STRATEGY|0 & 1 DTE NIFTY + SENSEX 3 APPROACHES|MIXED · AGGRESSIVE · CONSERVATIVE AGGRESSIVE TOTAL|₹5,26,537 AGGRESSIVE WIN RATE|67.57% AGGRESSIVE R/MDD|14.65 MIXED TOTAL|₹4,03,104 MIXED WIN RATE|67.58% MIXED R/MDD|11.54 CONSERVATIVE TOTAL|₹2,11,828 CONSERVATIVE WIN RATE|60.64% CONSERVATIVE MAX DD|₹8,281 ONLY CONSERVATIVE R/MDD 2026|32.65× TRADES PER WEEK|4 STRATEGY|0 & 1 DTE NIFTY + SENSEX 3 APPROACHES|MIXED · AGGRESSIVE · CONSERVATIVE AGGRESSIVE TOTAL|₹5,26,537 AGGRESSIVE WIN RATE|67.57% AGGRESSIVE R/MDD|14.65 MIXED TOTAL|₹4,03,104 MIXED WIN RATE|67.58% MIXED R/MDD|11.54 CONSERVATIVE TOTAL|₹2,11,828 CONSERVATIVE WIN RATE|60.64% CONSERVATIVE MAX DD|₹8,281 ONLY CONSERVATIVE R/MDD 2026|32.65× TRADES PER WEEK|4
0 & 1 DTE · Nifty + Sensex Options · 4 Trades/Week

MD ALGO /
ROBO TRADING

Systematic Premium Harvesting · 0 & 1 DTE · Nifty + Sensex

₹4.03L Total Profit
67.58% Win Rate
192% Net ROI
11.54× Return / MaxDD
+7.1% Avg Monthly ROI
↓ Scroll to explore

Strategy at a Glance

📋
Strategy Instruments & Frequency
0 DTE Nifty
+
1 DTE Nifty
+
0 DTE Sensex
+
1 DTE Sensex
Trades Per Week
💹
Overall Profit
₹4,03,104
Aggregate · 2024–Mar 2026
📈
Net ROI on Margin
192%
On ₹2,10,000 margin / lot
🎯
Win Rate (Periods)
67.58%
271 winning · 130 losing
Avg Profit / Period
₹1,005
Per trading period
🛡️
Max Drawdown
₹15,643
Only 7.45% of margin capital
⚖️
Return / Max DD
11.54×
Exceptional risk-adjusted return
🔁
Total Trades
2,581
Across 401 periods
💰
Margin / Lot
₹2.1L
Low-capital, high-efficiency

Jan 2024 → Mar 2026  ·  ₹0 → ₹4,03,104

Jan 2024Apr 2024Jul 2024 Oct 2024Jan 2025Jul 2025Mar 2026

Annual Performance

Year JanFebMarAprMayJun JulAugSepOctNovDec TotalMax DDR/MDD
2024 9,21430,34714,613 7,64314,8207,689 16,81110,00510,175 32,19817,53413,628 1,84,682−12,25415.28
2025 27,74217,77413,947 4,9186,84710,417 19,35412,87216,648 12,44821,93420,483 1,85,390−13,33213.90
2026 9,65927,599−4,225 33,032−15,6438.96
TOTAL Aggregate · All Periods · 2024 – Mar 2026 4,03,104 −15,643 11.54

2024 vs 2025 — Monthly Comparison

2024 Monthly P&L
2025 Monthly P&L
₹15,3902024 Avg/Month
₹15,4492025 Avg/Month
₹32,198Best Month '24 (Oct)
₹27,742Best Month '25 (Jan)
12 / 122024 +ve Months
12 / 122025 +ve Months
67.6%
win rate
Win Rate
1.28
reward:risk
Reward : Risk
0.54
expectancy
Expectancy
192%
net roi
Net ROI

