Special: Renko 54 + ADX(12) > 25, 30-minute, R=54 stop, 50%@1R + 25%@2R
Data window: 2025-10-23 09:15:00 to 2026-10-19 15:15:00 (3185 30minute bars).
Inputs: the index candles are real market data - data/fyers/index/NIFTY50_1m.csv, the intraday NIFTY index candles these runs use. Only the traded instrument is synthetic, as the lines above say.
Backtest and paper trading only: this page is a record of a simulated run. No order is ever placed and no code in this project can place one.
Owner-dictated strategy, run exactly as specified: Renko 54-point bricks, ADX(12) > 25 to enter, both, 30minute bars, flat at every close.
Position management
| 1R (stop) | booking plan | stop to breakeven after | avg R |
|---|---|---|---|
| 54 pts | 50% at 1R, 25% at 2R | 1.0 | 0.02 |
Exits: 260 stop, 0 target, 46 flip, 160 end-of-day. stop assumed before target when a bar touches both.
Backtest: this method's own trade log (466 trades)
Read this first
- Data window: 2025-10-23 .. 2026-10-19 (3185 bars, real index candles).
- Inputs: the index candles are real market data - data/fyers/index/NIFTY50_1m.csv, the intraday NIFTY index candles these runs use. Only the traded instrument is synthetic: index points, not an option premium, so these numbers carry no premium, theta, IV or expiry.
- Backtest and paper only: this page is a record of a simulated run. No order is ever placed and no code in this project can place one.
No equity data to chart.
Result
| trades | win rate | net points | net P&L | profit factor | max drawdown (Rs) |
|---|---|---|---|---|---|
| 466 | 50.4% | +493.9 | Rs +32,099 | 1.04 | Rs -50,131.0 |
Year by year
| year | trades | win | points | P&L |
|---|---|---|---|---|
| 2025 | 75 | 50.7% | -37.8 | -2,458 |
| 2026 | 391 | 50.4% | +531.7 | +34,557 |
Data
data/fyers/index/NIFTY50_1m.csv · 2025-10-23 .. 2026-10-19 · 3185 bars. Synthetic futures, 65 units per lot, 1.0 pt slippage per side. Capital base: Rs 197,603 — margin for 1 lot at 12.5% of the average entry notional (Rs 1,580,823); a stated assumption, not a broker quote.
- Synthetic futures: index points x lot. No option premium, theta or IV.
- Signal on bar close, fill next bar open; slippage charged on both sides.
- Capital base is the margin for one lot, an assumption stated above.
- Not a recommendation; paper/backtest only.