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The backtest report for the Nifty Multi timeframe 15 min Supertrend strategy indicates a total ROI of 19.3% with a total profit of Rs. 25,091 over the period from May 19, 2025, to November 14, 2025. The strategy experienced a maximum drawdown of Rs. 36,863 (28.4% of capital) and a win rate of 55.65%, suggesting a modest edge in trading performance. Recommendations include implementing regime detection, analyzing concentration risk, and adjusting position sizing to enhance risk management.
- Author
- Arun Krishnamurthy
- Language
- EN