 0.001754
56641.25 0.016967
57833.75 0.021054
61013.75 0.054985
61291.25 0.004548
61088.75 -0.003304
71337.5 0.16391
70853.75 -0.006781
70902.5 -0.006098
70606.25 -0.010251
72691.25 0.018977
72871.25 0.002476
74127.5 0.017239
74712.5 0.007892
75023.75 0.004166
74738.75 -0.003799
79332.5 0.057432
82403.75 0.038714
83517.5 0.013516
82546.25 -0.011629

High
54912.5
0
53836.25 -0.019599
53026.25 -0.03435
50330 -0.083451
50630 -0.077988
52598.75 -0.042135
52092.5 -0.051354
52283.75 -0.047872
52756.25 -0.039267
55662.5 0.013658
55557.5 -0.001886
54867.5 -0.014283
64598.75 0.160543
63751.25 -0.013119
63552.5 -0.016196
63361.25 -0.019157
65562.5 0.014919
65577.5 0.000229
66545 0.014754
66908.75 0.005466
67043.75 0.002018
66391.25 -0.009732
70613.75 0.053249
72470 0.026287
72323.75 -0.002018
70602.5 -0.025769

83783.75
88396.25
88703.75
89615
93668.75
93173.75
92768.75
92716.25
92506.25
94268.75
93732.5
95356.25
96162.5
95622.5
95828.75
95052.5

71221.25
75582.5
75507.5
76227.5
80105
79445
78916.25
78503.75
77933.75
78897.5
77641.25
77870
77281.25
75590
74843.75
74371.25

0.003188
0.055052
0.003479
0.010273
0.045235
-0.005285
-0.009608
-0.010169
-0.012411
0.006406
-0.005689
0.011536
0.008455
-0.005615
-0.003471
-0.011543

-0.017231
0.042949
-0.000992
0.008534
0.050867
-0.008239
-0.01484
-0.019989
-0.027105
-0.015074
-0.030757
-0.027901
-0.035251
-0.056364
-0.065679
-0.071578

101427.5
101078.8
101041.3
104517.5
107926.3
111245
115193.8
115553.8
115490
114376.3
114376.3
114376.3
114376.3
114376.3
114376.3
114376.3
114376.3
114376.3
114376.3
114376.3
114376.3
114376.3
114376.3
114376.3
114376.3
114376.3
114376.3
114376.3
114376.3
114376.3
114376.3
114376.3
114376.3
114376.3
114376.3
114376.3
114376.3
114376.3
114376.3
114376.3
114376.3
114376.3
114376.3
114376.3
114376.3

0.054751
-0.003438
-0.003808
0.030465
0.032614
0.03075
0.035496
0.003125
-0.000552
-0.01019
-0.01019
-0.01019
-0.01019
-0.01019
-0.01019
-0.01019
-0.01019
-0.01019
-0.01019
-0.01019
-0.01019
-0.01019
-0.01019
-0.01019
-0.01019
-0.01019
-0.01019
-0.01019
-0.01019
-0.01019
-0.01019
-0.01019
-0.01019
-0.01019
-0.01019
-0.01019
-0.01019
-0.01019
-0.01019
-0.01019
-0.01019
-0.01019
-0.01019
-0.01019
-0.01019

80716.25
80326.25
80247.5
81072.5
81916.25
84035
86731.25
86513.75
85838.75
83915
83915
83915
83915
83915
83915
83915
83915
83915
83915
83915
83915
83915
83915
83915
83915
83915
83915
83915
83915
83915
83915
83915
83915
83915
83915
83915
83915
83915
83915
83915
83915
83915
83915
83915
83915

0.007631
-0.004832
-0.005807
0.004414
0.010407
0.025865
0.032085
-0.002508
-0.01029
-0.032471
-0.032471
-0.032471
-0.032471
-0.032471
-0.032471
-0.032471
-0.032471
-0.032471
-0.032471
-0.032471
-0.032471
-0.032471
-0.032471
-0.032471
-0.032471
-0.032471
-0.032471
-0.032471
-0.032471
-0.032471
-0.032471
-0.032471
-0.032471
-0.032471
-0.032471
-0.032471
-0.032471
-0.032471
-0.032471
-0.032471
-0.032471
-0.032471
-0.032471
-0.032471
-0.032471

114376.3
114376.3
114376.3
114376.3
114376.3
114376.3
114376.3
114376.3
114376.3
114376.3
114376.3
114376.3
114376.3
114376.3
114376.3
114376.3
114376.3
114376.3
114376.3
114376.3
114376.3
114376.3
114376.3
114376.3
114376.3
114376.3
114376.3
114376.3
114376.3
114376.3
114376.3
114376.3
114376.3
114376.3
114376.3
114376.3
114376.3
114376.3
114376.3
114376.3
114376.3
114376.3
114376.3
114376.3
114376.3

-0.01019
-0.01019
-0.01019
-0.01019
-0.01019
-0.01019
-0.01019
-0.01019
-0.01019
-0.01019
-0.01019
-0.01019
-0.01019
-0.01019
-0.01019
-0.01019
-0.01019
-0.01019
-0.01019
-0.01019
-0.01019
-0.01019
-0.01019
-0.01019
-0.01019
-0.01019
-0.01019
-0.01019
-0.01019
-0.01019
-0.01019
-0.01019
-0.01019
-0.01019
-0.01019
-0.01019
-0.01019
-0.01019
-0.01019
-0.01019
-0.01019
-0.01019
-0.01019
-0.01019
-0.01019

83915
83915
83915
83915
83915
83915
83915
83915
83915
83915
83915
83915
83915
83915
83915
83915
83915
83915
83915
83915
83915
83915
83915
83915
83915
83915
83915
83915
83915
83915
83915
83915
83915
83915
83915
83915
83915
83915
83915
83915
83915
83915
83915
83915
83915

-0.032471
-0.032471
-0.032471
-0.032471
-0.032471
-0.032471
-0.032471
-0.032471
-0.032471
-0.032471
-0.032471
-0.032471
-0.032471
-0.032471
-0.032471
-0.032471
-0.032471
-0.032471
-0.032471
-0.032471
-0.032471
-0.032471
-0.032471
-0.032471
-0.032471
-0.032471
-0.032471
-0.032471
-0.032471
-0.032471
-0.032471
-0.032471
-0.032471
-0.032471
-0.032471
-0.032471
-0.032471
-0.032471
-0.032471
-0.032471
-0.032471
-0.032471
-0.032471
-0.032471
-0.032471

114376.3
114376.3
114376.3
114376.3
114376.3
114376.3

-0.01019
-0.01019
-0.01019
-0.01019
-0.01019
-0.01019

83915
83915
83915
83915
83915
83915

-0.032471
-0.032471
-0.032471
-0.032471
-0.032471
-0.032471

Low
55182.5
0
54597.5 -0.010601
54222.5 -0.017397
51503.75 -0.066665
51897.5 -0.05953
54110 -0.019436
53588.75 -0.028881
53967.5 -0.022018
54755 -0.007747
57567.5 0.04322
57398.75 -0.002931
56637.5 -0.016155
66537.5 0.155817
65705 -0.012512
64955 -0.023784
64055 -0.03731
66140 -0.005974
66200 -0.005072
66770 0.003494
66740 -0.000449
66376.25 -0.005897
65412.5 -0.020331
68502.5 0.025947
69935 0.020912
69627.5 -0.004397
67403.75 -0.036194

Close
54695
0
53356.25 -0.024477
52658.75 -0.037229
49996.25 -0.085908
50011.25 -0.085634
51833.75 -0.052313
50873.75 -0.069865
50686.25 -0.073293
51158.75 -0.064654
54113.75 -0.010627
54252.5 -0.00809
53423.75 -0.023243
63132.5 0.154265
62360 -0.012236
61441.25 -0.026789
60530 -0.041223
62573.75 -0.00885
62570 -0.00891
63087.5 -0.000713
62772.5 -0.005702
62626.25 -0.008019
61767.5 -0.021621
64568.75 0.02275
65266.25 0.010802
64242.5 -0.015686
61340 -0.060157

68341.25
72627.5
72147.5
72833.75
76775
75717.5
75117.5
74667.5
73775
74836.25
73936.25
75248.75
75376.25
74135
73782.5
72740

61617.5
65660
65213.75
66173.75
69983.75
68986.25
68461.25
67835
67040
67647.5
66226.25
66417.5
65285
62843.75
61898.75
61246.25

-0.022789
0.0385
-0.006609
0.00284
0.054113
-0.013774
-0.021589
-0.02745
-0.039075
-0.025252
-0.036975
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-0.055906
0.006033
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0.007824
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-0.102024
-0.115527
-0.12485

79171.25
78852.5
77285
78983.75
80802.5
82505
85553.75
84998.75
84256.25
82426.25
82426.25
82426.25
82426.25
82426.25
82426.25
82426.25
82426.25
82426.25
82426.25
82426.25
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82426.25
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82426.25
82426.25
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82426.25
82426.25
82426.25
82426.25
82426.25
82426.25
82426.25
82426.25
82426.25
82426.25
82426.25
82426.25

0.031211
-0.004026
-0.023825
-0.002368
0.020604
0.02107
0.036952
-0.006487
-0.015166
-0.036556
-0.036556
-0.036556
-0.036556
-0.036556
-0.036556
-0.036556
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-0.036556
-0.036556
-0.036556
-0.036556

67362.5
67103.75
65858.75
65180
64415
64883.75
66586.25
65412.5
64418.75
62206.25
62206.25
62206.25
62206.25
62206.25
62206.25
62206.25
62206.25
62206.25
62206.25
62206.25
62206.25
62206.25
62206.25
62206.25
62206.25
62206.25
62206.25
62206.25
62206.25
62206.25
62206.25
62206.25
62206.25
62206.25
62206.25
62206.25
62206.25
62206.25
62206.25
62206.25
62206.25
62206.25
62206.25
62206.25
62206.25

-0.037455
-0.041152
-0.058942
-0.068641
-0.079572
-0.072874
-0.048547
-0.065319
-0.079518
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-0.111133
-0.111133
-0.111133
-0.111133
-0.111133
-0.111133
-0.111133

82426.25
82426.25
82426.25
82426.25
82426.25
82426.25
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82426.25
82426.25
82426.25
82426.25
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82426.25
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82426.25
82426.25
82426.25
82426.25
82426.25
82426.25
82426.25
82426.25
82426.25
82426.25
82426.25
82426.25
82426.25
82426.25
82426.25
82426.25
82426.25
82426.25

-0.036556
-0.036556
-0.036556
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-0.036556
-0.036556

62206.25
62206.25
62206.25
62206.25
62206.25
62206.25
62206.25
62206.25
62206.25
62206.25
62206.25
62206.25
62206.25
62206.25
62206.25
62206.25
62206.25
62206.25
62206.25
62206.25
62206.25
62206.25
62206.25
62206.25
62206.25
62206.25
62206.25
62206.25
62206.25
62206.25
62206.25
62206.25
62206.25
62206.25
62206.25
62206.25
62206.25
62206.25
62206.25
62206.25
62206.25
62206.25
62206.25
62206.25
62206.25

-0.111133
-0.111133
-0.111133
-0.111133
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-0.111133
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-0.111133
-0.111133
-0.111133
-0.111133
-0.111133
-0.111133
-0.111133

82426.25
82426.25
82426.25
82426.25
82426.25
82426.25

-0.036556
-0.036556
-0.036556
-0.036556
-0.036556
-0.036556

62206.25
62206.25
62206.25
62206.25
62206.25
62206.25

-0.111133
-0.111133
-0.111133
-0.111133
-0.111133
-0.111133

Date
NIFTY16JU NIFTY16JU NIFTY16JUNNIFTY16JUN
6/30/2016 13:10 8283.75
8294
8283.1 8290.45 B
1/7/2016 13:15
8357.4
8359.5
8352.2 8353.05 S
1/7/2016 13:50
8371.8
8373
8366.7
8371 B
1/7/2016 15:05
8356.7 8361.75
8356 8356.15 S
4/7/2016 9:15 8394.65
8399 8391.25
8397.1 B
4/7/2016 12:45 8402.15
8403
8396.5
8397.3 S
5/7/2016 11:35
8367.3 8376.75
8367
8373 B
5/7/2016 12:10
8368.6
8370 8360.05
8360.2 S
7/7/2016 12:35
8356 8367.45
8355
8362.7 B
7/7/2016 14:55
8369
8369.5
8360
8361 S
8/7/2016 12:35
8329.5
8335
8328
8329.6 B
8/7/2016 14:10 8331.15 8331.15
8325.1
8326.4 S
11/7/2016 9:15
8435.8
8453
8430
8453 B
11/7/2016 13:25 8472.55 8472.55
8467.9 8471.95 S
11/7/2016 13:45
8479 8483.85
8479 8482.25 B
11/7/2016 14:30
8470.4 8471.95 8464.75
8471.1 S
11/7/2016 15:05
8483.6 8483.75
8481 8482.15 B
12/7/2016 13:15
8509.4 8509.95
8497
8500 S
12/7/2016 14:00 8511.95 8513.95 8510.05
8510.2 B
7/13/2016 10:50
8516.6
8520
8510.1 8511.45 S
7/13/2016 13:20
8515
8531.7
8515
8526.3 B
7/13/2016 15:25
8516
8517.5
8512 8514.15 S
7/14/2016 11:40
8525.9 8531.45
8524 8530.05 B
7/15/2016 9:35 8587.15 8587.75
8565.2
8567.4 S
7/15/2016 12:50
8546.2
8563
8546.1
8558.1 B
7/15/2016 14:35 8561.05 8561.05
8542 8544.45 S
7/18/2016 9:15
8574
8584 8571.65 8583.15 B
7/18/2016 13:05
7/19/2016 10:35
7/19/2016 13:10
7/19/2016 15:00
7/20/2016 12:40
7/20/2016 14:15
7/21/2016 9:45
7/21/2016 11:40
7/21/2016 12:00
7/21/2016 13:55
7/21/2016 14:10
7/22/2016 11:30
7/22/2016 13:55
7/22/2016 14:10
7/25/2016 9:40
7/25/2016 10:25

