Live performance metrics for SharkFin trading strategies
5.37
Sharpe Ratio
Iron Condor
Strategy Type
SENSEX
Underlying
--
Win Rate
3.56
Sharpe Ratio
Iron Condor
Strategy Type
NIFTY
Underlying
--
Win Rate
4.26
Sharpe Ratio
Iron Condor
Strategy Type
BANKNIFTY
Underlying
--
Win Rate
2.83
Sharpe Ratio
Straddle Aggregator
Strategy Type
NIFTY
Underlying
--
Win Rate
| Strategy | Type | Index | Sharpe | Monthly P&L | Win Rate | Max Drawdown | Status |
|---|---|---|---|---|---|---|---|
Sensex IronCondor | Iron Condor | SENSEX | 5.37 | -- | -- | -- | active |
Nifty IronCondor | Iron Condor | NIFTY | 3.56 | -- | -- | -- | active |
BankNifty IronCondor | Iron Condor | BANKNIFTY | 4.26 | -- | -- | -- | active |
Nifty Straddle Aggregator | Straddle Aggregator | NIFTY | 2.83 | -- | -- | -- | beta |
Disclaimer
Past performance is not indicative of future results. Trading in derivatives involves significant risk of loss. The Sharpe ratios and performance figures shown are based on historical backtested and live data. Login for detailed performance sheets and client-specific reports.
SharkFin Ventures -- Algorithmic Trading Strategies