Lab 750 - Nifty Intraday Short 18min
An intraday short-only strategy for Nifty on NSE using an 18-minute timeframe.
2017-01-20 — 2026-08-12 · 633 trades over 9.6 years
Performance Overview
Total Trades
633
Over 9.6 years
Win Rate
46.92%
297W / 336L
Profit Factor
1.51
Gross Profit / Loss
Total P&L
₹7,066
Sharpe Ratio
1.28
Annualized
Sortino Ratio
1.84
Downside risk adjusted
Max Drawdown
₹519.45
Kelly Criterion
15.95%
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 | +18 | +37 | -23 | +49 | +13 | -16 | -62 | +29 | +48 | -16 | +21 | +36 | +133 |
| 2018 | -60 | +83 | +166 | -16 | +28 | +9 | -35 | -24 | +594 | -164 | -12 | -46 | +522 |
| 2019 | +98 | -137 | -1 | -62 | +2 | +78 | +135 | +12 | +37 | +147 | +20 | +102 | +430 |
| 2020 | +166 | +136 | +736 | -39 | +161 | +22 | +42 | +93 | +132 | +251 | -93 | +87 | +1694 |
| 2021 | +97 | +330 | -210 | +273 | +40 | -145 | +14 | -60 | -46 | +168 | +61 | +47 | +571 |
| 2022 | +206 | +128 | -196 | -270 | +159 | +11 | +83 | +66 | -282 | +70 | -35 | +236 | +173 |
| 2023 | +273 | +481 | -60 | -83 | +53 | -81 | -115 | +196 | +140 | +260 | -42 | -85 | +937 |
| 2024 | +170 | +130 | +52 | +85 | -14 | +625 | -285 | +144 | +51 | +476 | +101 | +156 | +1691 |
| 2025 | -25 | +91 | -102 | -9 | +63 | +117 | -77 | -8 | -87 | -34 | +86 | +331 | +346 |
| 2026 | -64 | +311 | +435 | -64 | -160 | +122 | +47 | -56 | — | — | — | — | +571 |
Key Performance Metrics
Performance
Total Trades
633
Win Rate
46.92%
Profit Factor
1.51
Payoff Ratio
1.76
Total P&L
₹7,066
Risk-Adjusted Returns
Sharpe Ratio
1.28
Sortino Ratio
1.84
Calmar Ratio
1.38
Omega Ratio
1.51
Kelly Criterion
15.95%
Risk
Max Drawdown
₹519.45
Longest DD (days)
339
Avg Drawdown
₹124.47
Avg DD Days
56
Recovery Factor
13.6
Volatility (ann.)
3.83%
Distribution
Skewness
1.54
Kurtosis
6.83
Avg Return/Trade
0.07%
Avg Win
0.44%
Avg Loss
-0.25%
Extremes
Largest Win
₹690.25 (3.1%)
Largest Loss
₹-197.2 (-1.16%)
Best Month
₹736.1
Worst Month
₹-284.85
Best Year
₹1,693.65
Worst Year
₹133.05
Streaks & Consistency
Max Consecutive Wins
7
Max Consecutive Losses
7
Gross Profit
₹20,788.6
Gross Loss
₹13,722.6
Avg Up Month
₹144.8
Avg Down Month
₹-81.49
Win Month %
62.93%
Win Year %
100%
Avg Duration
6.9 bars
Worst 10 Drawdowns
| # | Started | Recovered | Drawdown | Days |
|---|---|---|---|---|
| 1 | 2022-03-03 | 2023-01-10 | ₹519.45 | 314 |
| 2 | 2023-03-13 | 2023-10-23 | ₹453.5 | 225 |
| 3 | 2024-06-04 | 2024-10-03 | ₹379.05 | 122 |
| 4 | 2021-05-04 | 2021-11-22 | ₹368.85 | 203 |
| 5 | 2026-01-09 | 2026-02-01 | ₹366.75 | 24 |
| 6 | 2025-01-06 | 2025-12-10 | ₹338.05 | 339 |
| 7 | 2018-09-28 | 2019-08-13 | ₹330.3 | 320 |
| 8 | 2026-03-30 | 2026-07-08 | ₹290.1 | 101 |
| 9 | 2021-02-26 | 2021-04-20 | ₹283.45 | 54 |
| 10 | 2024-05-09 | 2024-06-04 | ₹274.15 | 27 |
EOY Returns
| Year | P&L |
|---|---|
| 2017 | +₹133.05 |
| 2018 | +₹522 |
| 2019 | +₹429.6 |
| 2020 | +₹1,693.65 |
| 2021 | +₹570.65 |
| 2022 | +₹173.2 |
| 2023 | +₹936.65 |
| 2024 | +₹1,691.15 |
| 2025 | +₹345.5 |
| 2026 | +₹570.55 |