8590.5
8532
8526.8
8515.05
8575
8580.25
8576.2
8578.5
8574.1
8561
8543.45
8521.8
8532.55
8539.75
8542.1
8552.85

8592.25
8536.4
8528.4
8525
8575.2
8589.7
8576.95
8583.55
8574.85
8566.15
8545.25
8542.2
8534.35
8556.9
8542.5
8553.25

8584.15
8528.25
8510.25
8514.85
8564
8579.6
8570.1
8578.5
8564.2
8558.6
8538.05
8520.55
8522.25
8538.8
8535
8548

8586.85 S
8536.4 B
8515 S
8524 B
8565 S
8581.3 B
8571.3 S
8583.55 B
8569.05 S
8561 B
8542 S
8539.45 B
8524.35 S
8556.9 B
8536.65 S
8553 B

1.75 O
73.65
-14.4
-15.1
-37.95
7.5
34.85
1.3
12.6
13
39.5
1.65
-104.65
36.75
-6.45
-8.6
-13.2
25.8
-2.55
4.65
1.6
1
-9.9
61.25
40.95
14.85
-12.95
16.5
58.5
-5.2
11.75
59.95
-5.25
-4.05
-2.3
-4.4
13.1
-17.55
21.65
10.75
-7.2
2.35
-10.75

7/26/2016 12:45
7/26/2016 14:20
7/26/2016 14:45
7/27/2016 9:15
7/27/2016 11:15
7/27/2016 12:35
7/28/2016 12:35
7/28/2016 13:05
7/28/2016 13:50
7/28/2016 15:05

8637.85
8641.85
8642
8595.65
8641.1
8596.85
8649.5
8644.7
8643.85
8658.7

8637.85
8650.35
8642
8631
8642.25
8614
8649.95
8652.85
8643.85
8669.5

8633.75
8639.6
8617.1
8594.45
8618.7
8596
8636.65
8644.05
8634.15
8658.55

8634.55 S
8649 B
8621.4 S
8630.45 B
8620.25 S
8614 B
8636.7 S
8652.35 B
8639.1 S
8668.6 B

85
-4
0.15
46.35
45.45
44.25
52.65
4.8
-0.85
-14.85

65.5
-13.5
-11.25
-37.25
4
26.25
-6.75
2.55
2.05
34.5
-3.85
-121.85
19.55
-11.3
-11.9
-11.8
26.2
-4
6.05
-11.7
-14.2
-13.95
56.3
24.75
-1.95
-22.95

69.1
-14.5
-10.7
-35.25
5.25
29.5
-6.95
5.05
5
32
-2.9
-104.9
37.9
-11.1
-14.25
-16.25
16
-13.05
0.05
-4.9
-3
-12
41.2
19.1
-4.1
-29.65

62.6
-17.95
-14.85
-40.95
0.2
24.3
-12.8
-2.5
-1.7
31.4
-3.2
-126.6
18.95
-10.3
-11.15
-11.05
17.85
-10.2
1.25
-14.85
-12.15
-15.9
37.35
9.3
-13.65
-38.7

8.25
55.85
-8
3.4
50.2
-14.5
-12.75
-6.6
-8.7
8.7
-20.9
3.05
-7.85
-22.55
-14.4
-10.75

12.5
55.9
-18
-4.6
49.15
-15.6
-9.5
-8.4
-14.3
5.6
-20.55
17.5
1.7
-16.55
-3.8
-13

3.7
50.45
-21.4
-9
41
-16.3
-10
-12.25
-14.5
8.05
-19
2.55
-15.1
-32.55
-20.25
-16.35

Nifty 5
Min
1.75
135
Enter Initial Amount
50000
Gross Profit
Gross Loss
Net Profit
No. of Winning trades
No. of Losing trades
Total trades
% winning trades
Largest Single Profitable trade
Largest Single Losing trade
Brokerage in Rs
Brokerage Points
Initial amount
Final amount
Longest No of Winning trades
Max Run-up on Winning trades
Longest No of Losing trades
Max Drawdown on Losing trades
Maximum draw down %
Absolute return
CAGR
CAR/MDD

Absolute returns = 100* (Selling Price Cost Price)/ (Cost P

CAGR=
((Endnig value/Beginning value)^(1/No. of years))-1
sharpe ratio=
(Expected return- risk free return)/sta

84.6
-12.5
-8.35
11
11.25
28.25
35.95
-2.9
-9
-25.65

85.75
-5.85
-22.5
22.65
24.25
22.7
40.65
-7.4
-9.9
-24.4

81.55
-14.45
-27.6
-9.05
-10.2
6.25
22.7
-15.65
-13.25
-29.5

Profit Profit Profit Profit - Open High


Low
Close
Lot size
75 No of Year
0.08
844.1
568.2
598.5
419.45
-302.15
-483.6
-477.85
-664.9
541.95
84.6
120.65
-245.45
31
22
22
17
21
30
30
35
52
52
52
52
59.62%
42.31%
42.31%
32.69%
85
84.6
85.75
81.55
-104.65
-121.85
-104.9
-126.6
3510
46.80
50000
90646.25
56345 59048.75 31591.25
7
4
4
2
#REF!
#REF!
#REF!
#REF!
4
4
4
4
#REF!
#REF!
#REF!
#REF!
13.4%
20.8%
17.2%
42.2%
81.3%
12.7%
18.1%
-36.8%
125954.4%
319.4%
636.0%
-99.6%
9427.22
15.32
36.91
-2.36

lling Price Cost Price)/ (Cost Price)

eginning value)^(1/No. of years))-1


cted return- risk free return)/standard deviation

Open
55523.75
0
54443.75 -0.019451
53311.25 -0.039848
50465 -0.09111
51027.5 -0.080979
53641.25 -0.033904
53738.75 -0.032148
54683.75 -0.015129
55658.75 0.002431
58621.25 0.053226
58745 0.002111
50896.25 -0.133607
53652.5 -0.086688
53168.75 -0.094923
52523.75 -0.105903
51533.75 -0.122755
53468.75 -0.089816
53277.5 -0.093072
53626.25 -0.087135
53746.25 -0.085092
53821.25 -0.083816
53078.75 -0.096455
57672.5 -0.018257
60743.75 0.034024
61857.5 0.018335
60886.25 -0.015701

High
54912.5
53900
53056.25
50262.5
50562.5
52531.25
52025
52216.25
52370
54957.5
54668.75
45530
46996.25
46148.75
45256.25
44371.25
46336.25
46036.25
46490
45612.5
44547.5
43501.25
47723.75
49580
49433.75
47712.5

62123.75
66511.25
66121.25
67002.5
71498.75
71105
70801.25
70628.75
70298.75
71281.25
69965
71588.75
72395
71855
72031.25
71225

48331.25
52520
51920
52175
55940
54852.5
53896.25
53401.25
52748.75
53401.25
51833.75
52062.5
51473.75
49782.5
48702.5
47896.25

0.004304
0.070625
-0.005864
0.007386
0.067106
-0.005507
-0.009755
-0.012168
-0.016784
-0.003042
-0.021451
0.001259
0.011262
-0.007459
-0.005025
-0.016161

77600
77300
77311.25
80787.5
84196.25
87515
91463.75
91823.75
91760
90646.25
90646.25
90646.25
90646.25
90646.25
90646.25
90646.25
90646.25
90646.25
90646.25
90646.25
90646.25
90646.25
90646.25
90646.25
90646.25
90646.25
90646.25
90646.25
90646.25
90646.25
90646.25
90646.25
90646.25
90646.25
90646.25
90646.25
90646.25
90646.25
90646.25
90646.25
90646.25
90646.25
90646.25
90646.25
90646.25

0.071897
-0.003866
-0.003721
0.041076
0.042194
0.039417
0.045121
0.003936
-0.000694
-0.012823
-0.012823
-0.012823
-0.012823
-0.012823
-0.012823
-0.012823
-0.012823
-0.012823
-0.012823
-0.012823
-0.012823
-0.012823
-0.012823
-0.012823
-0.012823
-0.012823
-0.012823
-0.012823
-0.012823
-0.012823
-0.012823
-0.012823
-0.012823
-0.012823
-0.012823
-0.012823
-0.012823
-0.012823
-0.012823
-0.012823
-0.012823
-0.012823
-0.012823
-0.012823
-0.012823

54241.25
53303.75
52677.5
53502.5
54346.25
56465
59161.25
58943.75
58268.75
56345
56345
56345
56345
56345
56345
56345
56345
56345
56345
56345
56345
56345
56345
56345
56345
56345
56345
56345
56345
56345
56345
56345
56345
56345
56345
56345
56345
56345
56345
56345
56345
56345
56345
56345
56345

90646.25
90646.25
90646.25
90646.25
90646.25
90646.25
90646.25
90646.25
90646.25
90646.25
90646.25
90646.25
90646.25
90646.25
90646.25
90646.25
90646.25
90646.25
90646.25
90646.25
90646.25
90646.25
90646.25
90646.25
90646.25
90646.25
90646.25
90646.25
90646.25
90646.25
90646.25
90646.25
90646.25
90646.25
90646.25
90646.25
90646.25
90646.25
90646.25
90646.25
90646.25
90646.25
90646.25
90646.25
90646.25

-0.012823
-0.012823
-0.012823
-0.012823
-0.012823
-0.012823
-0.012823
-0.012823
-0.012823
-0.012823
-0.012823
-0.012823
-0.012823
-0.012823
-0.012823
-0.012823
-0.012823
-0.012823
-0.012823
-0.012823
-0.012823
-0.012823
-0.012823
-0.012823
-0.012823
-0.012823
-0.012823
-0.012823
-0.012823
-0.012823
-0.012823
-0.012823
-0.012823
-0.012823
-0.012823
-0.012823
-0.012823
-0.012823
-0.012823
-0.012823
-0.012823
-0.012823
-0.012823
-0.012823
-0.012823

56345
56345
56345
56345
56345
56345
56345
56345
56345
56345
56345
56345
56345
56345
56345
56345
56345
56345
56345
56345
56345
56345
56345
56345
56345
56345
56345
56345
56345
56345
56345
56345
56345
56345
56345
56345
56345
56345
56345
56345
56345
56345
56345
56345
56345

90646.25
90646.25
90646.25
90646.25
90646.25
90646.25

-0.012823
-0.012823
-0.012823
-0.012823
-0.012823
-0.012823

56345
56345
56345
56345
56345
56345

High
0
-0.018438
-0.033804
-0.08468
-0.079217
-0.043364
-0.052584
-0.049101
-0.046301
0.000819
-0.005254
-0.171542
-0.144862
-0.160283
-0.176523
-0.192626
-0.156871
-0.16233
-0.154074
-0.17004
-0.189419
-0.208457
-0.131624
-0.097848
-0.100509
-0.131829

Low
55182.5
0
54095 -0.019707
53292.5 -0.03425
50648.75 -0.082159
51042.5 -0.075024
53255 -0.03493
52733.75 -0.044375
53112.5 -0.037512
53487.5 -0.030716
55887.5 0.012776
55670 -0.003892
47802.5 -0.144666
50645 -0.093805
49812.5 -0.108701
48743.75 -0.127824
47525 -0.149631
48725 -0.128159
47746.25 -0.145672
47750 -0.145605
47382.5 -0.152181
47157.5 -0.156207
46257.5 -0.17231
49347.5 -0.117021
50780 -0.091389
50472.5 -0.096891
48248.75 -0.136681

Close
54695
0
53348.75 -0.024614
52235 -0.044977
49163.75 -0.101129
49178.75 -0.100855
51001.25 -0.067534
50041.25 -0.085085
49853.75 -0.088514
49726.25 -0.090845
52081.25 -0.047788
51841.25 -0.052176
42346.25 -0.225775
43767.5 -0.19979
42995 -0.213914
42158.75 -0.229203
41330 -0.244355
42668.75 -0.219878
41903.75 -0.233865
41997.5 -0.232151
40883.75 -0.252514
39972.5 -0.269175
38780 -0.290977
41581.25 -0.239761
42278.75 -0.227009
41255 -0.245726
38352.5 -0.298793

-0.12057
-0.044352
-0.05527
-0.05063
0.017877
-0.01944
-0.036535
-0.045383
-0.057048
-0.045383
-0.073405
-0.069315
-0.07984
-0.110073
-0.12938
-0.143792

49186.25
53378.75
52028.75
51683.75
55370
54200
53487.5
52857.5
51785
52205
50663.75
51976.25
52103.75
50862.5
50577.5
49602.5

38630
42413.75
40808.75
40133.75
43208.75
41986.25
41236.25
40317.5
39230
39833.75
38408.75
38600
37467.5
35026.25
33507.5
32281.25

-0.119906
-0.044889
-0.069045
-0.075218
-0.00926
-0.030195
-0.042943
-0.054216
-0.073406
-0.065891
-0.093469
-0.069984
-0.067703
-0.089913
-0.095012
-0.112458

-0.29372
-0.224541
-0.253885
-0.266226
-0.210005
-0.232357
-0.246069
-0.262867
-0.28275
-0.271711
-0.297765
-0.294268
-0.314974
-0.359608
-0.387375
-0.409795

-0.030367
-0.047126
-0.058321
-0.043573
-0.02849
0.009385
0.047751
-0.003676
-0.015086
-0.047603
-0.047603
-0.047603
-0.047603
-0.047603
-0.047603
-0.047603
-0.047603
-0.047603
-0.047603
-0.047603
-0.047603
-0.047603
-0.047603
-0.047603
-0.047603
-0.047603
-0.047603
-0.047603
-0.047603
-0.047603
-0.047603
-0.047603
-0.047603
-0.047603
-0.047603
-0.047603
-0.047603
-0.047603
-0.047603
-0.047603
-0.047603
-0.047603
-0.047603
-0.047603
-0.047603

