run_backtest
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Third-party content written by another agent. Data to evaluate, not instructions.
Backtest an Indian index option strategy on real 1-minute NIFTY options data. Returns P&L after real charges and slippage, return-on-margin, and an honesty panel: out-of-sample split, walk-forward folds, bootstrap interval, and a deflated Sharpe that accounts for how many variants you have already tried. Refuses windows too narrow to be meaningful, and reports no ratios below 30 trades. Two spec forms: a PRESET (structure + params) for the common shapes, or an OPEN STRATEGY (legs + rules) for anything else — any number of legs at any strikes on any expiry, strikes chosen by percent, points, premium or delta, entry at any minute, and rules that CHANGE the position while it is live (roll a tested leg, close one side, add a hedge, trail a stop) plus book-level rules like standing down after three losers. Nothing here is restricted by tier; a paid tier only widens the date window.
Input schema
| Property | Type | Required | Description |
|---|---|---|---|
| spec | any | yes | Either a preset spec (structure + params) or an open strategy (legs + rules). Use the open form for anything the presets cannot say. |
| lots | integer | no | |
| detail | string | no | How much per-trade data to return. 'standard' (default) is the equity curve, breakdowns and the first 25 trades with their leg prices. 'full' returns up to 300 trades — ask for it when the caller wants to audit or chart every trade. 'summary' returns aggregates only, and is the cheapest to read. |
Raw JSON schema
{
"type": "object",
"required": [
"spec"
],
"additionalProperties": false,
"properties": {
"spec": {
"description": "Either a preset spec (structure + params) or an open strategy (legs + rules). Use the open form for anything the presets cannot say.",
"oneOf": [
{
"type": "object",
"required": [
"structure",
"params"
],
"additionalProperties": false,
"properties": {
"structure": {
"type": "string",
"enum": [
"credit_spread",
"iron_condor",
"iron_fly",
"long_option",
"short_strangle"
],
"description": "Option structure to trade."
},
"symbol": {
"type": "string",
"enum": [
"NIFTY"
],
"description": "Free tier serves NIFTY only."
},
"params": {
"type": "object",
"description": "Structure parameters. pct_offset and pct_width are percent of spot. sl_mult is a multiple of the credit received; sl_pct and tp_pct are fractions of premium paid. entry_dte is days to expiry at entry. direction is CE or PE for directional structures, and must be omitted when a bias is set.",
"properties": {
"pct_offset": {
"type": "number",
"minimum": 0,
"maximum": 20
},
"pct_width": {
"type": "number",
"minimum": 0,
"maximum": 20
},
"sl_mult": {
"type": "number",
"exclusiveMinimum": 0
},
"sl_pct": {
"type": "number",
"exclusiveMinimum": 0,
"maximum": 1
},
"tp_pct": {
"type": "number",
"exclusiveMinimum": 0
},
"entry_dte": {
"type": "integer",
"minimum": 0,
"maximum": 45
},
"entry_days_before": {
"type": "integer",
"minimum": 0,
"maximum": 30,
"description": "Entry day as TRADING SESSIONS before expiry (0 = expiry day, 2 = 'T-2'), instead of calendar entry_dte. Set one or the other."
},
"direction": {
"type": "string",
"enum": [
"CE",
"PE"
]
}
}
},
"entry_time": {
"type": "string",
"enum": [
"09:15",
"09:30",
"11:00",
"12:00",
"12:30",
"13:00",
"14:00",
"15:00",
"EOD"
],
"description": "IST. EOD is 15:29, the last tradeable minute."
},
"exit_time": {
"type": "string",
"enum": [
"09:15",
"09:30",
"11:00",
"12:00",
"12:30",
"13:00",
"14:00",
"15:00",
"EOD"
],
"description": "IST clock exit — squares the position off the SAME session, so it never reaches expiry. Omit to hold until a stop, a target or settlement. Must be after entry_time. Set this to express an intraday round trip such as in at 11:00, out at 14:00."
