F&O / BACKTEST
Backtest
Historical Replay Lab
Replay one options position across a past entry-to-expiry window using archived NSE end-of-day prices.
One position. One past holding period.
Choose an underlying, settled expiry, historical entry date and position legs. Run the replay to inspect its daily P&L path.
Methodology
How this replay is built
What this is
One realization, not a rate. A fixed position entered on one past date and held to one settled expiry, using NSE's end-of-day archive. Not a prediction and not advice. One outcome has no win rate, average or expectancy and says nothing about future results.
Entry fills
Each leg requires an actual positive traded end-of-day close on the historical entry date. If a leg did not trade, the replay refuses to invent a fill.
Daily marks
Traded closes are used where available; official NSE settlement marks provide the supported fallback, not carried-forward closes. Partial marks remain identified in daily detail.
Expiry
All legs share one expiry and settle at intrinsic value against the final underlying level.
Costs excluded
Brokerage, STT, GST, exchange charges, stamp duty and slippage are excluded. Actual costs would reduce a gain or deepen a loss.
Not included
No early exit, stop, target, trailing, adjustment, re-entry or intraday simulation. The current-format archive begins 2024-01-01.