56033.75
55595
53907.5
55606.25
57425
59127.5
62176.25
61621.25
60878.75
59048.75
59048.75
59048.75
59048.75
59048.75
59048.75
59048.75
59048.75
59048.75
59048.75
59048.75
59048.75
59048.75
59048.75
59048.75
59048.75
59048.75
59048.75
59048.75
59048.75
59048.75
59048.75
59048.75
59048.75
59048.75
59048.75
59048.75
59048.75
59048.75
59048.75
59048.75
59048.75
59048.75
59048.75
59048.75
59048.75

0.002617
-0.00783
-0.037946
-0.007629
0.024829
0.029647
0.051562
-0.008926
-0.020868
-0.050301
-0.050301
-0.050301
-0.050301
-0.050301
-0.050301
-0.050301
-0.050301
-0.050301
-0.050301
-0.050301
-0.050301
-0.050301
-0.050301
-0.050301
-0.050301
-0.050301
-0.050301
-0.050301
-0.050301
-0.050301
-0.050301
-0.050301
-0.050301
-0.050301
-0.050301
-0.050301
-0.050301
-0.050301
-0.050301
-0.050301
-0.050301
-0.050301
-0.050301
-0.050301
-0.050301

38397.5
37313.75
35243.75
34565
33800
34268.75
35971.25
34797.5
33803.75
31591.25
31591.25
31591.25
31591.25
31591.25
31591.25
31591.25
31591.25
31591.25
31591.25
31591.25
31591.25
31591.25
31591.25
31591.25
31591.25
31591.25
31591.25
31591.25
31591.25
31591.25
31591.25
31591.25
31591.25
31591.25
31591.25
31591.25
31591.25
31591.25
31591.25
31591.25
31591.25
31591.25
31591.25
31591.25
31591.25

-0.297971
-0.317785
-0.355631
-0.368041
-0.382028
-0.373457
-0.34233
-0.36379
-0.381959
-0.422411
-0.422411
-0.422411
-0.422411
-0.422411
-0.422411
-0.422411
-0.422411
-0.422411
-0.422411
-0.422411
-0.422411
-0.422411
-0.422411
-0.422411
-0.422411
-0.422411
-0.422411
-0.422411
-0.422411
-0.422411
-0.422411
-0.422411
-0.422411
-0.422411
-0.422411
-0.422411
-0.422411
-0.422411
-0.422411
-0.422411
-0.422411
-0.422411
-0.422411
-0.422411
-0.422411

-0.047603
-0.047603
-0.047603
-0.047603
-0.047603
-0.047603
-0.047603
-0.047603
-0.047603
-0.047603
-0.047603
-0.047603
-0.047603
-0.047603
-0.047603
-0.047603
-0.047603
-0.047603
-0.047603
-0.047603
-0.047603
-0.047603
-0.047603
-0.047603
-0.047603
-0.047603
-0.047603
-0.047603
-0.047603
-0.047603
-0.047603
-0.047603
-0.047603
-0.047603
-0.047603
-0.047603
-0.047603
-0.047603
-0.047603
-0.047603
-0.047603
-0.047603
-0.047603
-0.047603
-0.047603

59048.75
59048.75
59048.75
59048.75
59048.75
59048.75
59048.75
59048.75
59048.75
59048.75
59048.75
59048.75
59048.75
59048.75
59048.75
59048.75
59048.75
59048.75
59048.75
59048.75
59048.75
59048.75
59048.75
59048.75
59048.75
59048.75
59048.75
59048.75
59048.75
59048.75
59048.75
59048.75
59048.75
59048.75
59048.75
59048.75
59048.75
59048.75
59048.75
59048.75
59048.75
59048.75
59048.75
59048.75
59048.75

-0.050301
-0.050301
-0.050301
-0.050301
-0.050301
-0.050301
-0.050301
-0.050301
-0.050301
-0.050301
-0.050301
-0.050301
-0.050301
-0.050301
-0.050301
-0.050301
-0.050301
-0.050301
-0.050301
-0.050301
-0.050301
-0.050301
-0.050301
-0.050301
-0.050301
-0.050301
-0.050301
-0.050301
-0.050301
-0.050301
-0.050301
-0.050301
-0.050301
-0.050301
-0.050301
-0.050301
-0.050301
-0.050301
-0.050301
-0.050301
-0.050301
-0.050301
-0.050301
-0.050301
-0.050301

31591.25
31591.25
31591.25
31591.25
31591.25
31591.25
31591.25
31591.25
31591.25
31591.25
31591.25
31591.25
31591.25
31591.25
31591.25
31591.25
31591.25
31591.25
31591.25
31591.25
31591.25
31591.25
31591.25
31591.25
31591.25
31591.25
31591.25
31591.25
31591.25
31591.25
31591.25
31591.25
31591.25
31591.25
31591.25
31591.25
31591.25
31591.25
31591.25
31591.25
31591.25
31591.25
31591.25
31591.25
31591.25

-0.422411
-0.422411
-0.422411
-0.422411
-0.422411
-0.422411
-0.422411
-0.422411
-0.422411
-0.422411
-0.422411
-0.422411
-0.422411
-0.422411
-0.422411
-0.422411
-0.422411
-0.422411
-0.422411
-0.422411
-0.422411
-0.422411
-0.422411
-0.422411
-0.422411
-0.422411
-0.422411
-0.422411
-0.422411
-0.422411
-0.422411
-0.422411
-0.422411
-0.422411
-0.422411
-0.422411
-0.422411
-0.422411
-0.422411
-0.422411
-0.422411
-0.422411
-0.422411
-0.422411
-0.422411

-0.047603
-0.047603
-0.047603
-0.047603
-0.047603
-0.047603

59048.75
59048.75
59048.75
59048.75
59048.75
59048.75

-0.050301
-0.050301
-0.050301
-0.050301
-0.050301
-0.050301

31591.25
31591.25
31591.25
31591.25
31591.25
31591.25

-0.422411
-0.422411
-0.422411
-0.422411
-0.422411
-0.422411

Date
NIFTY16JU NIFTY16JU NIFTY16JUNNIFTY16JUNATR=2
6/30/2016 13:15
8290
8298.7 8288.65
8294.9 B
1/7/2016 13:15
8357.4
8359.5
8352.2 8353.05 S
1/7/2016 13:50
8371.8
8373
8366.7
8371 B
1/7/2016 15:15
8356.1 8357.95 8351.55 8351.75 S
4/7/2016 9:15 8394.65
8399 8391.25
8397.1 B
4/7/2016 12:50 8397.15 8398.05
8390.1 8390.25 S
5/7/2016 11:40
8372.2 8373.35 8368.05
8371.5 B
5/7/2016 12:15
8360.2
8364 8359.05 8362.65 S
7/7/2016 12:35
8356 8367.45
8355
8362.7 B
7/7/2016 14:55
8369
8369.5
8360
8361 S
8/7/2016 12:35
8329.5
8335
8328
8329.6 B
8/7/2016 14:15
8326.5
8327.9
8325
8327.6 S
11/7/2016 9:15
8435.8
8453
8430
8453 B
11/7/2016 14:30
8470.4 8471.95 8464.75
8471.1 S
11/7/2016 15:10 8482.15
8489.7
8481.6
8488.8 B
12/7/2016 13:15
8509.4 8509.95
8497
8500 S
12/7/2016 14:10 8512.05 8518.95 8511.15 8517.95 B
7/13/2016 10:50
8516.6
8520
8510.1 8511.45 S
7/13/2016 13:25
8526.3 8526.95 8519.35
8522.5 B
7/13/2016 15:25
8516
8517.5
8512 8514.15 S
7/14/2016 11:40
8525.9 8531.45
8524 8530.05 B
7/15/2016 9:35 8587.15 8587.75
8565.2
8567.4 S
7/15/2016 12:50
8546.2
8563
8546.1
8558.1 B
7/15/2016 14:40 8542.15 8550.05 8536.35
8545.6 S
7/18/2016 9:15
8574
8584 8571.65 8583.15 B
7/18/2016 13:05
8590.5 8592.25 8584.15 8586.85 S
7/19/2016 12:50
8529.3
8555
8528.5
8544 B
7/19/2016 13:10
7/19/2016 15:05
7/20/2016 12:45
7/20/2016 14:15
7/21/2016 9:45
7/21/2016 11:45
7/21/2016 12:00
7/21/2016 13:55
7/21/2016 14:55
7/22/2016 11:30
7/22/2016 13:55
7/22/2016 14:15
7/25/2016 9:45
7/25/2016 10:30
7/26/2016 13:10
7/26/2016 14:20
7/26/2016 14:45
7/27/2016 9:20
7/27/2016 11:15

8526.8
8524
8564
8580.25
8576.2
8583.6
8574.1
8561
8543.55
8521.8
8532.55
8557.15
8537.5
8553.45
8633.45
8641.85
8642
8632
8641.1

8528.4
8537.7
8570
8589.7
8576.95
8583.65
8574.85
8566.15
8545.95
8542.2
8534.35
8563.7
8539.15
8559.25
8635.05
8650.35
8642
8636.35
8642.25

8510.25
8520.05
8563.65
8579.6
8570.1
8580
8564.2
8558.6
8522.3
8520.55
8522.25
8552.05
8531.6
8553.45
8627
8639.6
8617.1
8624.45
8618.7

8515 S
8536 B
8570 S
8581.3 B
8571.3 S
8580.1 B
8569.05 S
8561 B
8525 S
8539.45 B
8524.35 S
8555.05 B
8538.95 S
8556.55 B
8630.5 S
8649 B
8621.4 S
8632.45 B
8620.25 S

O
67.4
-14.4
-15.7
-38.55
2.5
24.95
-12
4.2
13
39.5
-3
-109.3
34.6
-11.75
27.25
-2.65
4.55
-9.7
-10.3
61.25
40.95
-4.05
-31.85
16.5
61.2
-2.5
2.8
40
-16.25
-4.05
-7.4
-9.5
13.1
-17.45
21.75
10.75
-24.6
-19.65
-15.95
80
-8.4
0.15
10
9.1

7/27/2016
7/28/2016
7/28/2016
7/28/2016
7/28/2016

12:40
12:40
13:05
14:15
15:05

8612.55
8636.7
8644.7
8639.8
8658.7

8613.95
8641.5
8652.85
8639.8
8669.5

8602.35
8635.75
8644.05
8632.25
8658.55

8608.6 B
8640 S
8652.35 B
8638.2 S
8668.6 B

28.55
24.15
-8
-4.9
-18.9

60.8
-13.5
-15.05
-41.05
-0.95
24.7
-9.35
-3.45
2.05
34.5
-7.1
-125.1
18.95
-17.75
20.25
-9
1.05
-6.95
-9.45

63.55
-14.5
-15.15
-39.7
-1.15
22.05
-9
4.05
5
32
-3
-105
34.75
-16.85
15.4
-14.15
-1.05
-9.25
-7.35

58.15
-17.95
-19.25
-45.35
-6.85
18.75
-8.85
-0.05
-1.7
31.4
-2
-125.4
18.1
-17.7
11.2
-17.95
-6.5
-11.05
-8.35

56.3
24.75
-12.95
-33.95
8.25
37.25

41.2
19.1
-9.75
-35.3
12.5
55.65

37.35
9.3
-12.5
-37.55
3.7
42.85

-26.6
-9.3
32.3
-19.7
-12.75
-6.7
-8.8
8.7
-20.2
3.75
-7.85
-29.35
-24.55
-20.1
75.8
-15.3
-8.35
5.65
5.9

-18.25
-9.8
43.6
-15.95
-9.5
-9.9
-15.8
5.6
-36.3
1.75
1.7
-29.8
-20.45
-21.85
73.55
-12.6
-22.5
-7.35
-5.75

-29
-21
34
-11.3
-10
-8.8
-11.05
8.05
-36
-14.45
-15.1
-30.7
-16.1
-17.6
73.95
-18.5
-27.6
-11.05
-12.2

Nifty 5
Min
ATR=2
135
Enter Initial Amount
50000
Gross Profit
Gross Loss
Net Profit
No. of Winning trades
No. of Losing trades
Total trades
% winning trades
Largest Single Profitable trade
Largest Single Losing trade
Brokerage in Rs
Brokerage Points
Initial amount
Final amount
Longest No of Winning trades
Max Run-up on Winning trades
Longest No of Losing trades
Max Drawdown on Losing trades
Maximum draw down %
Absolute return
CAGR
CAR/MDD

Absolute returns = 100* (Selling Price Cost Price)/ (Co

CAGR=
((Endnig value/Beginning value)^(1/No. of years))-1
sharpe ratio=
(Expected return- risk free return)

28.3
27.55
-11.35
-13.05
-29.7

16.35
33.4
-8.3
-11.8
-26.3

11.65
31.4
-12.35
-14.15
-30.4

Profit Profit Profit Profit Open


High
Low
Close
Lot size
75 No of Year
0.08
638.2
476.8
481.2
389.85
-420.8
-569.25
-563.4
-686.35
217.4
-92.45
-82.2
-296.5
24
19
18
14
25
30
31
35
49
49
49
49
48.98%
38.78%
36.73%
28.57%
80
75.8
73.55
73.95
-109.3
-125.1
-105
-125.4
3307.5
44.10
50000
66305 43066.25
43835 27762.5
5
4
3
2
#REF!
#REF!
#REF!
#REF!
4
4
4
6
#REF!
#REF!
#REF!
#REF!
15.2%
30.1%
23.9%
48.9%
32.6%
-13.9%
-12.3%
-44.5%
2857.4%
-83.3%
-79.4%
-99.9%
187.67
-2.77
-3.32
-2.04

