Drawrdown
9.00
Shape Ratio
2.50
Monthly Return
8.00
Winning Probality
65.00
BNF_WDOS
This is Banknifty Weekly Option Bull or Bear Spread strategy bot. It is a directional hedge bot. Where the BOT takes automatic Short (ATM) at the money option strike prices based on Banknifty's direction, and Buys far OTM strike price of the same option. This strategy can be automated with three Brokers i.e. Aliceblue, Mastertrust and IIFL for now, as and when we integrate other brokers will update you all.
The strategy has ATR based Stoploss and Trailing StopLoss built-in as well as price based targets
Strategy:
The Bot is developed to follow the trend of Banknifty. It shorts ATM (At the money) option strike price based on Banknifty's direction and Buys far OTM (Out of the money) option strike prices as hedge. The strategy typically known as Bull and Bear spread.
If Banknifty generates Buy signal, then the Bot shall Short ATM Put option and also buys OTM Put option.
If Banknifty generates Short signal, then the bot shall Short ATM Call option and also buys OTM Call option.
This strategy can be automated with Aliceblue, Mastertrust and IIFL for now, as and when we integrate other brokers will update you all.
Margin:
The margin is approximately 30K. However we recommend to maintain 50K to continue to trade and to avoid any error in execution due to margin shortfall.
Target and SL Logic:
The strategy has a built in Target (Price based) and Stop Loss using ATR indicator. There is no trailing Stoploss. The strategy has limited profit and limited loss based on the premium price during entry.
Please ensure you maintain the required margin to avoid discontinuity during drawdown phase.
Disclaimer: The performance of the bot is subjected to the market condition. Historical performance can not confirm future result.
The strategy has ATR based Stoploss and Trailing StopLoss built-in as well as price based targets
Strategy:
The Bot is developed to follow the trend of Banknifty. It shorts ATM (At the money) option strike price based on Banknifty's direction and Buys far OTM (Out of the money) option strike prices as hedge. The strategy typically known as Bull and Bear spread.
If Banknifty generates Buy signal, then the Bot shall Short ATM Put option and also buys OTM Put option.
If Banknifty generates Short signal, then the bot shall Short ATM Call option and also buys OTM Call option.
This strategy can be automated with Aliceblue, Mastertrust and IIFL for now, as and when we integrate other brokers will update you all.
Margin:
The margin is approximately 30K. However we recommend to maintain 50K to continue to trade and to avoid any error in execution due to margin shortfall.
Target and SL Logic:
The strategy has a built in Target (Price based) and Stop Loss using ATR indicator. There is no trailing Stoploss. The strategy has limited profit and limited loss based on the premium price during entry.
Please ensure you maintain the required margin to avoid discontinuity during drawdown phase.
Disclaimer: The performance of the bot is subjected to the market condition. Historical performance can not confirm future result.
Holding : Positional
Instrument : BANKNIFTY
Segment : FNO
Market Conditions : Trending
Capital Required : 50000
Daily Return : 0.00 - 0.00 %
Monthly Return : 8.00
Yearly Return : 70.00
Winning Probablity : 65.00
Return statistics :
Year
Total
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
2012
94,178
-113,029
43,944
-29,692
13,847
55,314
7,336
48,803
78,510
56,757
35,209
-17,750
273,428
2013
-545
42,065
33,017
-59,270
-103,308
-6,141
34,800
41,081
62,270
25,273
67,854
137,095
2014
148,366
20,484
92,156
24,501
229,692
153,361
36,700
78,502
38,584
45,415
88,283
214,451
1,170,493
2015
10,173
136,791
-46,497
133,807
9,863
56,207
-51,928
-113,226
20,229
-23,541
-42,563
4,023
93,337
2016
24,253
100,518
69,356
42,035
190,536
161,199
17,960
-58,825
-51,102
-35,452
2,675
127,215
590,367
2017
191,731
36,669
163,607
116,454
142,371
314,770
103,113
-24,939
173,481
116,324
30,838
97,675
1,462,095
2018
-62,793
109,237
253,840
-104,041
53,087
68,033
205,037
-142,037
-506,361
229,275
-2,963
131,282
231,599
2019
435,187
247,710
14,418
4,034
-1,342
718
-9,718
13,940
2,149
-8,245
-7,956
1,283
692,178
2020
3,785
-3,822
14,927
1,493
10,223
3,071
2,705
-454
9,613
2,654
2,121
-3,195
43,121
2021
-2,887
26,991
8,683
966,082
460,663
422,569
1,062,400
570,876
-68,758
46,910
-523,012
130,741
3,101,258
