Lab 752 - Nifty Intraday Short 18min
An intraday short-only strategy for Nifty on NSE using an 18-minute timeframe with alternate signal configuration.
2017-04-19 — 2026-08-12 · 484 trades over 9.3 years
Performance Overview
Total Trades
484
Over 9.3 years
Win Rate
49.38%
239W / 245L
Profit Factor
1.46
Gross Profit / Loss
Total P&L
₹4,827.4
Sharpe Ratio
0.91
Annualized
Sortino Ratio
1.17
Downside risk adjusted
Max Drawdown
₹648.45
Kelly Criterion
15.63%
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 | — | — | — | -12 | — | +30 | — | +118 | +45 | -25 | -8 | -76 | +72 |
| 2018 | — | -69 | +61 | +76 | +91 | +100 | -55 | — | +625 | +20 | -68 | -46 | +736 |
| 2019 | +3 | -104 | — | — | +30 | +97 | +71 | +163 | +100 | -57 | — | +34 | +337 |
| 2020 | -10 | +146 | -192 | +267 | +24 | — | — | — | +133 | -90 | — | -97 | +180 |
| 2021 | +85 | +38 | -184 | +315 | +110 | — | -67 | — | — | +87 | +111 | +134 | +629 |
| 2022 | +441 | -10 | +117 | -156 | +75 | +234 | -1 | — | +103 | +46 | — | +5 | +854 |
| 2023 | -7 | -20 | +207 | — | — | — | — | -46 | +72 | +59 | +12 | — | +276 |
| 2024 | +109 | -63 | +178 | +206 | -25 | -405 | -197 | +229 | — | +293 | +175 | +305 | +806 |
| 2025 | -67 | +42 | -127 | -21 | — | -43 | +111 | +113 | -13 | — | -30 | +40 | +6 |
| 2026 | +107 | +337 | -15 | -27 | +213 | +239 | +113 | -34 | — | — | — | — | +933 |
Key Performance Metrics
Performance
Total Trades
484
Win Rate
49.38%
Profit Factor
1.46
Payoff Ratio
1.49
Total P&L
₹4,827.4
Risk-Adjusted Returns
Sharpe Ratio
0.91
Sortino Ratio
1.17
Calmar Ratio
0.78
Omega Ratio
1.46
Kelly Criterion
15.63%
Risk
Max Drawdown
₹648.45
Longest DD (days)
283
Avg Drawdown
₹128.03
Avg DD Days
69
Recovery Factor
7.44
Volatility (ann.)
3.57%
Distribution
Skewness
1.31
Kurtosis
9.94
Avg Return/Trade
0.06%
Avg Win
0.4%
Avg Loss
-0.27%
Extremes
Largest Win
₹404.85 (3.59%)
Largest Loss
₹-405.45 (-2.46%)
Best Month
₹625.4
Worst Month
₹-405.45
Best Year
₹932.75
Worst Year
₹5.7
Streaks & Consistency
Max Consecutive Wins
6
Max Consecutive Losses
7
Gross Profit
₹15,249.25
Gross Loss
₹10,421.85
Avg Up Month
₹135.11
Avg Down Month
₹-70.53
Win Month %
60.67%
Win Year %
100%
Avg Duration
6.2 bars
Worst 10 Drawdowns
| # | Started | Recovered | Drawdown | Days |
|---|---|---|---|---|
| 1 | 2024-04-18 | 2024-11-28 | ₹648.45 | 225 |
| 2 | 2020-02-01 | 2020-04-15 | ₹405.3 | 75 |
| 3 | 2026-02-19 | 2026-05-29 | ₹367.55 | 100 |
| 4 | 2025-02-11 | 2025-09-26 | ₹308.95 | 228 |
| 5 | 2017-09-27 | 2018-05-23 | ₹295.35 | 239 |
| 6 | 2022-06-16 | 2022-10-11 | ₹294.3 | 118 |
| 7 | 2021-03-18 | 2021-04-23 | ₹292.6 | 37 |
| 8 | 2022-10-11 | 2023-03-13 | ₹232.7 | 154 |
| 9 | 2018-10-23 | 2019-08-01 | ₹214.7 | 283 |
| 10 | 2022-03-15 | 2022-06-10 | ₹210.1 | 88 |
EOY Returns
| Year | P&L |
|---|---|
| 2017 | +₹71.9 |
| 2018 | +₹736.15 |
| 2019 | +₹337.05 |
| 2020 | +₹179.95 |
| 2021 | +₹628.6 |
| 2022 | +₹853.95 |
| 2023 | +₹275.55 |
| 2024 | +₹805.8 |
| 2025 | +₹5.7 |
| 2026 | +₹932.75 |