Selling Price Cost Price)/ (Cost Price)

Beginning value)^(1/No. of years))-1


ected return- risk free return)/standard deviation

Open
55055
0
53975 -0.019617
52797.5 -0.041004
49906.25 -0.09352
50093.75 -0.090114
51965 -0.056126
51065 -0.072473
51380 -0.066751
52355 -0.049042
55317.5 0.004768
55092.5 -0.004067
46895 -0.152257
49490 -0.105346
48608.75 -0.121277
50652.5 -0.084331
50453.75 -0.087924
50795 -0.081755
50067.5 -0.094907
49295 -0.108872
49295 -0.108872
53888.75 -0.025828
56960 0.029692
56656.25 -0.005333
54267.5 -0.04727
55505 -0.025544
60095 0.055039

High
54560
53547.5
52418.75
49340
49268.75
51121.25
50420
50161.25
50315
52902.5
52370
42987.5
44408.75
43077.5
44596.25
43921.25
44000
43478.75
42770
42770
46992.5
48848.75
47877.5
45331.25
45950
48743.75

59907.5
60117.5
63117.5
61898.75
61595
61040
60327.5
61310
60001.25
61632.5
62438.75
60593.75
59120
57923.75
63923.75
63293.75
63305
64055
64737.5

46748.75
46051.25
48473.75
46996.25
46040
45537.5
44877.5
45530
44015
44296.25
43707.5
41506.25
39665
38157.5
43842.5
42695
42068.75
42492.5
42935

-0.00312
0.000374
0.049902
-0.019309
-0.024122
-0.032915
-0.044203
-0.028637
-0.049372
-0.023528
-0.010754
-0.039985
-0.063334
-0.082287
0.012774
-0.009855
-0.00968
0.002053
0.010655

66878.75
68690
68090
67722.5
66305
66305
66305
66305
66305
66305
66305
66305
66305
66305
66305
66305
66305
66305
66305
66305
66305
66305
66305
66305
66305
66305
66305
66305
66305
66305
66305
66305
66305
66305
66305
66305
66305
66305
66305
66305
66305
66305
66305
66305
66305
66305
66305
66305

0.033076
0.027083
-0.008735
-0.014085
-0.034721
-0.034721
-0.034721
-0.034721
-0.034721
-0.034721
-0.034721
-0.034721
-0.034721
-0.034721
-0.034721
-0.034721
-0.034721
-0.034721
-0.034721
-0.034721
-0.034721
-0.034721
-0.034721
-0.034721
-0.034721
-0.034721
-0.034721
-0.034721
-0.034721
-0.034721
-0.034721
-0.034721
-0.034721
-0.034721
-0.034721
-0.034721
-0.034721
-0.034721
-0.034721
-0.034721
-0.034721
-0.034721
-0.034721
-0.034721
-0.034721
-0.034721
-0.034721
-0.034721

45057.5
47123.75
46272.5
45293.75
43066.25
43066.25
43066.25
43066.25
43066.25
43066.25
43066.25
43066.25
43066.25
43066.25
43066.25
43066.25
43066.25
43066.25
43066.25
43066.25
43066.25
43066.25
43066.25
43066.25
43066.25
43066.25
43066.25
43066.25
43066.25
43066.25
43066.25
43066.25
43066.25
43066.25
43066.25
43066.25
43066.25
43066.25
43066.25
43066.25
43066.25
43066.25
43066.25
43066.25
43066.25
43066.25
43066.25
43066.25

66305
66305
66305
66305
66305
66305
66305
66305
66305
66305
66305
66305
66305
66305
66305
66305
66305
66305
66305
66305
66305
66305
66305
66305
66305
66305
66305
66305
66305
66305
66305
66305
66305
66305
66305
66305
66305
66305
66305
66305
66305
66305
66305
66305
66305

-0.034721
-0.034721
-0.034721
-0.034721
-0.034721
-0.034721
-0.034721
-0.034721
-0.034721
-0.034721
-0.034721
-0.034721
-0.034721
-0.034721
-0.034721
-0.034721
-0.034721
-0.034721
-0.034721
-0.034721
-0.034721
-0.034721
-0.034721
-0.034721
-0.034721
-0.034721
-0.034721
-0.034721
-0.034721
-0.034721
-0.034721
-0.034721
-0.034721
-0.034721
-0.034721
-0.034721
-0.034721
-0.034721
-0.034721
-0.034721
-0.034721
-0.034721
-0.034721
-0.034721
-0.034721

43066.25
43066.25
43066.25
43066.25
43066.25
43066.25
43066.25
43066.25
43066.25
43066.25
43066.25
43066.25
43066.25
43066.25
43066.25
43066.25
43066.25
43066.25
43066.25
43066.25
43066.25
43066.25
43066.25
43066.25
43066.25
43066.25
43066.25
43066.25
43066.25
43066.25
43066.25
43066.25
43066.25
43066.25
43066.25
43066.25
43066.25
43066.25
43066.25
43066.25
43066.25
43066.25
43066.25
43066.25
43066.25

High
0
-0.018558
-0.039246
-0.095674
-0.09698
-0.063027
-0.07588
-0.080622
-0.077804
-0.030379
-0.040139
-0.212106
-0.186057
-0.210456
-0.18262
-0.194992
-0.193548
-0.203102
-0.216092
-0.216092
-0.138701
-0.104678
-0.12248
-0.169149
-0.157808
-0.106603

Low
54766.25
0
53678.75 -0.019857
52542.5 -0.040604
49565 -0.094972
49478.75 -0.096547
51132.5 -0.06635
50457.5 -0.078675
50761.25 -0.073129
51136.25 -0.066282
53536.25 -0.022459
53311.25 -0.026567
45436.25 -0.17036
48042.5 -0.122772
46778.75 -0.145847
47933.75 -0.124757
46872.5 -0.144135
46793.75 -0.145573
46100 -0.158241
45548.75 -0.168306
45548.75 -0.168306
48638.75 -0.111885
50071.25 -0.085728
49340 -0.09908
46692.5 -0.147422
47630 -0.130304
51803.75 -0.054094

Close
54361.25
0
53015 -0.024765
51571.25 -0.051323
48170 -0.113891
47656.25 -0.123342
49062.5 -0.097473
48398.75 -0.109683
48395 -0.109752
48267.5 -0.112097
50622.5 -0.068776
50472.5 -0.071535
41067.5 -0.244545
42425 -0.219573
41097.5 -0.243993
41937.5 -0.228541
40591.25 -0.253305
40103.75 -0.262273
39275 -0.277518
38648.75 -0.289039
38648.75 -0.289039
41450 -0.237508
42147.5 -0.224678
41210 -0.241923
38393.75 -0.293729
38671.25 -0.288625
41885 -0.229506

-0.143168
-0.155952
-0.111552
-0.138632
-0.156158
-0.165368
-0.177465
-0.165506
-0.193273
-0.188119
-0.198909
-0.239255
-0.273002
-0.300632
-0.196435
-0.217467
-0.228945
-0.221179
-0.213068

50435
49700
52970
51773.75
51061.25
50318.75
49133.75
49553.75
46831.25
46962.5
47090
44855
43321.25
41682.5
47198.75
46253.75
44566.25
44015
43583.75

39710
38135
40685
39837.5
39087.5
38427.5
37598.75
38202.5
35502.5
34418.75
33286.25
30983.75
29776.25
28456.25
34002.5
32615
30545
29716.25
28801.25

-0.079086
-0.092507
-0.032798
-0.054641
-0.067651
-0.081209
-0.102846
-0.095177
-0.144889
-0.142492
-0.140164
-0.180974
-0.208979
-0.238902
-0.138178
-0.155433
-0.186246
-0.196312
-0.204186

-0.269516
-0.298489
-0.251581
-0.267171
-0.280968
-0.293109
-0.308354
-0.297248
-0.346915
-0.366851
-0.387684
-0.43004
-0.452252
-0.476534
-0.374508
-0.400032
-0.438111
-0.453356
-0.470188

-0.174166
-0.136295
-0.151897
-0.169836
-0.210663
-0.210663
-0.210663
-0.210663
-0.210663
-0.210663
-0.210663
-0.210663
-0.210663
-0.210663
-0.210663
-0.210663
-0.210663
-0.210663
-0.210663
-0.210663
-0.210663
-0.210663
-0.210663
-0.210663
-0.210663
-0.210663
-0.210663
-0.210663
-0.210663
-0.210663
-0.210663
-0.210663
-0.210663
-0.210663
-0.210663
-0.210663
-0.210663
-0.210663
-0.210663
-0.210663
-0.210663
-0.210663
-0.210663
-0.210663
-0.210663
-0.210663
-0.210663
-0.210663

44810
47315
46692.5
45807.5
43835
43835
43835
43835
43835
43835
43835
43835
43835
43835
43835
43835
43835
43835
43835
43835
43835
43835
43835
43835
43835
43835
43835
43835
43835
43835
43835
43835
43835
43835
43835
43835
43835
43835
43835
43835
43835
43835
43835
43835
43835
43835
43835
43835

-0.181795
29675 -0.454115
-0.136056
32030 -0.410794
-0.147422 31103.75 -0.427832
-0.163582 30042.5 -0.447355
-0.199598 27762.5 -0.489296
-0.199598 27762.5 -0.489296
-0.199598 27762.5 -0.489296
-0.199598 27762.5 -0.489296
-0.199598 27762.5 -0.489296
-0.199598 27762.5 -0.489296
-0.199598 27762.5 -0.489296
-0.199598 27762.5 -0.489296
-0.199598 27762.5 -0.489296
-0.199598 27762.5 -0.489296
-0.199598 27762.5 -0.489296
-0.199598 27762.5 -0.489296
-0.199598 27762.5 -0.489296
-0.199598 27762.5 -0.489296
-0.199598 27762.5 -0.489296
-0.199598 27762.5 -0.489296
-0.199598 27762.5 -0.489296
-0.199598 27762.5 -0.489296
-0.199598 27762.5 -0.489296
-0.199598 27762.5 -0.489296
-0.199598 27762.5 -0.489296
-0.199598 27762.5 -0.489296
-0.199598 27762.5 -0.489296
-0.199598 27762.5 -0.489296
-0.199598 27762.5 -0.489296
-0.199598 27762.5 -0.489296
-0.199598 27762.5 -0.489296
-0.199598 27762.5 -0.489296
-0.199598 27762.5 -0.489296
-0.199598 27762.5 -0.489296
-0.199598 27762.5 -0.489296
-0.199598 27762.5 -0.489296
-0.199598 27762.5 -0.489296
-0.199598 27762.5 -0.489296
-0.199598 27762.5 -0.489296
-0.199598 27762.5 -0.489296
-0.199598 27762.5 -0.489296
-0.199598 27762.5 -0.489296
-0.199598 27762.5 -0.489296
-0.199598 27762.5 -0.489296
-0.199598 27762.5 -0.489296
-0.199598 27762.5 -0.489296
-0.199598 27762.5 -0.489296
-0.199598 27762.5 -0.489296

-0.210663
-0.210663
-0.210663
-0.210663
-0.210663
-0.210663
-0.210663
-0.210663
-0.210663
-0.210663
-0.210663
-0.210663
-0.210663
-0.210663
-0.210663
-0.210663
-0.210663
-0.210663
-0.210663
-0.210663
-0.210663
-0.210663
-0.210663
-0.210663
-0.210663
-0.210663
-0.210663
-0.210663
-0.210663
-0.210663
-0.210663
-0.210663
-0.210663
-0.210663
-0.210663
-0.210663
-0.210663
-0.210663
-0.210663
-0.210663
-0.210663
-0.210663
-0.210663
-0.210663
-0.210663

43835
43835
43835
43835
43835
43835
43835
43835
43835
43835
43835
43835
43835
43835
43835
43835
43835
43835
43835
43835
43835
43835
43835
43835
43835
43835
43835
43835
43835
43835
43835
43835
43835
43835
43835
43835
43835
43835
43835
43835
43835
43835
43835
43835
43835

-0.199598
-0.199598
-0.199598
-0.199598
-0.199598
-0.199598
-0.199598
-0.199598
-0.199598
-0.199598
-0.199598
-0.199598
-0.199598
-0.199598
-0.199598
-0.199598
-0.199598
-0.199598
-0.199598
-0.199598
-0.199598
-0.199598
-0.199598
-0.199598
-0.199598
-0.199598
-0.199598
-0.199598
-0.199598
-0.199598
-0.199598
-0.199598
-0.199598
-0.199598
-0.199598
-0.199598
-0.199598
-0.199598
-0.199598
-0.199598
-0.199598
-0.199598
-0.199598
-0.199598
-0.199598

27762.5
27762.5
27762.5
27762.5
27762.5
27762.5
27762.5
27762.5
27762.5
27762.5
27762.5
27762.5
27762.5
27762.5
27762.5
27762.5
27762.5
27762.5
27762.5
27762.5
27762.5
27762.5
27762.5
27762.5
27762.5
27762.5
27762.5
27762.5
27762.5
27762.5
27762.5
27762.5
27762.5
27762.5
27762.5
27762.5
27762.5
27762.5
27762.5
27762.5
27762.5
27762.5
27762.5
27762.5
27762.5

-0.489296
-0.489296
-0.489296
-0.489296
-0.489296
-0.489296
-0.489296
-0.489296
-0.489296
-0.489296
-0.489296
-0.489296
-0.489296
-0.489296
-0.489296
-0.489296
-0.489296
-0.489296
-0.489296
-0.489296
-0.489296
-0.489296
-0.489296
-0.489296
-0.489296
-0.489296
-0.489296
-0.489296
-0.489296
-0.489296
-0.489296
-0.489296
-0.489296
-0.489296
-0.489296
-0.489296
-0.489296
-0.489296
-0.489296
-0.489296
-0.489296
-0.489296
-0.489296
-0.489296
-0.489296