Deep Dive Metrics

67.58% WIN
✓ 67.58% Win — 271 periods ✗ 32.42% Loss — 130 periods
Trade Statistics
Total Trades2,581
Total Periods401
Avg Profit on Winning Periods₹2,377
Avg Loss on Losing Periods−₹1,854
Max Win Streak8 Periods
Max Losing Streak4 Periods
Risk Metrics
Max Drawdown (Overall)−₹15,643
Max DD as % of Margin−7.45%
Duration of Max DD25 Periods
Max Days in Any Drawdown20 Periods
Return / Max DD Ratio11.54
Reward to Risk Ratio1.28
Expectancy Ratio0.54
Return on Margin Analysis
Margin Required (1 Lot)₹2,10,000
Total Profit (2024 – Mar 2026)₹4,03,104
Net ROI Overall192.0%
2024 Annual Return+87.94%
2025 Annual Return+88.28%
2026 Q1 Return (YTD)+15.73%
Approx Monthly ROI+7.1%
Year-wise Performance
2024 Total Profit₹1,84,682
2024 Max Drawdown−₹12,254
2024 R / MDD15.28
2025 Total Profit₹1,85,390
2025 Max Drawdown−₹13,332
2025 R / MDD13.90
2026 Q1 Profit₹33,032

Strategy Thesis

⏱️
Time Decay Advantage

Theta works in your favour every single day. Option premium erodes continuously, generating a systematic edge for the seller regardless of market direction.

📊
Statistical Edge

67.58% win rate across 401 periods is not luck — it reflects a repeatable, data-driven advantage built into the strategy logic.

🛡️
Defined Risk Framework

Maximum drawdown stayed within 7.45% of margin through bull, bear, and volatile markets from 2024 to 2026.

🚀
Capital Efficient

₹2.1L margin/lot generated 192% net return — delivering ~88% annual ROI, far exceeding FD, MF, or index benchmarks.

📅
Instruments & Frequency

Trades 0 DTE and 1 DTE options on both Nifty and Sensex — 4 trades per week — capturing premium across multiple expiry windows for consistent income.

Three Approaches, One Strategy Engine

All three approaches trade 0 DTE and 1 DTE options on both Nifty and Sensex — 4 trades per week. The difference lies in which component variant (Aggressive or Conservative) is used for each index, giving you three distinct risk-return profiles from the same underlying system.

Approach Components Total Profit Win Rate Max DD R / MDD Reward:Risk Expectancy Avg/Period
⚡ Mixed Nifty Agg + Sensex Cons ₹4,03,104 67.58% ₹15,643 11.54 1.28 0.54 ₹1,005
☀ Aggressive Nifty Agg + Sensex Agg ₹5,26,537 67.57% ₹18,786 14.65 1.26 0.53 ₹1,303
◯ Conservative Nifty Cons + Sensex Cons ₹2,11,828 60.64% ₹8,281 13.04 1.44 0.48 ₹524
⚡ Mixed
Nifty Aggressive
+ Sensex Conservative
Balanced risk-return profile
₹4,03,104
Total Profit · 2024–Apr 2026
67.6%
Win Rate
11.54×
R/MDD
₹15,643
Max DD
1.28
Reward:Risk
67.6%
win rate
Win Rate
1.28
reward:risk
Reward:Risk
View Full Details ↓
☀ Aggressive
Nifty Aggressive
+ Sensex Aggressive
Maximum profit potential
₹5,26,537
Total Profit · 2024–Apr 2026
67.6%
Win Rate
14.65×
R/MDD
₹18,786
Max DD
1.26
Reward:Risk
67.6%
win rate
Win Rate
1.26
reward:risk
Reward:Risk
View Full Details ↓
◯ Conservative
Nifty Conservative
+ Sensex Conservative
Capital preservation + income
₹2,11,828
Total Profit · 2024–Apr 2026
60.6%
Win Rate
13.04×
R/MDD
₹8,281
Max DD
1.44
Reward:Risk
60.6%
win rate
Win Rate
1.44
reward:risk
Reward:Risk
View Full Details ↓
⚡ Mixed
Nifty Aggressive
+ Sensex Conservative
₹4,03,104Total Profit
67.58%Win Rate
11.54×R / MDD
₹15,643Max Drawdown

The balanced approach — Nifty runs the Aggressive component while Sensex runs the Conservative one. This asymmetry gives you the upside capture of Nifty's aggressive premium harvesting while Sensex provides a natural dampener on drawdowns. The result: a smooth equity curve, strong R/MDD of 11.54, and a 67.58% win rate. Ideal for traders seeking consistent growth with moderate risk.

