Rajandran R Telecom Engineer turned Full-time Derivative Trader. Mostly Trading Nifty, Banknifty, USDINR and High Liquid Stock Derivatives. Trading the Markets Since 2006 onwards. Using Market Profile and Orderflow for more than a decade. Designed and published 100+ open source trading systems on various trading tools. Strongly believe that market understanding and robust trading frameworks are the key to the trading success. Writing about Markets, Trading System Design, Market Sentiment, Trading Softwares & Trading Nuances since 2007 onwards. Author of Marketcalls.in and Co-Creator of Algomojo (Algorithmic Trading Platform for DIY Traders)

SuperTrend Backtest Report from 1st June 2012 to till date

35 sec read

Supertrend Report from 1st June 2012 to 28th June 2012 for 5min Nifty futures with 2 Lots(100 Shares). . And This report doesn’t involves partial profit booking and the result may vary if you are doing partial profit booking at target lines.
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Portfolio Growth for this month till date: 7.72%

Initial Parameters
Number of Lots Taken = 2lots(100 shares)
Trading Instrument = Nifty Futures
Timeframe = 5min
Initial Equity = Rs2,00,000
Backtest Period = 1st June 2012 – 28th June 2012
Buy/Cover Trade Delay = Next Bar Open
Sell/Short Trade Delay = Next Bar Open
-Brokerage of Rs 100/leg/trade included. So total brokerage is Rs 200/Trade for both the legs.
Results

Profits after commission – Rs 15435
% Profit/Loss – 7.72%
Winning ratio – 41.67%
No of Consecutive loss Trades – 6
Losses occured due to consecutive 6 losses – Rs 25475
Larges loss in a single trade – Rs 4700
No of Consecutive Winning Trades – 2

Net Winning Points in NiftyFutures for this month – 154.35 points/Lot

Access the Complete Backtest Report here from 1st June 2012 to 28th June

Rajandran R Telecom Engineer turned Full-time Derivative Trader. Mostly Trading Nifty, Banknifty, USDINR and High Liquid Stock Derivatives. Trading the Markets Since 2006 onwards. Using Market Profile and Orderflow for more than a decade. Designed and published 100+ open source trading systems on various trading tools. Strongly believe that market understanding and robust trading frameworks are the key to the trading success. Writing about Markets, Trading System Design, Market Sentiment, Trading Softwares & Trading Nuances since 2007 onwards. Author of Marketcalls.in and Co-Creator of Algomojo (Algorithmic Trading Platform for DIY Traders)

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18 Replies to “SuperTrend Backtest Report from 1st June 2012 to till…”

  1. Sir, i observed that you have further changed the parameters…is it right..??

  2. A really super profit.If we can get these intraday charts for nifty 50 stocks it would be good one.

  3. Hi Rajendran

    What is the change in the parameter? Can you please post the latest AFL?

    Thanks Siva

  4. master , the hourly box should show after the candle close only…. no inter changing of signals during the small ups and downs of with in the candle. please do.

  5. Sir, Thanks for all the effort you are putting up for novices like us. Can not explain how much guidance and this is providing us to make something out of this market. Sir, me and my husband working on your system and was trying to test it along with different charts. And we think we have we have done a decent job and can share to make it more effective. I wish to share charts and some work we have done incorporating your supertrend. How can we reach you?
    we really want to demonstrate and to get clarified on the doubts … we feel it does worth a look.. plz allows us to contact you.

  6. Rajandran ,you are GOne.Keep it up.One more thing which striked my attention is brokerage.You counted 2 lots Buy & Sell 2 side leg/squring off requires total Rs200.In the contrast,I’m paying Rs500 for the same to MFGlobal.Plz let me know which broker is charging so less.All other readers can also help me in this issue.
    My mail ID:[email protected]

    Thanks & Regards

  7. Hi Rajendran,

    The settings 2 mult & 11 period is not giving the above result of june on my system . Am I making some mistake in making the settings and backtesting? Can you please provide the detailed sheet of backtest report or guide me how to set it and papertrade for few more days , so i can start trading in 2 mini from july expiry.

  8. Dear Rajandran,
    Pls include copper in your commodities list too.will be of great help for smaller investors.

  9. Sir I have got Amibroker licence.what is the procedure to download your software Nse nifty.pl mention your charges and RTdata feed charge

  10. Sir.

    Can u explain how do u chart the super trend can u explaine the studies of super trend

    1.Entry
    2.exit target
    3. exit stop loss

    This out of an academic interest

    Regards
    Kannan.

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