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How to Backtest BTST Strategies

Indices are divided according to two expiry dates:

If you trade in indices with weekly and monthly expiry, these two indices are available.

Indices with Weekly and Monthly Expiry​

Indices with Weekly and Monthly Expiry

If you trade in indices with monthly expiry, these four indices are available.

Indices with Monthly Expiry​

Indices with Monthly Expiry

When you trade in monthly expiry, you also get the option to get weekly expiries from the previous regime.

Weekly Expiries from Previous Regime​

Weekly Expiries from Previous Regime

Toggle ON includes: Previous Regime Weekly Data & New Regime Monthly Data

Toggle OFF includes: Previous Regime Monthly Data & New Regime Monthly Data

Once you have selected the index, you can choose which market you want to trade in. We have cash and a future market.

Toggle Settings​

  • Toggle ON: Previous Regime Weekly Data & New Regime Monthly Data
  • Toggle OFF: Previous Regime Monthly Data & New Regime Monthly Data

Toggle Settings

BTST and Positional Strategies​

Market Selection​

Choose your market: Cash or Future.
Example: Trading in Nifty in the Cash Market.

Market Selection

BTST Strategy Settings:​

  • Entry Time: Time to enter the strategy
  • Exit Time: Time to exit positions

BTST Settings

Legwise and Leg Builder Settings​

Legwise Settings​

You can square off positions partially or completely.

Legwise Settings

Leg Builder Configuration:​

  • Segment: Future or Options
  • Lot: Number of Lots
  • Position: Buy or Sell
  • Option Type: Call or Put
  • Expiry, Strike Criteria, Strike Type

Leg Builder Settings

Add a Leg​

Click Add Leg and customize settings as per your strategy.

Add a Leg

Strategy Customization Options:​

  • Target Profit
  • Stop Loss (dropdown options)
  • Trail SL
  • Re-entry on Target
  • Re-entry on SL
  • Simple Momentum
  • Range Breakout

Strategy Customization

Overall Strategy Settings​

These settings apply to all strategies.
Save the strategy and backtest it for your selected time period.

Overall Settings

Backtest Results​

View the results and stats of your strategy.
Use the toggle to exclude data before the implementation of SEBI changes.

Backtest Results