Project Title: Backtest Nifty 50 1-Hour Triple Supertrend Strategy with Options Execution Simulation Objective: I want a complete backtest of my positional strategy on Nifty 50 futures/options to evaluate performance, risk, and viability. The output must be detailed, actionable, and clearly structured for decision-making. 1️⃣ Strategy Details Timeframe: 1 Hour Indicators: Supertrend 10,4 Supertrend 7,3 Supertrend 7,2 Entry Rule: When the candle closes crossing all 3 Supertrends in the same direction: Buy signal → Enter Long Sell signal → Enter Short Option Execution Rule (for simulation purposes): On Buy signal → Sell CE at the farthest Supertrend price (strike nearest to farthest Supertrend) On Sell signal → Sell PE at farthest Supertrend price Exit Rule: Close trade when price again crosses all 3 Supertrends in opposite direction (simulate squaring off the option position) (you can use ADX < 20 or any volatility filter to mark) 2️⃣ Risk & Capital Assumptions Fixed capital per trade: ₹1,00,000 Ignore slippage and brokerage initially (or include if possible) Options data: Use historical Nifty option data if available; otherwise futures price simulation is acceptable 3️⃣ Backtest Requirements Backtest period: Last 5 years (hourly candles) Metrics to calculate: Total net profit/loss Monthly profit/loss Maximum drawdown Average win / average loss Win rate (%) Risk-Reward ratio % of trades in sideways vs trending months Number of trades per month Graphical output: Equity curve Drawdown chart P&L per month 4️⃣ Additional Requirements Identify “sideways periods” where the strategy loses heavily (you can use ADX < 20 or any volatility filter to mark) Provide a summary recommendation: When the strategy performs well When the strategy performs poorly Deliverables in Excel or CSV format for all trades and metrics Include all calculations with clear column labels 5️⃣ Communication & Timeline Delivery Time: 7–10 days (negotiable) Regular updates are appreciated Freelancer should clarify doubts about entry/exit rules before starting 6️⃣ Skills Required Python / TradingView / Amibroker / Excel VBA Nifty 50 futures and options understanding Experience in backtesting technical strategies Ability to deliver clean, actionable results