Real expired option-chain data
Backtests run on actual expired options minute data, not a model.
Backtesting
Test your options strategy on real market data.
Set up your legs, entry, exit and risk rules, then run them over 5 years (from 1 Apr 2021) of real expired option-chain minute data. See the P&L curve, summary stats and every trade.
- NIFTY · BANKNIFTY · FINNIFTY
- Minute-level data
- Intraday & Positional
3 indicesNIFTY, BANKNIFTY, FINNIFTY
5 yearsof real expired option-chain minute data, from 1 Apr 2021
Intraday + Positionaltest both styles
Costs includedtransaction costs and slippage
How it works
Five panels from idea to backtest
Every rule a real trader uses — set up once, then run it across five years of real option-chain data.
1. Positions
Add legs on NIFTY, BANKNIFTY or FINNIFTY. For each leg, set the segment (Futures or Options), Call or Put, Buy or Sell, strike, lots and expiry. You can also start from a template: Short Straddle, Short Strangle, Iron Condor or Long Straddle.
Strike selectionATM PointATM PercentStraddle WidthClosest Premium (CP)Spot ATM or Futures ATMPer-leg rulesTargetStop lossTrail Stop LossLeg controlsWait & TradeMove SL to CostRe Entry (SL)Re Execute (TP)Associated Hedge2. Entry & exit
Set the entry time, with an optional Range Breakout entry. Set the exit time and whether to square off the same day or the next day (BTST/STBT).
Entry · 09:22Range BreakoutExit · 15:15Same dayNext day (BTST/STBT)3. Strategy-level rules
Rules that apply to the combined position, not just a single leg.
⊕ Target profit⊕ Stop loss⊕ Protect the profits4. Period
Choose exact from and to dates or a quick range, and pick which weekdays to trade.
MonTueWedThuFri5. Run settings
Pick Intraday or Positional. Include transaction costs, set slippage and add a VIX filter with a minimum and maximum. Then start the backtest, use Compare mode, save the strategy or share it.
IntradayPositionalInclude transaction costsSlippageVIX filter · min - maxCompare modeSave strategy▶ Start backtestShare
Results
See exactly how it would have played out
Every backtest returns a P&L curve, summary stats and a trade-by-trade log.
Short Straddle · NIFTY · Intraday
- Total P&L
- +₹44,760
- Win rate
- 62%
- Max drawdown
- -₹5,540
- Trades
- 118
P&L / Equity curve
Trade log
| Date | Entry | Exit | Legs | Exit reason | P&L |
|---|---|---|---|---|---|
| Day 1 | 09:22 | 15:15 | Sell CE + Sell PE | Exit time | -₹560 |
| Day 2 | 09:22 | 13:23 | Sell CE + Sell PE | Target profit | +₹1,970 |
| Day 3 | 09:22 | 15:15 | Sell CE + Sell PE | Exit time | +₹330 |
| Day 4 | 09:22 | 15:15 | Sell CE + Sell PE | Exit time | +₹520 |
Showing 4 of 118 trades.
The Options toolkit
Build it. Replay it. Test it.
Three tools that work together inside the Options section of Stock Bazaar.
Build
Strategy Builder
Assemble a NIFTY options strategy from ready-made templates or leg by leg.
ReplaySimulator
Price a strategy on a chosen date and minute on NIFTY, BANKNIFTY or FINNIFTY.
Test
Backtesting
Run rule-based strategies over 5 years (from 1 Apr 2021) of real expired option-chain minute data.
Why it matters
Honest results, not best-case guesses
Costs & slippage
Include transaction costs and set slippage so results look like real trading.
VIX filter
Trade only when VIX is within the range you set.
Leg & strategy rules
Targets, stop losses and trailing stops per leg, plus rules for the combined position.
Intraday or positional
Square off the same day, or carry over with BTST/STBT exits.
Save, share & compare
Save a strategy, share it, or use Compare mode.
FAQ
Questions, answered
NIFTY, BANKNIFTY and FINNIFTY.
Real expired option-chain minute data from 1 April 2021 — up to 5 years.
Yes. Tick “Include transaction costs” and set your slippage before you run.
Yes. Choose Positional, or use a next-day (BTST/STBT) exit.
A P&L and equity curve, summary stats and a trade-by-trade log — with Compare mode, save and share.
Know before you trade
Five years of real option-chain minute data (from 1 Apr 2021) across NIFTY, BANKNIFTY and FINNIFTY.