Backtesting
Every algo is tested before it trades
Our team runs every algo through minute-by-minute historical options data and shares the reports with you. You never have to run a backtest yourself.
How we test
Date Range Selection
Run backtests over any custom date range of the historical data. Test across multiple expiry cycles.
Multi-Index Support
Backtest on NIFTY, BANKNIFTY, FINNIFTY, MIDCPNIFTY, SENSEX, and BANKEX with correct lot sizes.
Full Parameter Control
Configure entry time, stop-loss, target, re-entry rules, DTE filters, and slippage assumptions.
Performance Reports
Detailed Excel reports with equity curves, daily P&L breakdown, and trade logs.
Re-entry Simulation
Simulate re-entry logic after stop-loss — test how many re-entries improve or hurt overall returns.
Minute-Level Options Data
Backtests run on minute-by-minute historical prices for each option strike, not on end-of-day snapshots.
What every report shows
Total P&L
Cumulative profit and loss in points and rupees
Win Rate
Percentage of profitable trading days
Max Drawdown
Largest peak-to-trough equity drop
Sharpe Ratio
Risk-adjusted return metric
Average Daily P&L
Mean P&L across all trading sessions
Consecutive Losses
Maximum streak of losing days
Want to Run Our Algos?
Every client runs on their own private backend. Talk to us about access.
Trading in derivatives involves risk of loss. Backtested or past results do not guarantee future returns.