ज्JWALAOption Selling Algo
Trading AlgosOptionSellingAlgo.com
Backtest · rebuilt every evening

JWALA backtest

The full record, one row per session, net of brokerage, statutory charges and 0.5 points of round-trip slippage per leg. The same settings drive the forward test.

2023-01-02 to 2026-09-18 · 910 sessions · 11,277 orders · 2 lots · premium ~Rs 150 · built 2026-09-18 18:15 IST

The result at a glance

₹1.25 L
Net profit
after every cost
7%
Return per year
simple, on capital
-₹1.04 L
Worst drawdown
2023-11-21 to 2024-02-27
0.41
Sharpe
daily, annualised
1.06
Profit factor
winning days / losing days
457/910
Green sessions
50%

How the money adds up

Gross P&L, then each cost taken out in turn. 84% of gross went to costs.

₹7.73 LGross
-₹2.66 LBrokerage: Rs 20 x 11,277 orders + GST
-₹1.55 LGovt: STT, exchange, SEBI, stamp, GST
-₹2.27 LSlippage: 0.5 pts round trip per leg
₹1.25 LNet

Growth and drawdown

Cumulative net profit
Drawdown from peak

Month by month

Net profit per month, in thousands.

YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
202313k-7k12k-9k29k-25k-21k34k-18k34k-8k-41k-₹8,339
2024-36k-4k21k10k-15k28k38k-22k-13k28k25k-2k₹57,649
2025-28k24k8k18k12k38k13k1k10k26k-5k10k₹1.27 L
2026-7k36k4k3k-35k-14k3k-21k-21k-₹51,059

Year by year

YearSessionsOrdersGreenNet
20232452,959111/245 (45%)-₹8,339
20242453,189125/245 (51%)₹57,649
20252463,029137/246 (56%)₹1.27 L
20261742,10084/174 (48%)-₹51,059

By weekday

DaySessionsGreenNetPer session
Mon18154%₹60,439₹334
Tue18351%₹98,788₹540
Wed18346%-₹84,790-₹463
Thu18254%₹1.26 L₹695
Fri18145%-₹75,787-₹419

What you should know

JWALA is published for education and information only. Backtested and paper-traded results are not live results and are not a forecast. Nothing here is investment advice, a recommendation, or an offer. We are not SEBI-registered investment advisers. Derivatives carry a high risk of loss.