Lab 7 - Nifty(5m)
Another positional strategy variant for the Nifty index on the 5-minute chart. Offers a different approach to positional entries and exits compared to Lab 2.
2017-01-03 — 2026-08-06 · 905 trades over 9.6 years
Performance Overview
Total Trades
905
Over 9.6 years
Win Rate
46.52%
421W / 484L
Profit Factor
1.65
Gross Profit / Loss
Total P&L
₹25,515.2
Sharpe Ratio
1.61
Annualized
Sortino Ratio
2.66
Downside risk adjusted
Max Drawdown
₹1,497.3
Kelly Criterion
18.29%
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 | +285 | +179 | +122 | +179 | -80 | -74 | +282 | +97 | -31 | +259 | -196 | +125 | +1149 |
| 2018 | +372 | -102 | -117 | +178 | +137 | +54 | +428 | +27 | -491 | -424 | +531 | +53 | +647 |
| 2019 | +39 | +215 | +508 | +272 | +607 | +106 | -114 | -127 | +635 | +167 | +65 | +84 | +2457 |
| 2020 | -68 | +166 | +99 | +807 | -441 | +1083 | +362 | +174 | +281 | +318 | +698 | +662 | +4140 |
| 2021 | +192 | +1238 | +325 | +19 | +406 | -16 | +358 | +392 | +785 | +344 | -231 | +376 | +4188 |
| 2022 | +743 | +318 | +832 | +633 | +155 | -442 | +654 | +168 | -34 | -119 | +464 | -129 | +3243 |
| 2023 | -382 | -216 | -445 | +395 | +601 | +50 | +786 | -14 | +490 | +34 | +497 | +1420 | +3217 |
| 2024 | +161 | +228 | -105 | +44 | +10 | +1037 | -177 | -451 | +329 | -49 | +391 | -472 | +946 |
| 2025 | -612 | +139 | +666 | +585 | +112 | +638 | -266 | +317 | +132 | +748 | +603 | -104 | +2957 |
| 2026 | -71 | +800 | -435 | +1206 | +106 | +286 | +28 | +655 | — | — | — | — | +2573 |
Key Performance Metrics
Performance
Total Trades
905
Win Rate
46.52%
Profit Factor
1.65
Payoff Ratio
1.95
Total P&L
₹25,515.2
Risk-Adjusted Returns
Sharpe Ratio
1.61
Sortino Ratio
2.66
Calmar Ratio
1.6
Omega Ratio
1.65
Kelly Criterion
18.29%
Risk
Max Drawdown
₹1,497.3
Longest DD (days)
322
Avg Drawdown
₹238.08
Avg DD Days
30
Recovery Factor
17.04
Volatility (ann.)
11.25%
Distribution
Skewness
1.99
Kurtosis
9.49
Avg Return/Trade
0.19%
Avg Win
1.01%
Avg Loss
-0.52%
Extremes
Largest Win
₹1,375.65 (8.31%)
Largest Loss
₹-528.5 (-5.43%)
Best Month
₹1,419.5
Worst Month
₹-612.25
Best Year
₹4,187.9
Worst Year
₹646.5
Streaks & Consistency
Max Consecutive Wins
7
Max Consecutive Losses
8
Gross Profit
₹64,907.9
Gross Loss
₹39,392.7
Avg Up Month
₹387.51
Avg Down Month
₹-219.87
Win Month %
72.41%
Win Year %
100%
Avg Duration
106.1 bars
Worst 10 Drawdowns
| # | Started | Recovered | Drawdown | Days |
|---|---|---|---|---|
| 1 | 2022-08-18 | 2023-07-05 | ₹1,497.3 | 322 |
| 2 | 2024-11-25 | 2025-04-23 | ₹1,298.65 | 149 |
| 3 | 2018-08-29 | 2019-03-08 | ₹1,022.25 | 191 |
| 4 | 2024-06-28 | 2024-11-25 | ₹1,010.15 | 151 |
| 5 | 2020-02-20 | 2020-04-08 | ₹964.65 | 48 |
| 6 | 2024-03-05 | 2024-06-10 | ₹874.1 | 98 |
| 7 | 2026-02-19 | 2026-04-09 | ₹810.7 | 49 |
| 8 | 2022-04-04 | 2022-05-31 | ₹782.7 | 57 |
| 9 | 2021-10-19 | 2022-01-06 | ₹631.2 | 79 |
| 10 | 2022-05-31 | 2022-07-20 | ₹564.85 | 51 |
EOY Returns
| Year | P&L |
|---|---|
| 2017 | +₹1,148.5 |
| 2018 | +₹646.5 |
| 2019 | +₹2,457.4 |
| 2020 | +₹4,139.6 |
| 2021 | +₹4,187.9 |
| 2022 | +₹3,243.2 |
| 2023 | +₹3,216.8 |
| 2024 | +₹945.55 |
| 2025 | +₹2,956.65 |
| 2026 | +₹2,573.1 |