
Instrument : BANKNIFTY FUTURES

Type : NAKED FUTURES

Backtested In : SPOT BANKNIFTY

Starting Capital : Rs- 2,00,000/-

No of Lot's : 01

Lot Size : 25 QTY

Average Holding Period for 2X Returns :3 YEARS

Average Returns per Year :52.81%

6 Year CAGR : 33.89%

Max Drawdown : 15% for a capital of Rs- 200000/-
Strategy 1: Performance of Banknifty Strategy Tested on Positional Trade.

Instrument : OPTIONS ( BANK NIFTY )

Type : NAKED OPTIONS

Backtested In : SPOT BANKNIFTY

Starting Capital : Rs- 1,00,000/-

No of Lot's : 01

Lot Size : 25 QTY

Average Holding Period for 2X Returns :3 YEARS

Average Returns per Year :77.40%

5 Year CAGR : 12.10%

Max Drawdown : 24% for a capital of Rs- 1,00,000/-
Strategy 2: Performance of Banknifty Option Strategy Tested on Positional Trade.

Instrument : NIFTY BANK FUTURES + OPTIONS (HEDGED)

Type : HEDGED

Backtested In : SPOT BANKNIFTY & OPTIONS

Starting Capital : Rs- 1,00,000/-

No of Lot's : 01

Lot Size : 25 QTY

Average Holding Period for 2X Returns :3 YEARS

Average Returns per Year :102.17 %

5 Year CAGR : 43.61%

Max Drawdown : 20% for a capital of Rs- 1,00,000/-
Strategy 3: Performance of Hedged Strategy Tested on Positional Trade.
BENCHMARK INDEX (NIFTY ) VS GC ALGORITHMS

For Algo Integration select the appropriate strategy