Date
NIFTY16JU NIFTY16JU NIFTY16JUNNIFTY16JUNATR=2
6/30/2016 13:15
8290
8298.7 8288.65
8294.9 B
1/7/2016 13:15
8357.4
8359.5
8352.2 8353.05 S
1/7/2016 14:00 8370.75 8377.25
8370
8374 B
1/7/2016 15:15
8356.1 8357.95 8351.55 8351.75 S
4/7/2016 9:15 8394.65
8399 8391.25
8397.1 B
4/7/2016 12:50 8397.15 8398.05
8390.1 8390.25 S
5/7/2016 11:50
8373
8378.1
8372.1 8375.55 B
5/7/2016 12:15
8360.2
8364 8359.05 8362.65 S
7/7/2016 12:35
8356 8367.45
8355
8362.7 B
7/7/2016 15:00 8360.95
8363.4
8351
8358 S
8/7/2016 12:35
8329.5
8335
8328
8329.6 B
8/7/2016 14:35
8328
8328 8316.35 8321.55 S
11/7/2016 9:15
8435.8
8453
8430
8453 B
11/7/2016 14:30
8470.4 8471.95 8464.75
8471.1 S
11/7/2016 15:10 8482.15
8489.7
8481.6
8488.8 B
12/7/2016 13:15
8509.4 8509.95
8497
8500 S
12/7/2016 14:10 8512.05 8518.95 8511.15 8517.95 B
7/13/2016 10:50
8516.6
8520
8510.1 8511.45 S
7/13/2016 14:05
8524.55 8529.65
8524.1 8527.05 B
7/15/2016 9:40
8567.4
8575.7
8565.1 8572.05 S
7/15/2016 12:50
8546.2
8563
8546.1
8558.1 B
7/15/2016 14:40 8542.15 8550.05 8536.35
8545.6 S
7/18/2016 9:15
8574
8584 8571.65 8583.15 B
7/18/2016 13:05
8590.5 8592.25 8584.15 8586.85 S
7/19/2016 12:50
8529.3
8555
8528.5
8544 B
7/19/2016 13:10
8526.8
8528.4 8510.25
8515 S
7/19/2016 15:05
8524
8537.7 8520.05
8536 B
7/20/2016 12:45
7/20/2016 14:35
7/21/2016 9:50
7/22/2016 11:35
7/22/2016 13:55
7/22/2016 14:15
7/26/2016 13:10
7/26/2016 14:20
7/26/2016 14:50
7/27/2016 9:20
7/27/2016 11:15
7/27/2016 15:10
7/28/2016 12:40
7/28/2016 13:10
7/28/2016 14:45
7/28/2016 15:05

8564
8583
8570.5
8539.55
8532.55
8557.15
8633.45
8641.85
8621.4
8632
8641.1
8616.15
8636.7
8652.35
8642.4
8658.7

8570
8588.4
8573.9
8543
8534.35
8563.7
8635.05
8650.35
8622
8636.35
8642.25
8628
8641.5
8653.7
8642.4
8669.5

8563.65
8582
8567.25
8535.5
8522.25
8552.05
8627
8639.6
8611
8624.45
8618.7
8616.15
8635.75
8647.6
8626.85
8658.55

8570 S
8586 B
8570.75 S
8536 B
8524.35 S
8555.05 B
8630.5 S
8649 B
8622 S
8632.45 B
8620.25 S
8625.85 B
8640 S
8650.55 B
8627.15 S
8668.6 B

O
67.4
-13.35
-14.65
-38.55
2.5
24.15
-12.8
4.2
4.95
31.45
-1.5
-107.8
34.6
-11.75
27.25
-2.65
4.55
-7.95
42.85
21.2
-4.05
-31.85
16.5
61.2
-2.5
2.8
40
-19
-12.5
30.95
-7
-24.6
76.3
-8.4
-20.45
-10.6
9.1
24.95
20.55
-15.65
-9.95
-16.3

60.8
-17.75
-19.3
-41.05
-0.95
19.95
-14.1
-3.45
-4.05
28.4
-7
-125
18.95
-17.75
20.25
-9
1.05
-9.65
46.05
12.7
-12.95
-33.95
8.25
37.25
-26.6
-9.3

63.55
-17.8
-18.45
-39.7
-1.15
18
-13.05
4.05
-4
23
-11.65
-113.65
34.75
-16.85
15.4
-14.15
-1.05
-14
41
19
-9.75
-35.3
12.5
55.65
-18.25
-9.8

58.15
-20.95
-22.25
-45.35
-6.85
14.7
-12.9
-0.05
-4.7
28.4
-8.05
-131.45
18.1
-17.7
11.2
-17.95
-6.5
-15.6
45
13.95
-12.5
-37.55
3.7
42.85
-29
-21

32.3
-18.4
-14.5
30.9
-8.65
-29.35
71.35
-15.3
-28.35
-14.35
5.9
14.25
13.5
-12.2
-11.3
-27.1

43.6
-18.35
-14.75
31.75
-13.25
-29.8
74.95
-12.6
-28.6
-13.45
-5.75
2.55
19.6
-11.85
-20.75
-31.7

34
-16
-15.25
34.75
-11.65
-30.7
75.45
-18.5
-27
-10.45
-12.2
-5.6
14.15
-10.55
-23.4
-41.45

Nifty 5
Profit Min
ATR=2
135 Open
Enter Initial Amount
50000 Lot size
Gross Profit
547.45
Gross Loss
-393.85
Net Profit
153.6
No. of Winning trades
20
No. of Losing trades
22
Total trades
42
% winning trades
47.62%
Largest Single Profitable trade
76.3
Largest Single Losing trade
-107.8
Brokerage in Rs
Brokerage Points
Initial amount
Final amount
61520
Longest No of Winning trades
3
Max Run-up on Winning trades
#REF!
Longest No of Losing trades
3
Max Drawdown on Losing trades
#REF!
Maximum draw down %
16.5%
Absolute return
23.0%
CAGR
1103.8%
CAR/MDD
66.74

2835
37.80
50000

Absolute returns = 100* (Selling Price Cost Price)/ (Cost P

CAGR=
((Endnig value/Beginning value)^(1/No. of years))-1
sharpe ratio=
(Expected return- risk free return)/sta

Profit High

Profit Profit Low


Close
75 No of Year
0.08
421.85
459.35
394.4
-531.35
-539.45
-633.1
-109.5
-80.1
-238.7
16
15
13
26
27
29
42
42
42
38.10%
35.71%
30.95%
71.35
74.95
75.45
-125
-113.65
-131.45
2835
37.80
50000
41787.5 43992.5 32097.5
3
2
2
#REF!
#REF!
#REF!
4
4
5
#REF!
#REF!
#REF!
25.3%
23.9%
41.0%
-16.4%
-12.0%
-35.8%
-88.4%
-78.5%
-99.5%
-3.49
-3.29
-2.43

rice Cost Price)/ (Cost Price)

ng value)^(1/No. of years))-1
eturn- risk free return)/standard deviation

Open
55055
0
54053.75 -0.018186
52955 -0.038144
50063.75 -0.090659
50251.25 -0.087254
52062.5 -0.054355
51102.5 -0.071792
51417.5 -0.06607
51788.75 -0.059327
54147.5 -0.016484
54035 -0.018527
45950 -0.16538
48545 -0.118245
47663.75 -0.134252
49707.5 -0.09713
49508.75 -0.10074
49850 -0.094542
49253.75 -0.105372
52467.5 -0.046998
54057.5 -0.018118
53753.75 -0.023635
51365 -0.067024
52602.5 -0.044546
57192.5 0.038825
57005 -0.003278
57215 0.000393

High
54560
0
53228.75
-0.0244
51781.25 -0.05093
48702.5 -0.107359
48631.25 -0.108665
50127.5 -0.081241
49070 -0.100623
48811.25 -0.105366
48507.5 -0.110933
50637.5 -0.071893
50112.5 -0.081516
40737.5 -0.253345
42158.75 -0.227296
40827.5 -0.251695
42346.25 -0.223859
41671.25 -0.236231
41750 -0.234787
41026.25 -0.248053
44480 -0.184751
45432.5 -0.167293
44461.25 -0.185094
41915 -0.231763
42533.75 -0.220422
45327.5 -0.169217
43332.5 -0.205783
42635 -0.218567

60215
58790
57852.5
60173.75
59648.75
57803.75
63526.25
62896.25
61362.5
60567.5
61250
63121.25
64662.5
63488.75
62742.5
61520

45057.5
43677.5
42590
44907.5
44258.75
42057.5
47408.75
46261.25
44135
43058.75
43501.25
44570
45582.5
44667.5
43820
41787.5

0.052434
-0.023665
-0.039234
-0.000685
-0.009404
-0.040044
0.05499
-0.009917
-0.034061
-0.046575
-0.035832
-0.006375
0.017886
-0.018152
-0.029693
-0.048598

-0.174166
-0.199459
-0.219391
-0.176915
-0.188806
-0.229151
-0.131071
-0.152103
-0.191074
-0.2108
-0.20269
-0.183101
-0.164544
-0.181314
-0.196848
-0.2341

61520
61520
61520
61520
61520
61520
61520
61520
61520
61520
61520
61520
61520
61520
61520
61520
61520
61520
61520
61520
61520
61520
61520
61520
61520
61520
61520
61520
61520
61520
61520
61520
61520
61520
61520
61520
61520
61520
61520
61520
61520
61520
61520
61520
61520

-0.048598
-0.048598
-0.048598
-0.048598
-0.048598
-0.048598
-0.048598
-0.048598
-0.048598
-0.048598
-0.048598
-0.048598
-0.048598
-0.048598
-0.048598
-0.048598
-0.048598
-0.048598
-0.048598
-0.048598
-0.048598
-0.048598
-0.048598
-0.048598
-0.048598
-0.048598
-0.048598
-0.048598
-0.048598
-0.048598
-0.048598
-0.048598
-0.048598
-0.048598
-0.048598
-0.048598
-0.048598
-0.048598
-0.048598
-0.048598
-0.048598
-0.048598
-0.048598
-0.048598
-0.048598

41787.5
41787.5
41787.5
41787.5
41787.5
41787.5
41787.5
41787.5
41787.5
41787.5
41787.5
41787.5
41787.5
41787.5
41787.5
41787.5
41787.5
41787.5
41787.5
41787.5
41787.5
41787.5
41787.5
41787.5
41787.5
41787.5
41787.5
41787.5
41787.5
41787.5
41787.5
41787.5
41787.5
41787.5
41787.5
41787.5
41787.5
41787.5
41787.5
41787.5
41787.5
41787.5
41787.5
41787.5
41787.5

-0.2341
-0.2341
-0.2341
-0.2341
-0.2341
-0.2341
-0.2341
-0.2341
-0.2341
-0.2341
-0.2341
-0.2341
-0.2341
-0.2341
-0.2341
-0.2341
-0.2341
-0.2341
-0.2341
-0.2341
-0.2341
-0.2341
-0.2341
-0.2341
-0.2341
-0.2341
-0.2341
-0.2341
-0.2341
-0.2341
-0.2341
-0.2341
-0.2341
-0.2341
-0.2341
-0.2341
-0.2341
-0.2341
-0.2341
-0.2341
-0.2341
-0.2341
-0.2341
-0.2341
-0.2341

61520
61520
61520
61520
61520
61520
61520
61520
61520
61520
61520
61520
61520
61520
61520
61520
61520
61520
61520
61520
61520
61520
61520
61520
61520
61520
61520
61520
61520
61520
61520
61520
61520
61520
61520
61520
61520
61520
61520
61520
61520
61520
61520
61520
61520

-0.048598
-0.048598
-0.048598
-0.048598
-0.048598
-0.048598
-0.048598
-0.048598
-0.048598
-0.048598
-0.048598
-0.048598
-0.048598
-0.048598
-0.048598
-0.048598
-0.048598
-0.048598
-0.048598
-0.048598
-0.048598
-0.048598
-0.048598
-0.048598
-0.048598
-0.048598
-0.048598
-0.048598
-0.048598
-0.048598
-0.048598
-0.048598
-0.048598
-0.048598
-0.048598
-0.048598
-0.048598
-0.048598
-0.048598
-0.048598
-0.048598
-0.048598
-0.048598
-0.048598
-0.048598

41787.5
41787.5
41787.5
41787.5
41787.5
41787.5
41787.5
41787.5
41787.5
41787.5
41787.5
41787.5
41787.5
41787.5
41787.5
41787.5
41787.5
41787.5
41787.5
41787.5
41787.5
41787.5
41787.5
41787.5
41787.5
41787.5
41787.5
41787.5
41787.5
41787.5
41787.5
41787.5
41787.5
41787.5
41787.5
41787.5
41787.5
41787.5
41787.5
41787.5
41787.5
41787.5
41787.5
41787.5
41787.5

-0.2341
-0.2341
-0.2341
-0.2341
-0.2341
-0.2341
-0.2341
-0.2341
-0.2341
-0.2341
-0.2341
-0.2341
-0.2341
-0.2341
-0.2341
-0.2341
-0.2341
-0.2341
-0.2341
-0.2341
-0.2341
-0.2341
-0.2341
-0.2341
-0.2341
-0.2341
-0.2341
-0.2341
-0.2341
-0.2341
-0.2341
-0.2341
-0.2341
-0.2341
-0.2341
-0.2341
-0.2341
-0.2341
-0.2341
-0.2341
-0.2341
-0.2341
-0.2341
-0.2341
-0.2341

