Nifty VWAP Micro-Bounce — Backtest Report

Run ID: 2026-05-26_142030  ·  Generated: 2026-05-26 14:20:30  ·  Data window: 2025-04-01 09:15 → 2025-04-30 15:29

Headline

Total trades
46
21 long · 25 short
Net P&L
₹-3,913.25
Gross ₹-2,993.25
Win rate
34.8%
Profit factor 0.84
Max drawdown
₹-10,172.00
-0.20% of peak
Initial capital
₹5,000,000.00
Final equity ₹4,996,086.75

Equity & drawdown (option P&L)

Run metadata & assumptions

backtest config
configs/backtest.yaml
strategy config
configs/strategy_vwap_micro_bounce.yaml
signals csv
outputs/signals/signals.csv
data window
2025-04-01 09:15 → 2025-04-30 15:29
entry fill model
assume_filled_at_vwap_on_signal
same candle sl tp rule
sl_first
volume filter enabled
True
vwap type
true_volume_weighted

Trades (46)

IDSideEntryExitEntry pxExit pxOP StrikeOP ExpiryReasonBarsGross ptsNet P&LNet P&L %
1SHORT2025-04-02 09:222025-04-02 15:25159.50163.4523,30003APR25EOD3633.9500236.752.2836%
2LONG2025-04-03 09:312025-04-03 09:3212.009.7523,35003APR25SL1-2.2500-166.25-21.3141%
3LONG2025-04-03 09:332025-04-03 09:339.959.9523,35003APR25SL00.0000-20.00-3.0924%
4LONG2025-04-03 09:552025-04-03 09:598.256.3023,35003APR25SL4-1.9500-146.75-27.3660%
5LONG2025-04-03 14:002025-04-03 14:181.300.9023,35003APR25SL18-0.4000-46.00-54.4379%
6LONG2025-04-03 14:262025-04-03 14:320.950.8023,35003APR25SL6-0.1500-29.75-48.1781%
7SHORT2025-04-03 14:442025-04-03 15:15102.4048.4023,35003APR25SL31-54.0000-3,530.00-53.0349%
8SHORT2025-04-03 15:252025-04-03 15:2549.2549.2523,30003APR25EOD00.0000-20.00-0.6248%
9LONG2025-04-04 09:432025-04-04 10:15120.4097.8523,15009APR25SL32-22.5500-1,485.75-18.9848%
10SHORT2025-04-07 10:032025-04-07 12:17280.70356.3022,05009APR25TP13475.60004,894.0026.8231%
11SHORT2025-04-07 14:212025-04-07 15:25326.85311.3022,05009APR25EOD64-15.5500-1,030.75-4.8517%
12LONG2025-04-09 09:252025-04-09 09:3461.0548.2522,50009APR25SL9-12.8000-852.00-21.4704%
13SHORT2025-04-09 09:362025-04-09 09:44120.00144.1022,45009APR25TP824.10001,546.5019.8269%
14SHORT2025-04-09 09:592025-04-09 10:10122.1587.0522,45009APR25SL11-35.1000-2,301.50-28.9871%
15SHORT2025-04-09 10:212025-04-09 10:3173.0595.4022,45009APR25TP1022.35001,432.7530.1743%
16SHORT2025-04-09 14:092025-04-09 15:1651.2099.8522,45009APR25TP6748.65003,142.2594.4186%
17LONG2025-04-11 10:132025-04-11 11:12222.75187.0022,90017APR25SL59-35.7500-2,343.75-16.1875%
18LONG2025-04-11 15:082025-04-11 15:25222.85231.7022,90017APR25EOD178.8500555.253.8332%
19LONG2025-04-15 10:112025-04-15 12:09101.5579.6523,35017APR25SL118-21.9000-1,443.50-21.8687%
20LONG2025-04-15 14:012025-04-15 14:3186.3569.1523,35017APR25SL30-17.2000-1,138.00-20.2753%
21SHORT2025-04-15 15:092025-04-15 15:25126.35114.3023,35017APR25EOD16-12.0500-803.25-9.7805%
22LONG2025-04-16 09:242025-04-16 09:2654.2536.9023,30017APR25SL2-17.3500-1,147.75-32.5487%
23SHORT2025-04-17 09:332025-04-17 09:3880.0069.0023,35017APR25SL5-11.0000-735.00-14.1346%
24LONG2025-04-17 10:052025-04-17 10:0640.9531.2523,40017APR25SL1-9.7000-650.50-24.4388%
25SHORT2025-04-17 10:162025-04-17 10:1755.5583.0023,35017APR25TP127.45001,764.2548.8610%
26SHORT2025-04-17 10:232025-04-17 10:2684.0568.9523,40017APR25SL3-15.1000-1,001.50-18.3316%
27LONG2025-04-21 09:502025-04-21 10:01176.10145.4023,95024APR25SL11-30.7000-2,015.50-17.6080%
28LONG2025-04-22 09:282025-04-22 14:3699.8081.4524,15024APR25SL308-18.3500-1,212.75-18.6951%
29LONG2025-04-22 14:442025-04-22 15:0081.60105.0524,20024APR25TP1623.45001,504.2528.3607%
30SHORT2025-04-22 15:022025-04-22 15:0377.70100.0024,15024APR25TP122.30001,429.5028.3041%
31LONG2025-04-24 09:202025-04-24 09:2540.8035.0524,30024APR25SL5-5.7500-393.75-14.8473%
32SHORT2025-04-24 09:292025-04-24 09:3229.3049.0524,25024APR25TP319.75001,263.7566.3560%
33SHORT2025-04-24 09:442025-04-24 09:5432.7052.0024,25024APR25TP1019.30001,234.5058.0805%
34SHORT2025-04-24 09:592025-04-24 10:1126.4053.8524,25024APR25TP1227.45001,764.25102.8118%
35SHORT2025-04-24 14:012025-04-24 14:095.755.1024,25024APR25SL8-0.6500-62.25-16.6555%
36SHORT2025-04-24 14:282025-04-24 14:323.604.9524,25024APR25TP41.350067.7528.9530%
37SHORT2025-04-24 14:382025-04-24 14:437.505.7524,25024APR25SL5-1.7500-133.75-27.4359%
38SHORT2025-04-24 15:032025-04-24 15:038.508.5024,25024APR25TP00.0000-20.00-3.6199%
39SHORT2025-04-24 15:122025-04-24 15:134.003.2524,25024APR25SL1-0.7500-68.75-26.4423%
40SHORT2025-04-24 15:152025-04-24 15:152.952.9524,25024APR25SL00.0000-20.00-10.4302%
41SHORT2025-04-25 14:432025-04-25 15:25212.45213.5524,15030APR25EOD421.100051.500.3729%
42SHORT2025-04-29 10:142025-04-29 15:08141.50110.1024,45030APR25SL294-31.4000-2,061.00-22.4083%
43LONG2025-04-30 09:432025-04-30 09:488.2010.3024,45030APR25TP52.1000116.5021.8574%
44LONG2025-04-30 10:102025-04-30 10:138.206.5524,45030APR25SL3-1.6500-127.25-23.8743%
45LONG2025-04-30 10:142025-04-30 10:296.108.2524,45030APR25TP152.1500119.7530.2018%
46LONG2025-04-30 14:162025-04-30 14:220.700.5524,45030APR25SL6-0.1500-29.75-65.3846%