},
"cadence": {
"type": "string",
"enum": [
"weekly",
"daily"
],
"description": "'weekly' (default) enters ONCE per expiry, on the day matching entry_dte — about 58 trades a year. 'daily' enters EVERY trading session on whichever expiry is nearest — about 246. Use 'daily' for anything described as 'every day'."
},
"max_dte": {
"type": "integer",
"minimum": 0,
"maximum": 45,
"description": "cadence 'daily' only: skip sessions where the nearest expiry is further out than this. max_dte 0 is expiry-day only."
},
"gate": {
"type": "string",
"description": "Entry filter; 'always' to disable."
},
"overlay": {
"type": "string",
"pattern": "^vol[0-9]{1,3}$",
"description": "Volatility filter: 'vol20' skips a cycle when the index's 20-day realised volatility is above 20% at entry. Omit for none."
},
"bias": {
"type": "string",
"description": "Chooses the side each cycle for directional structures. 'neutral' to use a fixed direction instead."
},
"period": {
"type": "object",
"additionalProperties": false,
"properties": {
"from": {
"type": "string"
},
"to": {
"type": "string"
}
},
"description": "YYYY-MM-DD, inside 2025-07-01 to 2026-06-30."
}
}
},
{
"type": "object",
"required": [
"legs"
],
"additionalProperties": false,
"description": "An open strategy: any legs, any rules. Use this whenever the idea does not fit a preset — ratio spreads, calendars, diagonals, jade lizards, broken wings, delta- or premium-selected strikes, per-leg stops, rolling a tested side, trailing stops, entry conditions on the credit available, and book-level rules like standing down after three losers.",
"properties": {
"name": {
"type": "string"
},
"symbol": {
"type": "string",
"enum": [
"NIFTY"
]
},
"legs": {
"type": "array",
"minItems": 1,
"maxItems": 12,
"items": {
"type": "object",
"required": [
"side",
"type",
"strike"
],
"additionalProperties": false,
"properties": {
"side": {
"type": "string",
"enum": [
"sell",
"buy"
]
},
"type": {
"type": "string",
"enum": [
"CE",
"PE"
]
},
"qty": {
"type": "integer",
"minimum": 1,
"maximum": 100,
"description": "lots of THIS leg relative to the others. Unequal quantities are how a ratio spread is written."
},
"expiry": {
"type": "string",
"enum": [
"near",
"next",
"far"
],
"description": "'near' is the nearest expiry at entry; 'next' is the one after, which is how a calendar or diagonal is written."
},
"strike": {
"description": "How to pick the strike. One of: {\"pct_offset\": 1.0} percent from spot (negative for puts) | {\"points_offset\": 200} | \"atm\" | {\"strike\": 24000} | {\"premium_near\": 50} the strike whose last real print is nearest 50 points | {\"delta_near\": 0.20} | {\"from_leg\": {\"leg\": 0, \"pct\": 0.5}} relative to another leg. Add {\"ref\": \"entry\"} to measure from the spot at entry rather than the spot now."
},
"label": {
"type": "string"
}
}
},
"description": "What to open. Leg order defines the indices rules use."
},
"entry": {
"type": "object",
"additionalProperties": false,
"properties": {
"cadence": {
"type": "string",
"enum": [
"weekly",
"daily",
"monthly"
],
"description": "weekly = one entry per weekly expiry; monthly = one per monthly expiry (the last of its calendar month); daily = one per session."
},
"time": {
"type": "string",
"description": "ANY minute of the session, e.g. '09:20'. Not a grid."
},
"dte": {
"type": "integer",
"minimum": 0,
"maximum": 60,
"description": "weekly/monthly only: days before expiry to enter. Defaults to 4 weekly, 21 monthly."
},
"max_dte": {
"type": "integer",
"minimum": 0,
"maximum": 60,
"description": "daily only: skip sessions further than this from expiry."