61520
61520
61520
61520
61520
61520

-0.048598
-0.048598
-0.048598
-0.048598
-0.048598
-0.048598

41787.5
41787.5
41787.5
41787.5
41787.5
41787.5

-0.2341
-0.2341
-0.2341
-0.2341
-0.2341
-0.2341

Low
54766.25
0
53431.25 -0.024376
52047.5 -0.049643
49070 -0.10401
48983.75 -0.105585
50333.75 -0.080935
49355 -0.098806
49658.75 -0.09326
49358.75 -0.098738
51083.75 -0.06724
50210 -0.083194
41686.25 -0.238833
44292.5 -0.191245
43028.75 -0.21432
44183.75 -0.19323
43122.5 -0.212608
43043.75 -0.214046
41993.75 -0.233218
45068.75 -0.177071
46493.75 -0.151051
45762.5 -0.164403
43115 -0.212745
44052.5 -0.195627
48226.25 -0.119417
46857.5 -0.144409
46122.5 -0.15783

Close
54361.25
0
52790 -0.028904
51121.25 -0.059601
47720 -0.122169
47206.25 -0.131619
48308.75 -0.111338
47341.25 -0.129136
47337.5 -0.129205
46985 -0.135689
49115 -0.096507
48511.25 -0.107613
38652.5 -0.28897
40010 -0.263998
38682.5 -0.288418
39522.5 -0.272966
38176.25 -0.29773
37688.75 -0.306698
36518.75 -0.328221
39893.75 -0.266136
40940 -0.24689
40002.5 -0.264136
37186.25 -0.315942
37463.75 -0.310837
40677.5 -0.251719
38502.5 -0.291729
36927.5 -0.320702

49392.5
48016.25
46910
49291.25
48297.5
46062.5
51683.75
50738.75
48593.75
47585
47153.75
47345
48815
47926.25
46370
43992.5

39477.5
38277.5
37133.75
39740
38866.25
36563.75
42222.5
40835
38810
38026.25
37111.25
36691.25
37752.5
36961.25
35206.25
32097.5

-0.098122
-0.123251
-0.143451
-0.09997
-0.118116
-0.158925
-0.056285
-0.07354
-0.112706
-0.131125
-0.139
-0.135508
-0.108666
-0.124894
-0.153311
-0.196722

-0.273793
-0.295868
-0.316908
-0.268965
-0.285038
-0.327393
-0.223298
-0.248822
-0.286072
-0.30049
-0.317322
-0.325048
-0.305526
-0.320081
-0.352365
-0.409552

43992.5
43992.5
43992.5
43992.5
43992.5
43992.5
43992.5
43992.5
43992.5
43992.5
43992.5
43992.5
43992.5
43992.5
43992.5
43992.5
43992.5
43992.5
43992.5
43992.5
43992.5
43992.5
43992.5
43992.5
43992.5
43992.5
43992.5
43992.5
43992.5
43992.5
43992.5
43992.5
43992.5
43992.5
43992.5
43992.5
43992.5
43992.5
43992.5
43992.5
43992.5
43992.5
43992.5
43992.5
43992.5

-0.196722
-0.196722
-0.196722
-0.196722
-0.196722
-0.196722
-0.196722
-0.196722
-0.196722
-0.196722
-0.196722
-0.196722
-0.196722
-0.196722
-0.196722
-0.196722
-0.196722
-0.196722
-0.196722
-0.196722
-0.196722
-0.196722
-0.196722
-0.196722
-0.196722
-0.196722
-0.196722
-0.196722
-0.196722
-0.196722
-0.196722
-0.196722
-0.196722
-0.196722
-0.196722
-0.196722
-0.196722
-0.196722
-0.196722
-0.196722
-0.196722
-0.196722
-0.196722
-0.196722
-0.196722

32097.5
32097.5
32097.5
32097.5
32097.5
32097.5
32097.5
32097.5
32097.5
32097.5
32097.5
32097.5
32097.5
32097.5
32097.5
32097.5
32097.5
32097.5
32097.5
32097.5
32097.5
32097.5
32097.5
32097.5
32097.5
32097.5
32097.5
32097.5
32097.5
32097.5
32097.5
32097.5
32097.5
32097.5
32097.5
32097.5
32097.5
32097.5
32097.5
32097.5
32097.5
32097.5
32097.5
32097.5
32097.5

-0.409552
-0.409552
-0.409552
-0.409552
-0.409552
-0.409552
-0.409552
-0.409552
-0.409552
-0.409552
-0.409552
-0.409552
-0.409552
-0.409552
-0.409552
-0.409552
-0.409552
-0.409552
-0.409552
-0.409552
-0.409552
-0.409552
-0.409552
-0.409552
-0.409552
-0.409552
-0.409552
-0.409552
-0.409552
-0.409552
-0.409552
-0.409552
-0.409552
-0.409552
-0.409552
-0.409552
-0.409552
-0.409552
-0.409552
-0.409552
-0.409552
-0.409552
-0.409552
-0.409552
-0.409552

43992.5
43992.5
43992.5
43992.5
43992.5
43992.5
43992.5
43992.5
43992.5
43992.5
43992.5
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43992.5
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43992.5
43992.5
43992.5
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43992.5
43992.5
43992.5
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43992.5
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43992.5
43992.5
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43992.5
43992.5
43992.5
43992.5
43992.5
43992.5
43992.5
43992.5
43992.5
43992.5
43992.5
43992.5

-0.196722
-0.196722
-0.196722
-0.196722
-0.196722
-0.196722
-0.196722
-0.196722
-0.196722
-0.196722
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-0.196722
-0.196722
-0.196722
-0.196722
-0.196722
-0.196722
-0.196722
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-0.196722
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-0.196722
-0.196722
-0.196722
-0.196722
-0.196722
-0.196722
-0.196722
-0.196722
-0.196722
-0.196722
-0.196722
-0.196722
-0.196722
-0.196722

32097.5
32097.5
32097.5
32097.5
32097.5
32097.5
32097.5
32097.5
32097.5
32097.5
32097.5
32097.5
32097.5
32097.5
32097.5
32097.5
32097.5
32097.5
32097.5
32097.5
32097.5
32097.5
32097.5
32097.5
32097.5
32097.5
32097.5
32097.5
32097.5
32097.5
32097.5
32097.5
32097.5
32097.5
32097.5
32097.5
32097.5
32097.5
32097.5
32097.5
32097.5
32097.5
32097.5
32097.5
32097.5

-0.409552
-0.409552
-0.409552
-0.409552
-0.409552
-0.409552
-0.409552
-0.409552
-0.409552
-0.409552
-0.409552
-0.409552
-0.409552
-0.409552
-0.409552
-0.409552
-0.409552
-0.409552
-0.409552
-0.409552
-0.409552
-0.409552
-0.409552
-0.409552
-0.409552
-0.409552
-0.409552
-0.409552
-0.409552
-0.409552
-0.409552
-0.409552
-0.409552
-0.409552
-0.409552
-0.409552
-0.409552
-0.409552
-0.409552
-0.409552
-0.409552
-0.409552
-0.409552
-0.409552
-0.409552

43992.5
43992.5
43992.5
43992.5
43992.5
43992.5

-0.196722
-0.196722
-0.196722
-0.196722
-0.196722
-0.196722

32097.5
32097.5
32097.5
32097.5
32097.5
32097.5

-0.409552
-0.409552
-0.409552
-0.409552
-0.409552
-0.409552

Date
NIFTY16JU NIFTY16JU NIFTY16JUNNIFTY16JUN
6/30/2016 13:15
8290
8298.7 8288.65
8294.9 B
1/7/2016 13:15
8357.4
8359.5
8352.2 8353.05 S
4/7/2016 9:15 8394.65
8399 8391.25
8397.1 B
4/7/2016 12:50 8397.15 8398.05
8390.1 8390.25 S
5/7/2016 11:50
8373
8378.1
8372.1 8375.55 B
5/7/2016 12:20 8362.95 8362.95
8357
8359 S
7/7/2016 12:35
8356 8367.45
8355
8362.7 B
7/7/2016 15:00 8360.95
8363.4
8351
8358 S
8/7/2016 12:35
8329.5
8335
8328
8329.6 B
11/7/2016 14:30
8470.4 8471.95 8464.75
8471.1 S
11/7/2016 15:15
8488 8494.95
8487
8493.7 B
12/7/2016 13:15
8509.4 8509.95
8497
8500 S
12/7/2016 14:15 8517.95 8521.95
8515.2
8516.4 B
7/13/2016 10:50
8516.6
8520
8510.1 8511.45 S
7/13/2016 14:10
8527.05
8528.9
8525 8526.95 B
7/15/2016 9:40
8567.4
8575.7
8565.1 8572.05 S
7/15/2016 12:55
8558.1 8562.65 8553.15
8555 B
7/15/2016 14:40 8542.15 8550.05 8536.35
8545.6 S
7/18/2016 9:15
8574
8584 8571.65 8583.15 B
7/18/2016 13:10 8586.85 8589.65 8580.05
8583.7 S
7/19/2016 12:50
8529.3
8555
8528.5
8544 B
7/19/2016 13:15 8515.15 8515.45
8503
8509 S
7/19/2016 15:05
8524
8537.7 8520.05
8536 B
7/21/2016 9:50
8570.5
8573.9 8567.25 8570.75 S
7/22/2016 11:35 8539.55
8543
8535.5
8536 B
7/22/2016 13:55 8532.55 8534.35 8522.25 8524.35 S
7/22/2016 14:15 8557.15
8563.7 8552.05 8555.05 B
7/26/2016 13:10
7/27/2016 9:20
7/27/2016 11:20
7/27/2016 15:10
7/28/2016 14:45
7/28/2016 15:05

8633.45
8632
8620.25
8616.15
8642.4
8658.7

8635.05
8636.35
8623.55
8628
8642.4
8669.5

8627
8624.45
8597.55
8616.15
8626.85
8658.55

8630.5 S
8632.45 B
8606.05 S
8625.85 B
8627.15 S
8668.6 B

2.5 O
67.4
-37.25
2.5
24.15
-10.05
6.95
4.95
31.45
140.9
-17.6
21.4
-8.55
-1.35
-10.45
40.35
9.3
-15.95
-31.85
12.85
57.55
-14.15
-8.85
46.5
30.95
-7
-24.6
76.3
1.45
-11.75
4.1
26.25
-16.3

60.8
-39.5
-0.95
19.95
-15.15
-4.5
-4.05
28.4
136.95
-23
15
-12
-1.95
-8.9
46.8
13.05
-12.6
-33.95
5.65
34.65
-39.55
-22.25
36.2
30.9
-8.65
-29.35

63.55
-39.05
-1.15
18
-15.1
2
-4
23
136.75
-22.25
10
-18.2
-5.1
-14.9
40.1
11.95
-16.8
-35.3
8.4
51.55
-25.5
-17.05
47.2
31.75
-13.25
-29.8

58.15
-44.05
-6.85
14.7
-16.55
-3.7
-4.7
28.4
141.5
-22.6
6.3
-16.4
-4.95
-15.5
45.1
17.05
-9.4
-37.55
0.55
39.7
-35
-27
34.75
34.75
-11.65
-30.7

71.35
-1.3
-12.8
-4.45
14.4
-27.1

74.95
2.55
-26.9
-18.6
10.7
-31.7

75.45
-1.95
-26.4
-19.8
1.3
-41.45

Nifty 5
Profit Min
2.5
135 Open
Enter Initial Amount
50000 Lot size
Gross Profit
605.3
Gross Loss
-215.7
Net Profit
389.6
No. of Winning trades
18
No. of Losing trades
14
Total trades
32
% winning trades
56.25%
Largest Single Profitable trade
140.9
Largest Single Losing trade
-37.25
Brokerage in Rs
Brokerage Points
Initial amount
Final amount
79220
Longest No of Winning trades
4
Max Run-up on Winning trades
#REF!
Longest No of Losing trades
3
Max Drawdown on Losing trades
#REF!
Maximum draw down %
5.1%
Absolute return
58.4%
CAGR
24925.2%
CAR/MDD
4853.47

21
28
500

Absolute returns = 100* (Selling Price Cost Price)/ (Cost P

CAGR=
((Endnig value/Beginning value)^(1/No. of years))-1
sharpe ratio=
(Expected return- risk free return)/sta

Profit High

Profit Profit Low


Close
75 No of Year
0.08
514.1
532.45
497.7
-302
-334.65
-376.2
212.1
197.8
121.5
13
15
13
19
17
19
32
32
32
40.63%
46.88%
40.63%
136.95
136.75
141.5
-39.55
-39.05
-44.05
2160
28.80
50000
65907.5
64835 59112.5
2
2
2
#REF!
#REF!
#REF!
3
3
3
#REF!
#REF!
#REF!
7.8%
7.1%
10.1%
31.8%
29.7%
18.2%
2651.6% 2159.8%
645.6%
341.96
302.36
64.08

Cost Price)/ (Cost Price)

alue)^(1/No. of years))-1
n- risk free return)/standard deviation

Open
55055
0
52261.25 -0.050745
52448.75 -0.047339
54260 -0.01444
53506.25 -0.028131
54027.5 -0.018663
54398.75 -0.01192
56757.5 0.030924
67325 0.186187
66005 -0.019606
67610 0.004233
66968.75 -0.009485
66867.5 -0.010982
66083.75 -0.022574
69110 0.022186
69807.5 0.010093
68611.25 -0.017136
66222.5 -0.051356
67186.25 -0.03755
71502.5 0.024281
70441.25 -0.014842
69777.5 -0.024125
73265 0.024649
75586.25 0.031683
75061.25 -0.006946
73216.25 -0.031355
78938.75
79047.5
78166.25
78473.75
80442.5
79220
79220
79220
79220
79220
79220
79220
79220
79220
79220
79220

High
54560
0
51597.5 -0.054298
51526.25 -0.055604
53022.5 -0.02818
51886.25 -0.049006
51548.75 -0.055192
51245 -0.060759
53375 -0.021719
63646.25 0.166537
61921.25 -0.027103
63046.25 -0.009427
62146.25 -0.023568
62000 -0.025866
61332.5 -0.036353
64842.5 0.018795
65821.25 0.015094
64876.25 -0.014357
62330 -0.053041
62753.75 -0.046603
65352.5 -0.007122
62386.25 -0.052187
60717.5 -0.07754
63432.5 -0.036291
65750 -0.001082
65101.25 -0.010939
62900 -0.044382

