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LOADING MARKET DATA...
AlphaStrike
PERFORMANCE SUMMARY
TOTAL TRADES
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NET PNL (₹)
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WIN RATE
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PROFIT FACTOR
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MAX DRAWDOWN (₹)
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AVG PROFIT (₹)
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AVG LOSS (₹)
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EQUITY CURVE

DRAWDOWN CURVE

PNL PER TRADE

PNL BY LEG

TRADE LOG

#ENTRY DATEEXIT DATEEXPIRYCE SELL (SELL → BUY PRICE)PE SELL (SELL → BUY PRICE)CE BUY (BUY → SELL PRICE)PE BUY (BUY → SELL PRICE)NET PNL (₹)REASON

SETTINGS ×

Public demo build: only NIFTY data is included. The full multi-symbol version (60+ indices & stocks) runs locally via "python app.py".

1STRATEGY TEMPLATE

4RISK MANAGEMENT

PER-TRADE EXIT (₹)
Daily runs one trade per calendar day already (entry to same-day close), so per-trade and per-day exit are the same thing here - no separate daily cap needed. Multi-cycle daily caps live on the Hourly plan instead.

2STRIKE CONFIGURATIONATM PRICE: --

STRIKE DISTANCES (POINTS)
Distance from the ATM strike. Positive = OTM (away from spot), negative = ITM (through spot).
LOTS (NO. OF LOTS)
STRIKE STEP
Ladder fills in once a symbol with loaded data is picked in DATA SOURCE, using its most recent spot price.
CONTRACT SETTINGS

5BACKTEST SUMMARY

3ENTRY FILTERS

RSI (14)
Skip entries where daily RSI falls outside this band.
VWAP biasSOON
Real per-leg session VWAP is computable from NSE turnover/contract data but isn't wired into the engine yet - coming in a follow-up pass. Disabled for now rather than faking it.
OPTION GREEKSSOON
The dataset has no exchange Greeks and this app has no options-pricing model yet. Wiring real Black-Scholes-estimated delta/theta/gamma/vega/IV (back-solved from entry premium) is next up - fields shown for layout, disabled until that lands.
Delta (abs)
IV %

6RUN BACKTEST

DATE RANGE
Hover any point/bar for full trade detail · press Esc or click × to return exactly where you were