Performance Analytics

System Intermediate All Asset Classes Portfolio Analysis Strategy Evaluation

All Market Conditions

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Quick Reference

Strategy Type Performance Measurement / Analysis
Market Outlook All Market Conditions
Risk Level Analytical Tool - No Direct Risk
Time Horizon Historical Analysis and Ongoing Monitoring
Best Conditions Essential for evaluating any trading strategy
Avoid When Never - performance analytics is fundamental to trading success

India-Specific Notes

Benchmark Indices

Nifty 50 Primary large-cap benchmark
Nifty Bank Banking sector benchmark
Nifty Midcap 100 Mid-cap benchmark
Sensex BSE large-cap benchmark
Nifty 500 Broad market benchmark

Risk Free Rate

Reference 91-day T-Bill rate or RBI Repo Rate
Current Approximate 6.5-7% annually
Usage Sharpe ratio and risk-adjusted return calculations

Tax Adjusted Returns

Stcg Impact 15% on equity gains <12 months
Ltcg Impact 10% above ₹1L on equity gains >12 months
Fno Tax Slab rate on F&O as business income
Post Tax Analysis Calculate returns after tax impact

Market Hours Consideration

Equity 9:15 AM - 3:30 PM
Currency 9:00 AM - 5:00 PM
Commodity 9:00 AM - 11:30 PM (MCX)
Trading Days ~250 days per year for annualization

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Pricing Plans Supported Brokers How to Start MCX Algorithms