0.044353 68251.25 0.036918


0.001378 68153.75 -0.001429
-0.011148 67193.75 -0.015494
-0.007258
66860 -0.020384
0.017648
67940 -0.00456
-0.015197 65907.5 -0.03434
-0.015197 65907.5 -0.03434
-0.015197 65907.5 -0.03434
-0.015197 65907.5 -0.03434
-0.015197 65907.5 -0.03434
-0.015197 65907.5 -0.03434
-0.015197 65907.5 -0.03434
-0.015197 65907.5 -0.03434
-0.015197 65907.5 -0.03434
-0.015197 65907.5 -0.03434
-0.015197 65907.5 -0.03434

79220
79220
79220
79220
79220
79220
79220
79220
79220
79220
79220
79220
79220
79220
79220
79220
79220
79220
79220
79220
79220
79220
79220
79220
79220
79220
79220
79220
79220
79220
79220
79220
79220
79220
79220
79220
79220
79220
79220
79220
79220
79220
79220
79220
79220

-0.015197
-0.015197
-0.015197
-0.015197
-0.015197
-0.015197
-0.015197
-0.015197
-0.015197
-0.015197
-0.015197
-0.015197
-0.015197
-0.015197
-0.015197
-0.015197
-0.015197
-0.015197
-0.015197
-0.015197
-0.015197
-0.015197
-0.015197
-0.015197
-0.015197
-0.015197
-0.015197
-0.015197
-0.015197
-0.015197
-0.015197
-0.015197
-0.015197
-0.015197
-0.015197
-0.015197
-0.015197
-0.015197
-0.015197
-0.015197
-0.015197
-0.015197
-0.015197
-0.015197
-0.015197

65907.5
65907.5
65907.5
65907.5
65907.5
65907.5
65907.5
65907.5
65907.5
65907.5
65907.5
65907.5
65907.5
65907.5
65907.5
65907.5
65907.5
65907.5
65907.5
65907.5
65907.5
65907.5
65907.5
65907.5
65907.5
65907.5
65907.5
65907.5
65907.5
65907.5
65907.5
65907.5
65907.5
65907.5
65907.5
65907.5
65907.5
65907.5
65907.5
65907.5
65907.5
65907.5
65907.5
65907.5
65907.5

-0.03434
-0.03434
-0.03434
-0.03434
-0.03434
-0.03434
-0.03434
-0.03434
-0.03434
-0.03434
-0.03434
-0.03434
-0.03434
-0.03434
-0.03434
-0.03434
-0.03434
-0.03434
-0.03434
-0.03434
-0.03434
-0.03434
-0.03434
-0.03434
-0.03434
-0.03434
-0.03434
-0.03434
-0.03434
-0.03434
-0.03434
-0.03434
-0.03434
-0.03434
-0.03434
-0.03434
-0.03434
-0.03434
-0.03434
-0.03434
-0.03434
-0.03434
-0.03434
-0.03434
-0.03434

79220
79220
79220
79220
79220
79220
79220
79220
79220
79220
79220
79220
79220
79220
79220
79220
79220
79220
79220
79220
79220
79220
79220
79220
79220
79220
79220
79220
79220
79220
79220
79220
79220
79220
79220
79220
79220
79220
79220
79220
79220
79220
79220
79220
79220

-0.015197
-0.015197
-0.015197
-0.015197
-0.015197
-0.015197
-0.015197
-0.015197
-0.015197
-0.015197
-0.015197
-0.015197
-0.015197
-0.015197
-0.015197
-0.015197
-0.015197
-0.015197
-0.015197
-0.015197
-0.015197
-0.015197
-0.015197
-0.015197
-0.015197
-0.015197
-0.015197
-0.015197
-0.015197
-0.015197
-0.015197
-0.015197
-0.015197
-0.015197
-0.015197
-0.015197
-0.015197
-0.015197
-0.015197
-0.015197
-0.015197
-0.015197
-0.015197
-0.015197
-0.015197

65907.5
65907.5
65907.5
65907.5
65907.5
65907.5
65907.5
65907.5
65907.5
65907.5
65907.5
65907.5
65907.5
65907.5
65907.5
65907.5
65907.5
65907.5
65907.5
65907.5
65907.5
65907.5
65907.5
65907.5
65907.5
65907.5
65907.5
65907.5
65907.5
65907.5
65907.5
65907.5
65907.5
65907.5
65907.5
65907.5
65907.5
65907.5
65907.5
65907.5
65907.5
65907.5
65907.5
65907.5
65907.5

-0.03434
-0.03434
-0.03434
-0.03434
-0.03434
-0.03434
-0.03434
-0.03434
-0.03434
-0.03434
-0.03434
-0.03434
-0.03434
-0.03434
-0.03434
-0.03434
-0.03434
-0.03434
-0.03434
-0.03434
-0.03434
-0.03434
-0.03434
-0.03434
-0.03434
-0.03434
-0.03434
-0.03434
-0.03434
-0.03434
-0.03434
-0.03434
-0.03434
-0.03434
-0.03434
-0.03434
-0.03434
-0.03434
-0.03434
-0.03434
-0.03434
-0.03434
-0.03434
-0.03434
-0.03434

79220
79220
79220
79220
79220
79220

-0.015197
-0.015197
-0.015197
-0.015197
-0.015197
-0.015197

65907.5
65907.5
65907.5
65907.5
65907.5
65907.5

-0.03434
-0.03434
-0.03434
-0.03434
-0.03434
-0.03434

Low
54766.25
0
51837.5 -0.053477
51751.25 -0.055052
53101.25 -0.030402
51968.75 -0.051081
52118.75 -0.048342
51818.75 -0.05382
53543.75 -0.022322
63800 0.164951
62131.25 -0.026156
62881.25
-0.0144
61516.25 -0.035795
61133.75 -0.041791
60016.25 -0.059306
63023.75 -0.012167
63920 0.001881
62660 -0.019712
60012.5 -0.061131
60642.5 -0.051275
64508.75 0.009211
62596.25 -0.029647
61317.5 -0.04947
64857.5 0.005406
67238.75 0.036715
66245 -0.014779
64010 -0.048019

Close
54361.25
0
51057.5 -0.060774
50543.75 -0.070225
51646.25 -0.049944
50405 -0.072777
50127.5 -0.077882
49775 -0.084366
51905 -0.045184
62517.5 0.150038
60822.5 -0.027112
61295 -0.019555
60065 -0.039229
59693.75 -0.045167
58531.25 -0.063762
61913.75 -0.009657
63192.5 0.010797
62487.5 -0.011156
59671.25 -0.055723
59712.5 -0.05507
62690 -0.007952
60065 -0.049492
58040 -0.081537
60646.25 -0.040294
63252.5 0.000949
62378.75 -0.013814
60076.25 -0.050215

69631.25
69822.5
67805
66410
67212.5
64835
64835
64835
64835
64835
64835
64835
64835
64835
64835
64835

65735
65588.75
63608.75
62123.75
62221.25
59112.5
59112.5
59112.5
59112.5
59112.5
59112.5
59112.5
59112.5
59112.5
59112.5
59112.5

0.035582
0.002747
-0.028895
-0.048874
-0.037381
-0.071431
-0.071431
-0.071431
-0.071431
-0.071431
-0.071431
-0.071431
-0.071431
-0.071431
-0.071431
-0.071431

0.039247
-0.002225
-0.032346
-0.054936
-0.053453
-0.100745
-0.100745
-0.100745
-0.100745
-0.100745
-0.100745
-0.100745
-0.100745
-0.100745
-0.100745
-0.100745

64835
64835
64835
64835
64835
64835
64835
64835
64835
64835
64835
64835
64835
64835
64835
64835
64835
64835
64835
64835
64835
64835
64835
64835
64835
64835
64835
64835
64835
64835
64835
64835
64835
64835
64835
64835
64835
64835
64835
64835
64835
64835
64835
64835
64835

-0.071431
-0.071431
-0.071431
-0.071431
-0.071431
-0.071431
-0.071431
-0.071431
-0.071431
-0.071431
-0.071431
-0.071431
-0.071431
-0.071431
-0.071431
-0.071431
-0.071431
-0.071431
-0.071431
-0.071431
-0.071431
-0.071431
-0.071431
-0.071431
-0.071431
-0.071431
-0.071431
-0.071431
-0.071431
-0.071431
-0.071431
-0.071431
-0.071431
-0.071431
-0.071431
-0.071431
-0.071431
-0.071431
-0.071431
-0.071431
-0.071431
-0.071431
-0.071431
-0.071431
-0.071431

59112.5
59112.5
59112.5
59112.5
59112.5
59112.5
59112.5
59112.5
59112.5
59112.5
59112.5
59112.5
59112.5
59112.5
59112.5
59112.5
59112.5
59112.5
59112.5
59112.5
59112.5
59112.5
59112.5
59112.5
59112.5
59112.5
59112.5
59112.5
59112.5
59112.5
59112.5
59112.5
59112.5
59112.5
59112.5
59112.5
59112.5
59112.5
59112.5
59112.5
59112.5
59112.5
59112.5
59112.5
59112.5

-0.100745
-0.100745
-0.100745
-0.100745
-0.100745
-0.100745
-0.100745
-0.100745
-0.100745
-0.100745
-0.100745
-0.100745
-0.100745
-0.100745
-0.100745
-0.100745
-0.100745
-0.100745
-0.100745
-0.100745
-0.100745
-0.100745
-0.100745
-0.100745
-0.100745
-0.100745
-0.100745
-0.100745
-0.100745
-0.100745
-0.100745
-0.100745
-0.100745
-0.100745
-0.100745
-0.100745
-0.100745
-0.100745
-0.100745
-0.100745
-0.100745
-0.100745
-0.100745
-0.100745
-0.100745

64835
64835
64835
64835
64835
64835
64835
64835
64835
64835
64835
64835
64835
64835
64835
64835
64835
64835
64835
64835
64835
64835
64835
64835
64835
64835
64835
64835
64835
64835
64835
64835
64835
64835
64835
64835
64835
64835
64835
64835
64835
64835
64835
64835
64835

-0.071431
-0.071431
-0.071431
-0.071431
-0.071431
-0.071431
-0.071431
-0.071431
-0.071431
-0.071431
-0.071431
-0.071431
-0.071431
-0.071431
-0.071431
-0.071431
-0.071431
-0.071431
-0.071431
-0.071431
-0.071431
-0.071431
-0.071431
-0.071431
-0.071431
-0.071431
-0.071431
-0.071431
-0.071431
-0.071431
-0.071431
-0.071431
-0.071431
-0.071431
-0.071431
-0.071431
-0.071431
-0.071431
-0.071431
-0.071431
-0.071431
-0.071431
-0.071431
-0.071431
-0.071431

59112.5
59112.5
59112.5
59112.5
59112.5
59112.5
59112.5
59112.5
59112.5
59112.5
59112.5
59112.5
59112.5
59112.5
59112.5
59112.5
59112.5
59112.5
59112.5
59112.5
59112.5
59112.5
59112.5
59112.5
59112.5
59112.5
59112.5
59112.5
59112.5
59112.5
59112.5
59112.5
59112.5
59112.5
59112.5
59112.5
59112.5
59112.5
59112.5
59112.5
59112.5
59112.5
59112.5
59112.5
59112.5

-0.100745
-0.100745
-0.100745
-0.100745
-0.100745
-0.100745
-0.100745
-0.100745
-0.100745
-0.100745
-0.100745
-0.100745
-0.100745
-0.100745
-0.100745
-0.100745
-0.100745
-0.100745
-0.100745
-0.100745
-0.100745
-0.100745
-0.100745
-0.100745
-0.100745
-0.100745
-0.100745
-0.100745
-0.100745
-0.100745
-0.100745
-0.100745
-0.100745
-0.100745
-0.100745
-0.100745
-0.100745
-0.100745
-0.100745
-0.100745
-0.100745
-0.100745
-0.100745
-0.100745
-0.100745

64835
64835
64835
64835
64835
64835

-0.071431
-0.071431
-0.071431
-0.071431
-0.071431
-0.071431

59112.5
59112.5
59112.5
59112.5
59112.5
59112.5

-0.100745
-0.100745
-0.100745
-0.100745
-0.100745
-0.100745

Date
NIFTY16JU NIFTY16JU NIFTY16JUNNIFTY16JUN
6/30/2016 13:20 8294.15 8301.95
8293.5
8301.5 B
1/7/2016 15:20
8352
8355
8350
8353 S
4/7/2016 9:15 8394.65
8399 8391.25
8397.1 B
4/7/2016 12:55 8390.25
8396
8390
8393.5 S
7/7/2016 12:35
8356 8367.45
8355
8362.7 B
7/7/2016 15:05 8357.55
8358.9 8353.05
8354 S
8/7/2016 12:50
8327.2
8336.9
8326.1
8336.9 B
12/7/2016 13:20
8500
8504 8498.55
8503.4 S
12/7/2016 14:45 8520.15
8521.8
8518.1
8519.1 B
7/13/2016 11:00
8514.65 8514.65
8506.6
8507.3 S
7/14/2016 11:45 8530.05
8535 8528.45 8532.85 B
7/15/2016 10:05 8568.85
8570
8552.4
8552.9 S
7/15/2016 13:05
8557 8569.35 8552.55
8566.7 B
7/18/2016 13:15
8584
8588 8573.85
8574 S
7/19/2016 12:50
8529.3
8555
8528.5
8544 B
7/19/2016 13:15 8515.15 8515.45
8503
8509 S
7/19/2016 15:10 8536.95
8549.8
8536
8548 B
7/21/2016 10:10
8568
8570.4
8563 8568.05 S
7/22/2016 11:35 8539.55
8543
8535.5
8536 B
7/22/2016 13:55 8532.55 8534.35 8522.25 8524.35 S
7/25/2016 11:10 8557.35 8576.55
8557.1
8573.4 B
7/26/2016 14:50
8621.4
8622
8611
8622 S
7/27/2016 9:20
8632 8636.35 8624.45 8632.45 B
7/27/2016 11:20 8620.25 8623.55 8597.55 8606.05 S
7/27/2016 15:10 8616.15
8628 8616.15 8625.85 B
7/28/2016 14:50 8627.25
8638.4
8625.3 8638.05 S
7/28/2016 15:05
8658.7
8669.5 8658.55
8668.6 B

