Lab 751 - Nifty Intraday Short 18min
An intraday short-only strategy for Nifty on NSE using an 18-minute timeframe with variant entry logic.
2017-01-04 — 2026-08-12 · 313 trades over 9.6 years
Performance Overview
Total Trades
313
Over 9.6 years
Win Rate
49.52%
155W / 157L
Profit Factor
1.74
Gross Profit / Loss
Total P&L
₹3,586.55
Sharpe Ratio
0.98
Annualized
Sortino Ratio
1.36
Downside risk adjusted
Max Drawdown
₹398
Kelly Criterion
20.88%
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 | +24 | -9 | +34 | — | -4 | +5 | -32 | -35 | -3 | +54 | -57 | +13 | -9 |
| 2018 | -18 | -16 | — | +24 | -5 | -13 | — | -63 | — | — | +125 | -20 | +13 |
| 2019 | -79 | -57 | -3 | -48 | — | -71 | +61 | — | +131 | +28 | +15 | +53 | +29 |
| 2020 | -12 | -7 | — | — | +95 | +386 | -38 | +48 | +187 | +144 | +7 | +252 | +1062 |
| 2021 | -93 | — | — | -109 | +30 | -93 | +181 | — | +4 | +126 | +10 | — | +56 |
| 2022 | — | — | +91 | — | -226 | +357 | +60 | +52 | — | +131 | -17 | +144 | +592 |
| 2023 | +44 | +16 | +44 | -145 | -26 | +147 | — | +155 | +171 | +167 | -116 | +92 | +549 |
| 2024 | -16 | +84 | +10 | +87 | — | — | -48 | +16 | -22 | +25 | +138 | +44 | +320 |
| 2025 | -117 | +232 | -124 | -139 | +275 | +85 | +73 | — | -88 | — | -21 | +313 | +487 |
| 2026 | +25 | +38 | — | -44 | +163 | +49 | +313 | -56 | — | — | — | — | +487 |
Key Performance Metrics
Performance
Total Trades
313
Win Rate
49.52%
Profit Factor
1.74
Payoff Ratio
1.69
Total P&L
₹3,586.55
Risk-Adjusted Returns
Sharpe Ratio
0.98
Sortino Ratio
1.36
Calmar Ratio
0.92
Omega Ratio
1.74
Kelly Criterion
20.88%
Risk
Max Drawdown
₹398
Longest DD (days)
1038
Avg Drawdown
₹96.41
Avg DD Days
89
Recovery Factor
9.01
Volatility (ann.)
2.29%
Distribution
Skewness
1.44
Kurtosis
7.17
Avg Return/Trade
0.07%
Avg Win
0.35%
Avg Loss
-0.21%
Extremes
Largest Win
₹367.75 (2.68%)
Largest Loss
₹-226.05 (-1.42%)
Best Month
₹386.4
Worst Month
₹-226.05
Best Year
₹1,062
Worst Year
₹-9.15
Streaks & Consistency
Max Consecutive Wins
7
Max Consecutive Losses
5
Gross Profit
₹8,432.5
Gross Loss
₹4,845.95
Avg Up Month
₹103.17
Avg Down Month
₹-54.94
Win Month %
59.14%
Win Year %
90%
Avg Duration
9.3 bars
Worst 10 Drawdowns
| # | Started | Recovered | Drawdown | Days |
|---|---|---|---|---|
| 1 | 2017-03-02 | 2020-01-03 | ₹398 | 1038 |
| 2 | 2020-12-21 | 2021-10-06 | ₹327.5 | 290 |
| 3 | 2025-02-28 | 2025-05-20 | ₹263.2 | 82 |
| 4 | 2022-07-14 | 2022-10-21 | ₹254.95 | 100 |
| 5 | 2022-03-31 | 2022-06-16 | ₹226.05 | 78 |
| 6 | 2023-03-09 | 2023-08-24 | ₹177.05 | 169 |
| 7 | 2026-07-08 | — | ₹137.95 | 36 |
| 8 | 2024-12-12 | 2025-02-11 | ₹123.35 | 62 |
| 9 | 2023-10-23 | 2024-02-28 | ₹121 | 129 |
| 10 | 2020-07-14 | 2020-08-14 | ₹118.45 | 32 |
EOY Returns
| Year | P&L |
|---|---|
| 2017 | ₹-9.15 |
| 2018 | +₹13.3 |
| 2019 | +₹29.1 |
| 2020 | +₹1,062 |
| 2021 | +₹55.9 |
| 2022 | +₹591.7 |
| 2023 | +₹549.4 |
| 2024 | +₹319.75 |
| 2025 | +₹487.1 |
| 2026 | +₹487.45 |