Equity Intraday Strategy
Created By: Sachin Tarkase
Deployed By: Sachin Tarkase
| Tags | Arbitrage, Bearish, Breakout , Bullish, Directional, Momentum, NonDirectional, SupportResistance, TechnicalAnalysis, Volatility |
| Margin | ₹ 400,000 |
Description:
Statistics
| No | Name | Value |
|---|---|---|
| 1 | Capital Required | Rs. 400000.00 |
| 2 | Total Trading Days | 62 |
| 3 | Win Days | 35 |
| 4 | Loss Days | 27 |
| 5 | Max Winning Streak Days | 5 |
| 6 | Max Losing Streak Days | 6 |
| 7 | Win Rate | 56.45% |
| 8 | Avg Monthly Profit | Rs. 21273.17 |
| 9 | Total Profit | Rs. 62806.51 |
| 10 | Avg Monthly ROI | 5.32% |
| 11 | Total ROI | 15.70% |
| 12 | Standard Deviation (Annualised) | 13.94% |
| 13 | Sharpe Ratio (Annualised) | 4.58 |
| 14 | Sortino Ratio (Annualised) | 8.52 |
| 15 | Max Profit in a Day | Rs. 11933.45 |
| 16 | Max Loss in a Day | Rs. -9315.28 |
| 17 | Avg Profit/Loss Daily | Rs. 1013.01 |
| 18 | Avg Profit on Profit Days | Rs. 3073.52 |
| 19 | Avg Loss on Loss Days | Rs. -1658.02 |
| 20 | Avg no. of trades (Buy + Sell) per trading day | 87.65 |
| 21 | Max Drawdown | Rs. 14720.80 |
| 22 | Max Drawdown % | 3.39 % |
Daily Summary
| Day | Returns (%) | Max profit | Max loss |
|---|---|---|---|
| Monday | -1.68 | 5032.48 | -9315.28 |
| Tuesday | 7.27 | 11933.45 | -2457.97 |
| Wednesday | 2.41 | 4410.09 | -3093.69 |
| Day | Returns (%) | Max profit | Max loss |
|---|---|---|---|
| Thursday | 3.5 | 6116.29 | -2797.16 |
| Friday | 4.14 | 9427.95 | -3237.23 |
Month Wise PNL
| Month | Total Trades | PNL (Rs) | PNL (%) |
|---|---|---|---|
| May, 24 | 1064 | 18784.54 | 4.7 |
| Jun, 24 | 1748 | 11338.4 | 2.83 |
| Jul, 24 | 2622 | 32683.57 | 8.17 |