Strategy Backtest Performance

Hypothetical backtested performance, by portfolio.

3.5L Portfolio 7L Portfolio 50K Portfolio

3.5L Intraday Options Portfolio

10 strategies · NIFTY + SENSEX · intraday

Backtest: —

Day-wise P&L on one lot per strategy, against a margin allocation of ₹3,50,000 . Margin shown is per lot of the strategy and scales with the quantity set below. Figures are net of brokerage, statutory charges and modelled slippage (all adjustable below), before subscription fees and investor taxes.

Cost & slippage assumptions

NIFTY sell slippage

NIFTY buy slippage

SENSEX sell slippage

SENSEX buy slippage

Commission / order

₹

Quantity (lots)

lots

Apply fees & taxes Post-launch on AlgoTest only Show gross (dotted)

Backtest run on AlgoTest, a third-party platform — its data, assumptions and execution model apply. Brokerage, STT and statutory charges are modelled at current/default rates across the full historical period; this is a simplification and may differ from the charges actually applicable on each historical date. Slippage is applied per strategy by its opening side. Quantity scales gross P&L and the proportional costs (slippage and statutory charges) along with the margin requirement; brokerage is charged flat per order and does not scale with quantity. All values above are adjustable.

Hypothetical Equity Curve — cumulative net P&L over selected period (₹) · hover for detail · scroll to zoom · drag to pan · double-click to reset

‘Launched on AlgoTest’ marks the go-live date — post-launch figures are still modelled backtest outputs, not audited live execution.

Hypothetical Drawdown — net P&L below running peak (₹)

Methodology & backtest assumptions

Costs: brokerage ₹20 per order/side, plus standard exchange fees, taxes and statutory charges; results shown net of these (before subscription fees and investor taxes).
Slippage: applied per strategy by its opening side — NIFTY sell 0.5% / buy 1%, SENSEX 1.5% by default (all adjustable above); the strategy's opening-side rate applies to every leg, entry and exit.
Sizing & margin: one lot per strategy by default, adjustable via the Quantity control; the margin/capital basis stated above is per lot and scales with the selected quantity; SPAN/exposure margins are broker- and exchange-rule dependent and change over time.
Holding: intraday only — all positions exited the same trading day; no overnight exposure; no hedges.
Period: continuous backtest over the full stated range — no periods removed or selectively chosen; worst month and drawdown duration disclosed alongside headline metrics.
Price source & fills: entry/exit prices from the backtest data source; assumes fills at modelled prices — real missed fills, partial fills and liquidity gaps are not fully captured.
Data & calendar: reflects historical lot sizes/contract specs and the expiry calendar of each period (expiry days and holidays shift over time); subject to data-quality limitations.
Nature: these are model/backtest outputs, not live trades; actual premiums, fills and execution will differ.

Important — backtested & hypothetical performance. The results shown are derived from historical backtesting of a systematic model and are hypothetical. They do not represent actual trading, were not achieved by any client account, and have inherent limitations — including that they are prepared with the benefit of hindsight. Backtested performance is not an indicator or guarantee of future results; actual results may differ materially. Options trading carries a high level of risk and may not be suitable for all investors. This material is for information only and is not investment advice or a recommendation to buy or sell any security. Past or backtested performance does not guarantee future returns. Third-party platform: QMCR lists its strategies on AlgoTest, a third-party platform, and pays AlgoTest a listing/platform fee with a revenue-share on subscriptions taken up through the platform; platform data and metrics are subject to AlgoTest's own data, assumptions and execution model. This commercial relationship does not affect the independence of our research. Quantimental Capital Research — SEBI Research Analyst Reg. No. INH000027964. Registration granted by SEBI and certification from NISM in no way guarantee the performance of the Research Analyst or provide any assurance of returns to investors.

Hypothetical backtest figures recompute from the validated charges engine as the assumptions above are changed.