Lab 6 - Nifty Positional 5min to 30min
An alternative positional strategy for the Nifty index on the 5-minute to 30-minute timeframe. Uses different signal logic from Lab 5 for diversified positional trading.
2017-01-06 — 2026-08-04 · 459 trades over 9.6 years
Performance Overview
Total Trades
459
Over 9.6 years
Win Rate
43.79%
201W / 258L
Profit Factor
1.68
Gross Profit / Loss
Total P&L
₹19,765.6
Sharpe Ratio
1.18
Annualized
Sortino Ratio
1.9
Downside risk adjusted
Max Drawdown
₹1,706.2
Kelly Criterion
17.74%
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 | +269 | +237 | +148 | +32 | +17 | -79 | +313 | -1 | -31 | +250 | +12 | -72 | +1094 |
| 2018 | +184 | -453 | +119 | +154 | +238 | -28 | +161 | +572 | -203 | -468 | +407 | +370 | +1054 |
| 2019 | -187 | +263 | +495 | +150 | +140 | -148 | +14 | -146 | +484 | +215 | +241 | +167 | +1687 |
| 2020 | -118 | +148 | -1194 | -64 | -72 | +1132 | +211 | +473 | -369 | +484 | +981 | +364 | +1975 |
| 2021 | +676 | +845 | +4 | -192 | +407 | -111 | -42 | +396 | +980 | +234 | -465 | +206 | +2936 |
| 2022 | +580 | +33 | +542 | +202 | -194 | -268 | +806 | +753 | -138 | -94 | +613 | -81 | +2752 |
| 2023 | -112 | -290 | -216 | +414 | +658 | -128 | +748 | -401 | +415 | -287 | +378 | +1466 | +2644 |
| 2024 | +13 | -394 | +61 | -36 | +487 | +222 | +461 | +834 | +462 | -676 | +129 | -157 | +1405 |
| 2025 | -274 | -100 | +1446 | +1393 | +50 | +987 | -258 | -25 | +532 | +362 | -124 | +179 | +4168 |
| 2026 | -176 | -319 | -306 | +81 | +129 | -79 | +101 | +621 | — | — | — | — | +51 |
Key Performance Metrics
Performance
Total Trades
459
Win Rate
43.79%
Profit Factor
1.68
Payoff Ratio
2.19
Total P&L
₹19,765.6
Risk-Adjusted Returns
Sharpe Ratio
1.18
Sortino Ratio
1.9
Calmar Ratio
1.11
Omega Ratio
1.68
Kelly Criterion
17.74%
Risk
Max Drawdown
₹1,706.2
Longest DD (days)
284
Avg Drawdown
₹318.61
Avg DD Days
54
Recovery Factor
11.58
Volatility (ann.)
11.65%
Distribution
Skewness
1.5
Kurtosis
5.87
Avg Return/Trade
0.29%
Avg Win
1.58%
Avg Loss
-0.72%
Extremes
Largest Win
₹1,638.75 (9.5%)
Largest Loss
₹-809 (-6.86%)
Best Month
₹1,465.8
Worst Month
₹-1,194.3
Best Year
₹4,167.65
Worst Year
₹50.8
Streaks & Consistency
Max Consecutive Wins
6
Max Consecutive Losses
8
Gross Profit
₹48,778.05
Gross Loss
₹29,012.45
Avg Up Month
₹407.6
Avg Down Month
₹-217.76
Win Month %
62.07%
Win Year %
100%
Avg Duration
211.7 bars
Worst 10 Drawdowns
| # | Started | Recovered | Drawdown | Days |
|---|---|---|---|---|
| 1 | 2020-02-13 | 2020-07-22 | ₹1,706.2 | 161 |
| 2 | 2025-10-24 | — | ₹1,365.7 | 284 |
| 3 | 2022-12-02 | 2023-07-07 | ₹1,166.3 | 218 |
| 4 | 2024-09-30 | 2025-03-26 | ₹1,077.9 | 177 |
| 5 | 2022-04-05 | 2022-08-04 | ₹987.3 | 121 |
| 6 | 2024-04-03 | 2024-06-21 | ₹816.1 | 80 |
| 7 | 2021-02-10 | 2021-06-02 | ₹788.35 | 112 |
| 8 | 2022-01-14 | 2022-03-21 | ₹759.5 | 67 |
| 9 | 2018-08-29 | 2018-12-21 | ₹752.65 | 114 |
| 10 | 2019-05-21 | 2019-10-22 | ₹684.75 | 155 |
EOY Returns
| Year | P&L |
|---|---|
| 2017 | +₹1,094.15 |
| 2018 | +₹1,053.7 |
| 2019 | +₹1,687.15 |
| 2020 | +₹1,974.55 |
| 2021 | +₹2,935.9 |
| 2022 | +₹2,752.3 |
| 2023 | +₹2,644.25 |
| 2024 | +₹1,405.15 |
| 2025 | +₹4,167.65 |
| 2026 | +₹50.8 |