Opening book details…
Can I read PDF Report-4264721251104 on EtoBox?
PDF Report-4264721251104 by Arun Krishnamurthy is a document available to read on EtoBox.
What is PDF Report-4264721251104 about?
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