Backtesting

4 runs · 2 distinct strategies · read-only from research/outputs

There are 4 run directories but only 2 strategies. Runs are grouped below by their equity curve, which is byte-identical within each group — the pairs differ only in which index they are scored against, not in what they traded. Listing 4 rows with 4 Sharpe ratios would imply 4 strategies, and that is not what is on disk.

Supertrend portfolio

2016-01-01 → 2026-09-04 · 2,646 days · 123 rebalances

CAGR

24.91%

Sharpe

1.36

Sortino 1.66

Max DD

-20.46%

333d to recover

Total

10.33×

vol 17.5%

Same strategy, scored against

NIFTY 200 (DB)

bm 12.03%+12.88%

NIFTY 50 (DB)

bm 11.03%+13.87%

Nifty200 · Point-in-time momentum

2016-01-01 → 2026-09-04 · 2,559 days · 122 rebalances · point-in-time universe

CAGR

20.07%

Sharpe

1.14

Sortino 1.43

Max DD

-23.80%

478d to recover

Total

6.41×

vol 17.3%

Same strategy, scored against

Nifty 50

bm 11.43%+8.64%

Nifty 200

bm 12.47%+7.61%

All runs

best Sharpe first

Run	Benchmark	CAGR	bm CAGR	Excess	Sharpe	Sortino	Calmar	Max DD	Vol	Turnover	Costs
supertrend_nifty200_bm200	NIFTY 200 (DB)	24.91%	12.03%	+12.88%	1.36	1.66	1.22	-20.46%	17.5%	186.9×	24.9%
supertrend_nifty200_db	NIFTY 50 (DB)	24.91%	11.03%	+13.87%	1.36	1.66	1.22	-20.46%	17.5%	186.9×	24.9%
nifty200_pit	Nifty 50	20.07%	11.43%	+8.64%	1.14	1.43	0.84	-23.80%	17.3%	169.2×	22.2%
nifty200_pit_bm200	Nifty 200	20.07%	12.47%	+7.61%	1.14	1.43	0.84	-23.80%	17.3%	169.2×	22.2%

These are historical simulations read from files the research scripts wrote, not live or paper trading. CAGR is annualised over 252 trading days, matching each run's own metrics file. Nothing on this page recomputes a published metric — derived figures (drawdown, monthly and yearly returns) are computed from the daily equity curve and checked against the published values where a run publishes them.