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The backtest report for the Renko Fixed Size + Nifty strategy shows a total profit of Rs. 94,334.99 on a capital of Rs. 320,000, yielding a 29.48% ROI over the period from May to October 2025. The strategy experienced a maximum drawdown of Rs. 25,215 (7.88% of capital) with an annualized volatility of 22.63% and a Sharpe ratio of 2.61, indicating favorable risk-adjusted returns. Monthly performance varied, with significant gains in certain months, while maintaining a win rate of approximately 50.8%.

Author
Arun Krishnamurthy
Language
EN

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