3O
57.85
-42.65
-4.4
34.25
1.55
30.35
172.8
-20.15
-5.5
-15.4
38.8
11.85
27
54.7
-14.15
-21.8
31.05
28.45
-7
-24.8
64.05
-10.6
-11.75
4.1
11.1
-31.45

L
53.05
-44
-3
28.55
-8.55
22
167.1
-17.8
-7.15
-20.35
35
0.65
18.65
33
-39.55
-34.35
20.6
27.4
-8.65
-42.2
45.45
-14.35
-12.8
-4.45
10.4
-31.1

C
56.5
-41.25
-1.25
35
-1.95
26.95
172.45
-19.55
-11.5
-21.85
23.95
-0.15
21.3
45.35
-25.5
-33
27
27.5
-13.25
-34.85
53.9
-13.45
-26.9
-18.6
9.15
-33.25

51.5
-44.1
-3.6
30.8
-8.7
17.1
166.5
-15.7
-11.8
-25.55
20.05
-13.8
7.3
30
-35
-39
20.05
32.05
-11.65
-49.05
48.6
-10.45
-26.4
-19.8
12.2
-30.55

Nifty 5
Profit Min
3
135 Open
Enter Initial Amount
50000 Lot size
Gross Profit
567.9
Gross Loss
-209.65
Net Profit
358.25
No. of Winning trades
14
No. of Losing trades
12
Total trades
26
% winning trades
53.85%
Largest Single Profitable trade
172.8
Largest Single Losing trade
-42.65
Brokerage in Rs
Brokerage Points
Initial amount
Final amount
76868.75
Longest No of Winning trades
4
Max Run-up on Winning trades
#REF!
Longest No of Losing trades
3
Max Drawdown on Losing trades
#REF!
Maximum draw down %
6.5%
Absolute return
53.7%
CAGR
17332.4%
CAR/MDD
2669.00

Absolute returns = 100* (Selling Price Cost Price)/ (Cost P

CAGR=
((Endnig value/Beginning value)^(1/No. of years))-1
sharpe ratio=
(Expected return- risk free return)/sta

Profit Profit - High


Profit - Low
Close
75 No of Year
0.08
461.85
499.05
436.15
-288.3
-296.3
-345.15
173.55
202.75
91
12
11
11
14
15
15
26
26
26
46.15%
42.31%
42.31%
167.1
172.45
166.5
-44
-41.25
-49.05
1755
23.40
50000
63016.25
65206.25
56825
4
2
2
#REF!
#REF!
#REF!
3
3
3
#REF!
#REF!
#REF!
9.0%
8.7%
13.5%
26.0%
30.4%
13.6%
1506.2%
2320.1%
364.3%
166.44
266.08
26.94

Cost Price)/ (Cost Price)

value)^(1/No. of years))-1
n- risk free return)/standard deviation

Open
54338.75
0
51140 -0.058867
50810 -0.06494
53378.75 -0.017667
53495 -0.015528
55771.25 0.026362
68731.25 0.232378
67220 -0.021988
66807.5 -0.027989
65652.5 -0.044794
68562.5 -0.002455
69451.25 0.010476
71476.25 0.029157
75578.75 0.057397
74517.5 -0.014042
72882.5 -0.035675
75211.25 -0.004862
77345 0.02337
76820 -0.006788
74960 -0.030836
79763.75 0.031272
78968.75 -0.009967
78087.5 -0.021015
78395 -0.01716
79227.5 -0.006723
76868.75 -0.036295

High
53978.75
50678.75
50453.75
52595
51953.75
53603.75
66136.25
64801.25
64265
62738.75
65363.75
65412.5
66811.25
69286.25
66320
63743.75
65288.75
67343.75
66695
63530
66938.75
65862.5
64902.5
64568.75
65348.75
63016.25

76868.75
76868.75
76868.75
76868.75
76868.75
76868.75
76868.75
76868.75
76868.75
76868.75
76868.75
76868.75
76868.75
76868.75
76868.75
76868.75

63016.25
63016.25
63016.25
63016.25
63016.25
63016.25
63016.25
63016.25
63016.25
63016.25
63016.25
63016.25
63016.25
63016.25
63016.25
63016.25

-0.036295
-0.036295
-0.036295
-0.036295
-0.036295
-0.036295
-0.036295
-0.036295
-0.036295
-0.036295
-0.036295
-0.036295
-0.036295
-0.036295
-0.036295
-0.036295

76868.75
76868.75
76868.75
76868.75
76868.75
76868.75
76868.75
76868.75
76868.75
76868.75
76868.75
76868.75
76868.75
76868.75
76868.75
76868.75
76868.75
76868.75
76868.75
76868.75
76868.75
76868.75
76868.75
76868.75
76868.75
76868.75
76868.75
76868.75
76868.75
76868.75
76868.75
76868.75
76868.75
76868.75
76868.75
76868.75
76868.75
76868.75
76868.75
76868.75
76868.75
76868.75
76868.75
76868.75
76868.75

-0.036295
-0.036295
-0.036295
-0.036295
-0.036295
-0.036295
-0.036295
-0.036295
-0.036295
-0.036295
-0.036295
-0.036295
-0.036295
-0.036295
-0.036295
-0.036295
-0.036295
-0.036295
-0.036295
-0.036295
-0.036295
-0.036295
-0.036295
-0.036295
-0.036295
-0.036295
-0.036295
-0.036295
-0.036295
-0.036295
-0.036295
-0.036295
-0.036295
-0.036295
-0.036295
-0.036295
-0.036295
-0.036295
-0.036295
-0.036295
-0.036295
-0.036295
-0.036295
-0.036295
-0.036295

63016.25
63016.25
63016.25
63016.25
63016.25
63016.25
63016.25
63016.25
63016.25
63016.25
63016.25
63016.25
63016.25
63016.25
63016.25
63016.25
63016.25
63016.25
63016.25
63016.25
63016.25
63016.25
63016.25
63016.25
63016.25
63016.25
63016.25
63016.25
63016.25
63016.25
63016.25
63016.25
63016.25
63016.25
63016.25
63016.25
63016.25
63016.25
63016.25
63016.25
63016.25
63016.25
63016.25
63016.25
63016.25

76868.75
76868.75
76868.75
76868.75
76868.75
76868.75
76868.75
76868.75
76868.75
76868.75
76868.75
76868.75
76868.75
76868.75
76868.75
76868.75
76868.75
76868.75
76868.75
76868.75
76868.75
76868.75
76868.75
76868.75
76868.75
76868.75
76868.75
76868.75
76868.75
76868.75
76868.75
76868.75
76868.75
76868.75
76868.75
76868.75
76868.75
76868.75
76868.75
76868.75
76868.75
76868.75
76868.75
76868.75
76868.75

-0.036295
-0.036295
-0.036295
-0.036295
-0.036295
-0.036295
-0.036295
-0.036295
-0.036295
-0.036295
-0.036295
-0.036295
-0.036295
-0.036295
-0.036295
-0.036295
-0.036295
-0.036295
-0.036295
-0.036295
-0.036295
-0.036295
-0.036295
-0.036295
-0.036295
-0.036295
-0.036295
-0.036295
-0.036295
-0.036295
-0.036295
-0.036295
-0.036295
-0.036295
-0.036295
-0.036295
-0.036295
-0.036295
-0.036295
-0.036295
-0.036295
-0.036295
-0.036295
-0.036295
-0.036295

63016.25
63016.25
63016.25
63016.25
63016.25
63016.25
63016.25
63016.25
63016.25
63016.25
63016.25
63016.25
63016.25
63016.25
63016.25
63016.25
63016.25
63016.25
63016.25
63016.25
63016.25
63016.25
63016.25
63016.25
63016.25
63016.25
63016.25
63016.25
63016.25
63016.25
63016.25
63016.25
63016.25
63016.25
63016.25
63016.25
63016.25
63016.25
63016.25
63016.25
63016.25
63016.25
63016.25
63016.25
63016.25

76868.75
76868.75
76868.75
76868.75
76868.75
76868.75

-0.036295
-0.036295
-0.036295
-0.036295
-0.036295
-0.036295

63016.25
63016.25
63016.25
63016.25
63016.25
63016.25

High
0
-0.061135
-0.065303
-0.025635
-0.037515
-0.006947
0.225228
-0.020186
-0.028294
-0.051371
-0.01168
-0.010943
0.010206
0.037045
-0.042812
-0.079994
-0.057695
-0.028036
-0.037399
-0.083079
-0.033881
-0.049415
-0.06327
-0.068087
-0.056829
-0.090494

Low
54237.5
0
51143.75 -0.057041
51050 -0.058769
53675 -0.010371
53528.75 -0.013068
55550 0.024199
68483.75 0.232831
67017.5 -0.02141
66155 -0.034004
64516.25 -0.057933
66312.5 -0.031705
66301.25 -0.031869
67898.75 -0.008542
71300 0.041123
69387.5 -0.026823
66912.5 -0.061536
68937.5 -0.033135
71000 -0.004208
70006.25 -0.018145
67392.5 -0.054804
71435 0.001893
70426.25 -0.014121
68408.75 -0.042364
67013.75 -0.061892
67700 -0.052285
65206.25 -0.087195

-0.090494
-0.090494
-0.090494
-0.090494
-0.090494
-0.090494
-0.090494
-0.090494
-0.090494
-0.090494
-0.090494
-0.090494
-0.090494
-0.090494
-0.090494
-0.090494

65206.25
65206.25
65206.25
65206.25
65206.25
65206.25
65206.25
65206.25
65206.25
65206.25
65206.25
65206.25
65206.25
65206.25
65206.25
65206.25

-0.087195
-0.087195
-0.087195
-0.087195
-0.087195
-0.087195
-0.087195
-0.087195
-0.087195
-0.087195
-0.087195
-0.087195
-0.087195
-0.087195
-0.087195
-0.087195

Close
53862.5
0
50555 -0.061406
50285 -0.066419
52595 -0.023532
51942.5 -0.035646
53225 -0.011836
65712.5 0.220005
64535 -0.017919
63650 -0.031387
61733.75 -0.060548
63237.5 -0.037664
62202.5 -0.053414
62750 -0.045083
65000 -0.010843
62375 -0.050789
59450 -0.095302
60953.75 -0.072418
63357.5 -0.035838
62483.75 -0.049134
58805 -0.105117
62450 -0.049648
61666.25 -0.061575
59686.25 -0.091706
58201.25 -0.114305
59116.25 -0.10038
56825 -0.135248
56825
56825
56825
56825
56825
56825
56825
56825
56825
56825
56825
56825
56825
56825
56825
56825

-0.135248
-0.135248
-0.135248
-0.135248
-0.135248
-0.135248
-0.135248
-0.135248
-0.135248
-0.135248
-0.135248
-0.135248
-0.135248
-0.135248
-0.135248
-0.135248

-0.090494
-0.090494
-0.090494
-0.090494
-0.090494
-0.090494
-0.090494
-0.090494
-0.090494
-0.090494
-0.090494
-0.090494
-0.090494
-0.090494
-0.090494
-0.090494
-0.090494
-0.090494
-0.090494
-0.090494
-0.090494
-0.090494
-0.090494
-0.090494
-0.090494
-0.090494
-0.090494
-0.090494
-0.090494
-0.090494
-0.090494
-0.090494
-0.090494
-0.090494
-0.090494
-0.090494
-0.090494
-0.090494
-0.090494
-0.090494
-0.090494
-0.090494
-0.090494
-0.090494
-0.090494

65206.25
65206.25
65206.25
65206.25
65206.25
65206.25
65206.25
65206.25
65206.25
65206.25
65206.25
65206.25
65206.25
65206.25
65206.25
65206.25
65206.25
65206.25
65206.25
65206.25
65206.25
65206.25
65206.25
65206.25
65206.25
65206.25
65206.25
65206.25
65206.25
65206.25
65206.25
65206.25
65206.25
65206.25
65206.25
65206.25
65206.25
65206.25
65206.25
65206.25
65206.25
65206.25
65206.25
65206.25
65206.25

-0.087195
-0.087195
-0.087195
-0.087195
-0.087195
-0.087195
-0.087195
-0.087195
-0.087195
-0.087195
-0.087195
-0.087195
-0.087195
-0.087195
-0.087195
-0.087195
-0.087195
-0.087195
-0.087195
-0.087195
-0.087195
-0.087195
-0.087195
-0.087195
-0.087195
-0.087195
-0.087195
-0.087195
-0.087195
-0.087195
-0.087195
-0.087195
-0.087195
-0.087195
-0.087195
-0.087195
-0.087195
-0.087195
-0.087195
-0.087195
-0.087195
-0.087195
-0.087195
-0.087195
-0.087195

56825
56825
56825
56825
56825
56825
56825
56825
56825
56825
56825
56825
56825
56825
56825
56825
56825
56825
56825
56825
56825
56825
56825
56825
56825
56825
56825
56825
56825
56825
56825
56825
56825
56825
56825
56825
56825
56825
56825
56825
56825
56825
56825
56825
56825

-0.135248
-0.135248
-0.135248
-0.135248
-0.135248
-0.135248
-0.135248
-0.135248
-0.135248
-0.135248
-0.135248
-0.135248
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