need help on bnf

[Satya.]

hi,i m kisna,trading frm last few yrs.bt nt profitable yet.i always in loosing-making-loosing-making & finally loosing all.then i matched up m2m
thi is happening frm vry long tym.
say my m2m is 1lac,i making 1.5k today,2k the next day bt i loosing 4k on 3rd day :annoyed:

trading stock fut is my biggest mistake.their bigger lts size made bigger losses.

 

[Satya.]

i hv been monitoring bnf frm some time,i backtested it & found out tht it is very good as compared 2 stock futs.

pls tell me-
a)i am planning to trade bnf 1 lot in 50-60k cash,is it a right decision?
b)in backtesting,bnf giving only 250-300points per month,is it very poor performance?

 

[timepass]

If you can consistently make 25 pts BNF 15 sessions a month, then it is very good performance.

 

[TraderRavi]

i hv been monitoring bnf frm some time,i backtested it & found out tht it is very good as compared 2 stock futs.

pls tell me-
a)i am planning to trade bnf 1 lot in 50-60k cash,is it a right decision?
b)in backtesting,bnf giving only 250-300points per month,is it very poor performance?

a) I think 50-60 k is too low for BNF , it should be min 1-1.5 lakh.
b) 200/300 points per month is very good performance.
c) BNF gives very good moves but losses can mount quickly if it moves against your position.

 

[asoka_2009]

Options payoff charts for strategies -Excel sheet

 

[vagar11]

i hv been monitoring bnf frm some time,i backtested it & found out tht it is very good as compared 2 stock futs.

pls tell me-
a)i am planning to trade bnf 1 lot in 50-60k cash,is it a right decision?
b)in backtesting,bnf giving only 250-300points per month,is it very poor performance?

250-300 Points is good.

For how many months you have backtested?

 

[Satya.]

250-300 Points is good.

For how many months you have backtested?

2 yrs only

 

[Satya.]

Options payoff charts for strategies -Excel sheet

this reply i dint get

 

[mastermind007]

i hv been monitoring bnf frm some time,i backtested it & found out tht it is very good as compared 2 stock futs.

pls tell me-
a)i am planning to trade bnf 1 lot in 50-60k cash,is it a right decision?
b)in backtesting,bnf giving only 250-300points per month,is it very poor performance?

bank nifty is lot more volatile compared to stock futures.

Any comments or advice based on just point profit of the backtest results without actually knowing rest of the stats such as Sharpe, Win-Loss ratio, Draw-down, Assumed Risk Reward ratio, Capital deployed is meaningless..

For e.g. if you made 300 points in bnf with 1000 winner trades and 1500 loser trades on a capital of 10 cr with drawdown of 1 cr it would be extremely bad.

Also, another aspect of strategy "THE REPAINTING" and its net-net impact of back test result needs to be factored away before treating back-test result as any sort of indication for strategy's health.

 

[vagar11]

Check the continuous losses day in your backtest result. If there was a 100 pt loss then it would be Rs.4K. While testing it just looks like 100 pt but in real trading it comes as 4k loss. Plus you might not have considered the slippage which is going to happen.

If you have tested it through code, you can easily extend it for more years. You can easily find the BNF 1 min data.