Lab 2 - Nifty 5min
A positional strategy built for the Nifty index on the 5-minute chart. Targets swing moves with optimized entry timing for consistent positional returns.
2017-01-03 — 2026-08-06 · 1710 trades over 9.6 years
Performance Overview
Total Trades
1710
Over 9.6 years
Win Rate
36.61%
626W / 1084L
Profit Factor
1.52
Gross Profit / Loss
Total P&L
₹27,928.8
Sharpe Ratio
1.68
Annualized
Sortino Ratio
3.2
Downside risk adjusted
Max Drawdown
₹1,554.4
Kelly Criterion
12.55%
Optimal bet size
Cumulative Returns (Equity Curve)
Underwater Plot (Drawdowns)
Individual Trade Returns
Return Distribution
Monthly P&L
End of Year Returns
Rolling Sharpe Ratio (20-trade window)
Rolling Sortino Ratio (20-trade window)
Rolling Volatility (20-trade window)
Rolling Win Rate (20-trade window)
Monthly Returns Heatmap
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2017 | +267 | +163 | +159 | +163 | +48 | -101 | +350 | +79 | -1 | +341 | -193 | +27 | +1302 |
| 2018 | +459 | +44 | -5 | +380 | +156 | +217 | +298 | +122 | -36 | -691 | +599 | +141 | +1684 |
| 2019 | -99 | +125 | +611 | +95 | +545 | +131 | -104 | +300 | +506 | +156 | +107 | +51 | +2423 |
| 2020 | -176 | +7 | -823 | +859 | -348 | +654 | +555 | +187 | +43 | +551 | +866 | +863 | +3238 |
| 2021 | +238 | +918 | +360 | +110 | +568 | +110 | -63 | +479 | +622 | +575 | -458 | +631 | +4091 |
| 2022 | +612 | +219 | +1204 | +226 | +43 | -541 | +1077 | +267 | -203 | +328 | +297 | -65 | +3463 |
| 2023 | -462 | +86 | -301 | +349 | +1009 | +385 | +168 | -40 | +496 | +46 | +301 | +1699 | +3735 |
| 2024 | +208 | -46 | -63 | +320 | +10 | +642 | +504 | -372 | +507 | -276 | +762 | -53 | +2141 |
| 2025 | +54 | -531 | +1075 | +586 | -475 | +956 | -175 | -18 | +142 | +1211 | +563 | +98 | +3487 |
| 2026 | -442 | +327 | +307 | +1549 | +105 | +308 | +246 | -36 | — | — | — | — | +2365 |
Key Performance Metrics
Performance
Total Trades
1710
Win Rate
36.61%
Profit Factor
1.52
Payoff Ratio
2.68
Total P&L
₹27,928.8
Risk-Adjusted Returns
Sharpe Ratio
1.68
Sortino Ratio
3.2
Calmar Ratio
1.67
Omega Ratio
1.52
Kelly Criterion
12.55%
Risk
Max Drawdown
₹1,554.4
Longest DD (days)
166
Avg Drawdown
₹206.91
Avg DD Days
21
Recovery Factor
17.97
Volatility (ann.)
11.44%
Distribution
Skewness
2.85
Kurtosis
16.74
Avg Return/Trade
0.11%
Avg Win
0.83%
Avg Loss
-0.31%
Extremes
Largest Win
₹1,565.05 (7.89%)
Largest Loss
₹-520.55 (-4.27%)
Best Month
₹1,698.55
Worst Month
₹-823.3
Best Year
₹4,090.6
Worst Year
₹1,301.55
Streaks & Consistency
Max Consecutive Wins
6
Max Consecutive Losses
11
Gross Profit
₹81,478.65
Gross Loss
₹53,549.85
Avg Up Month
₹408.48
Avg Down Month
₹-240.02
Win Month %
74.14%
Win Year %
100%
Avg Duration
56.8 bars
Worst 10 Drawdowns
| # | Started | Recovered | Drawdown | Days |
|---|---|---|---|---|
| 1 | 2020-02-20 | 2020-06-22 | ₹1,554.4 | 124 |
| 2 | 2026-02-10 | 2026-04-09 | ₹1,256.85 | 58 |
| 3 | 2025-01-03 | 2025-03-21 | ₹1,040.85 | 78 |
| 4 | 2018-09-17 | 2019-02-07 | ₹939.4 | 144 |
| 5 | 2022-05-30 | 2022-07-29 | ₹936.25 | 61 |
| 6 | 2022-04-04 | 2022-05-30 | ₹897.6 | 57 |
| 7 | 2022-12-01 | 2023-05-15 | ₹891.9 | 166 |
| 8 | 2024-08-01 | 2024-09-27 | ₹884.15 | 58 |
| 9 | 2026-01-05 | 2026-02-10 | ₹870.3 | 37 |
| 10 | 2024-05-27 | 2024-06-10 | ₹768.25 | 15 |
EOY Returns
| Year | P&L |
|---|---|
| 2017 | +₹1,301.55 |
| 2018 | +₹1,684 |
| 2019 | +₹2,423.3 |
| 2020 | +₹3,237.8 |
| 2021 | +₹4,090.6 |
| 2022 | +₹3,463.15 |
| 2023 | +₹3,735.2 |
| 2024 | +₹2,141.15 |
| 2025 | +₹3,486.7 |
| 2026 | +₹2,365.35 |