📊 Option Buying Backtest Results

Buy Strategy Test Outcome

NIFTY Monthly Expiry Option Buying — Rs.30 Lakh Capital Analysis. NSE Bhavcopy data Mar-2017 to May-2024 · 91 monthly expiries · 23 strategies tested · Lot size 50 · Fixed-lot deployment (30L ÷ premium per lot, fresh every trade).

📅 Mar-2017 → May-2024 💰 Rs.30L Capital 📦 Lot Size 50 🔄 91 Expiries 23 Strategies Tested ⚠️ Historical Simulation

Best Strategy Return

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Best Strategy P&L

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on Rs.30L capital · Fixed-lot mode

Profitable Strategies

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out of 23 strategies tested

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Best Win Rate

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Best Sharpe Ratio

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Risk-adjusted return

Data Coverage

7 Years

~4M option rows · NSE Bhavcopy

📋 All 23 Strategies — Master Summary Fixed-Lot 30L

#	Strategy	Trades	Win %	Total P&L (Rs.)	Return on 30L	Avg Lots	Avg Win (Rs.)	Avg Loss (Rs.)	R:R	Max Win (Rs.)	Max Drawdown	Sharpe	Status

⚠️ Disclaimer: This is a historical backtest simulation for research and educational purposes only. Fixed-lot mode deploys Rs.30L of premium budget each trade (lots = floor(30L ÷ premium per lot)). Past performance does not guarantee future results. Options buying carries the risk of total loss of premium paid. Results exclude STT on option exercise (0.125% of intrinsic value for ITM options), income tax, and actual bid-ask spreads at large lot sizes. Consult a SEBI-registered investment advisor before trading.