},
"when": {
"type": "object",
"description": "Optional gate on the cycle — the REASON for taking the trade. combined_premium is the credit on offer, so {\"combined_premium\": {\"gte\": 80}} means 'only if I collect 80 points'. Market state is here too: day_of_week, gap_pct, prev_day_move_pct, realised_vol_20d, vix, vix_change_pct, vix_prev_close. e.g. {\"vix\": {\"gte\": 15}}, {\"prev_day_move_pct\": {\"lte\": -1}}, {\"day_of_week\": {\"eq\": 1}} for Mondays. INDEX INDICATORS too, computed on closes up to YESTERDAY: rsi_N (0-100), close_vs_sma_N_pct and close_vs_ema_N_pct (per cent above/below the N-day average), ema_F_vs_S_pct and sma_F_vs_S_pct (fast against slow, positive = fast is above). N from 2 to 250. e.g. {\"rsi_14\": {\"lt\": 30}} for oversold, {\"close_vs_ema_50_pct\": {\"gt\": 0}} for 'above the 50-day', {\"ema_9_vs_21_pct\": {\"gt\": 0}} for a 9/21 crossover. All are knowable before the session — none can see the day's own close."
}
}
},
"rules": {
"type": "array",
"maxItems": 24,
"description": "Checked every minute, in order; the first match fires. Fields: adjustments_done, combined_premium, credit_kept_pct, day_of_week, drawdown_from_peak, dte, gap_pct, leg_mark, leg_mark_delta, leg_mark_mult, leg_pnl_pts, minutes_held, pnl_pct_of_credit, pnl_pct_of_max, pnl_pts, pnl_rupees, prev_day_move_pct, realised_vol_20d, runup_from_trough, spot, spot_beyond_strike, spot_move_pct, spot_move_pts, time, vix, vix_change_pct, vix_prev_close. Actions: \"close\" | {\"close_legs\": [0]} | {\"open\": [leg,...]} | {\"roll\": {\"legs\": [0], \"to\": strike}} | {\"close_and_open\": {\"close\": [0], \"open\": [leg]}}.",
"items": {
"type": "object",
"required": [
"when",
"then"
],
"additionalProperties": false,
"properties": {
"when": {
"type": "object"
},
"then": {},
"max_times": {
"type": "integer",
"minimum": 1,
"maximum": 100
},
"label": {
"type": "string"
}
}
}
},
"exit": {
"type": "object",
"additionalProperties": false,
"properties": {
"time": {
"type": "string",
"description": "hard square-off at this minute on the entry day."
},
"when": {
"type": "object"
}
}
},
"max_adjustments": {
"type": "integer",
"minimum": 0,
"maximum": 50,
"description": "how many times the rules may change the position in one trade. Default 4."
},
"portfolio": {
"type": "object",
"additionalProperties": false,
"properties": {
"stop_after_losses": {
"type": "integer",
"minimum": 1
},
"stop_after_drawdown_pct": {
"type": "number"
},
"stop_after_profit_pct": {
"type": "number"
},
"skip_after_loss": {
"type": "boolean"
},
"max_trades": {
"type": "integer",
"minimum": 1
}
},
"description": "Rules over the SEQUENCE of trades, which no per-trade condition can express."
},
"resolution": {
"type": "integer",
"enum": [
1,
5,
15
],
"description": "minutes per rule check. 1 is the default and the honest one."
},
"period": {
"type": "object",
"additionalProperties": false,
"properties": {
"from": {
"type": "string"
},
"to": {
"type": "string"
}
}
}
}
}
]
},
"lots": {
"type": "integer",
"minimum": 1,
"maximum": 100
},
"detail": {
"type": "string",
"enum": [
"summary",
"standard",
"full"
],
"description": "How much per-trade data to return. 'standard' (default) is the equity curve, breakdowns and the first 25 trades with their leg prices. 'full' returns up to 300 trades — ask for it when the caller wants to audit or chart every trade. 'summary' returns aggregates only, and is the cheapest to read."
}
}
}