Straddle backtest

No straddle backtest is saved on this server, so there are no numbers to show. The page fills in after a run is saved. You can start one in the Straddle lab (login required).

Data window and inputs: the Fyers minute option prices on disk run from 2025-12-24 to 2026-10-19, and the run below states the days it actually traded. The option premiums are real market data - the Fyers 1-minute option prints on disk, as they were recorded. What is modelled: the costs (brokerage, STT, exchange charges, GST and stamp duty) and the fill price, which is the next candle's price. This is a backtest record; no order is ever placed and no code in this project can place one.