Lab 500 - Nifty(12m)
An intraday trading strategy for the Nifty index on the 12-minute chart. Designed for quick entries and exits within a single trading session.
2017-01-20 — 2026-07-23 · 605 trades over 9.5 years
Performance Overview
Total Trades
605
Over 9.5 years
Win Rate
50.91%
308W / 297L
Profit Factor
1.48
Gross Profit / Loss
Total P&L
₹5,536.1
Sharpe Ratio
1.17
Annualized
Sortino Ratio
1.42
Downside risk adjusted
Max Drawdown
₹514.15
Kelly Criterion
16.57%
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 | +23 | -1 | -82 | +54 | -37 | +7 | -62 | +34 | -5 | -32 | +131 | +78 | +106 |
| 2018 | -21 | +144 | +57 | +19 | +61 | -9 | -46 | -12 | +163 | -91 | -39 | +138 | +362 |
| 2019 | -9 | -91 | -74 | 0 | +89 | +71 | +82 | +121 | +122 | -14 | -60 | -86 | +152 |
| 2020 | +39 | +234 | +275 | +68 | +184 | -46 | -30 | +142 | +277 | +35 | -27 | +299 | +1449 |
| 2021 | +140 | +138 | +44 | -2 | +172 | -46 | +36 | — | -126 | +67 | +268 | +104 | +796 |
| 2022 | +115 | -81 | -210 | -165 | +204 | -107 | +105 | +123 | +246 | +181 | -80 | +215 | +547 |
| 2023 | -243 | +166 | +77 | -120 | -64 | +6 | +6 | +2 | +134 | +115 | -26 | -115 | -61 |
| 2024 | +393 | +63 | +97 | +148 | -6 | +101 | -283 | +197 | +22 | +318 | +18 | +174 | +1243 |
| 2025 | -7 | -385 | +71 | +48 | +89 | +2 | -61 | -61 | +182 | +2 | -14 | +144 | +9 |
| 2026 | +11 | +299 | +97 | +91 | +179 | +37 | +221 | — | — | — | — | — | +934 |
Key Performance Metrics
Performance
Total Trades
605
Win Rate
50.91%
Profit Factor
1.48
Payoff Ratio
1.46
Total P&L
₹5,536.1
Risk-Adjusted Returns
Sharpe Ratio
1.17
Sortino Ratio
1.42
Calmar Ratio
1.11
Omega Ratio
1.48
Kelly Criterion
16.57%
Risk
Max Drawdown
₹514.15
Longest DD (days)
383
Avg Drawdown
₹123.87
Avg DD Days
59
Recovery Factor
10.77
Volatility (ann.)
3.32%
Distribution
Skewness
0.75
Kurtosis
3.89
Avg Return/Trade
0.06%
Avg Win
0.35%
Avg Loss
-0.24%
Extremes
Largest Win
₹341.05 (2.38%)
Largest Loss
₹-244.75 (-1.4%)
Best Month
₹393.25
Worst Month
₹-384.65
Best Year
₹1,449.25
Worst Year
₹-61.45
Streaks & Consistency
Max Consecutive Wins
6
Max Consecutive Losses
11
Gross Profit
₹17,012.9
Gross Loss
₹11,476.8
Avg Up Month
₹119.63
Avg Down Month
₹-73.26
Win Month %
63.16%
Win Year %
90%
Avg Duration
7.2 bars
Worst 10 Drawdowns
| # | Started | Recovered | Drawdown | Days |
|---|---|---|---|---|
| 1 | 2021-12-17 | 2022-09-27 | ₹514.15 | 285 |
| 2 | 2025-01-06 | 2026-01-23 | ₹477 | 383 |
| 3 | 2024-06-04 | 2024-10-04 | ₹366.85 | 123 |
| 4 | 2023-03-15 | 2024-01-20 | ₹350.3 | 312 |
| 5 | 2020-02-28 | 2020-03-18 | ₹308.75 | 20 |
| 6 | 2026-02-24 | 2026-03-30 | ₹300.55 | 35 |
| 7 | 2019-10-04 | 2020-02-28 | ₹296.75 | 148 |
| 8 | 2023-01-04 | 2023-03-13 | ₹263.9 | 69 |
| 9 | 2024-10-22 | 2024-11-14 | ₹253.75 | 24 |
| 10 | 2021-07-20 | 2021-11-26 | ₹234.25 | 130 |
EOY Returns
| Year | P&L |
|---|---|
| 2017 | +₹106.45 |
| 2018 | +₹361.55 |
| 2019 | +₹151.6 |
| 2020 | +₹1,449.25 |
| 2021 | +₹795.8 |
| 2022 | +₹546.7 |
| 2023 | ₹-61.45 |
| 2024 | +₹1,242.6 |
| 2025 | +₹9.3 |
| 2026 | +₹934.3 |