₹4,03,104Total Profit
67.58%Win Rate
11.54×Best R/MDD
₹15,643Max Drawdown
1.28Reward:Risk
0.54Expectancy
₹1,005Avg/Period
2,581Total Trades

Jan 2024 → Apr 2026  ·  ₹0 → ₹4,03,104

Jan 2024Apr 2024Jul 2024Oct 2024Jan 2025Jul 2025Apr 2026
Year JanFebMarAprMayJun JulAugSepOctNovDec TotalMax DDR/MDD
2024 9,21430,34714,6137,643 14,8207,68916,81110,005 10,17532,19817,53413,628 1,84,682−12,25415.28
2025 27,74217,77413,9474,918 6,84710,41719,35412,872 16,64812,44821,93420,483 1,85,390−13,33213.90
2026 9,65927,599−4,2255,998 39,031−15,6438.96
TOTAL 2024 – Apr 2026 · 404 Periods 4,03,104−15,64311.54
₹15,3902024 Avg/Month
₹15,4492025 Avg/Month
₹32,198Best Month '24 (Oct)
₹27,742Best Month '25 (Jan)
₹4,03,104Total Profit
₹15,643Max Drawdown
67.58% WIN
✓ 67.58% — Winning Periods ✗ 32.42% — Losing Periods
Trade Statistics — Mixed
Total Trades2,581
Total Periods404
Win % (Periods)67.58%
Loss % (Periods)32.42%
Avg Profit / Period₹1,005
Max Win Streak8 Periods
Max Losing Streak4 Periods
Risk Metrics — Mixed
Max DD — 2024−₹12,254
Max DD — 2025−₹13,332
Max DD — 2026−₹15,643
R/MDD — 202415.28
R/MDD — 202513.90
Reward to Risk Ratio1.28
Expectancy Ratio0.54
☀ Aggressive
Nifty Aggressive
+ Sensex Aggressive
₹5,26,537Total Profit
67.57%Win Rate
14.65×R / MDD (2024)
22.46×R / MDD (2025)

Maximum profit potential — both Nifty and Sensex run their Aggressive components simultaneously. This combination generated the highest total returns across the backtest period. Drawdowns are proportionally higher but still well-controlled, with an outstanding R/MDD ratio of 14.65 in 2024 and 22.46 in 2025. Best suited for traders prioritising capital growth.

₹5,26,537Total Profit
67.57%Win Rate
14.65×Best R/MDD
₹18,786Max Drawdown
1.26Reward:Risk
0.53Expectancy
₹1,303Avg/Period
2,832Total Trades

Jan 2024 → Apr 2026  ·  ₹0 → ₹5,26,537

Jan 2024Apr 2024Jul 2024Oct 2024Jan 2025Jul 2025Apr 2026
Year JanFebMarAprMayJun JulAugSepOctNovDec TotalMax DDR/MDD
2024 6,23545,29314,67312,621 26,77619,4754,27336,656 18,07035,89726,39925,247 2,71,621−18,78614.65
2025 39,67016,50820,00216,803 30,6569,92422,23810,064 16,36711,91511,87214,032 2,20,056−9,79422.46
2026 −2,68118,97311,9786,589 34,859−9,23714.97
TOTAL 2024 – Apr 2026 · 404 Periods 5,26,537−18,78614.65
₹22,6352024 Avg/Month
₹18,3382025 Avg/Month
₹45,293Best Month '24 (Feb)
₹39,670Best Month '25 (Jan)
₹5,26,537Total Profit
₹18,786Max Drawdown
67.57% WIN
✓ 67.57% — Winning Periods ✗ 32.43% — Losing Periods
Trade Statistics — Aggressive
Total Trades2,832
Total Periods404
Win % (Periods)67.57%
Loss % (Periods)32.43%
Avg Profit / Period₹1,303
Max Win Streak14 Periods
Max Losing Streak3 Periods
Max Days in Any Drawdown18 Periods
Risk Metrics — Aggressive
Max DD — 2024−₹18,786
Max DD — 2025−₹9,794
Max DD — 2026−₹9,237
R/MDD — 202414.65
R/MDD — 202522.46 ✦
R/MDD — 202614.97
Reward to Risk Ratio1.26
Expectancy Ratio0.53
◯ Conservative
Nifty Conservative
+ Sensex Conservative
₹2,11,828Total Profit
60.64%Win Rate
₹8,281Max Drawdown
32.65×R / MDD (2026)

Capital preservation meets consistent income — both Nifty and Sensex run Conservative components with tighter stop controls and smaller per-trade exposure. Maximum drawdown across the entire backtest is just ₹8,281 — a remarkable 2026 R/MDD of 32.65. The smoothest equity curve of all three. Ideal for risk-averse traders or those deploying larger capital.

₹2,11,828Total Profit
60.64%Win Rate
13.04×R/MDD (2024)
₹8,281Max Drawdown
1.44Reward:Risk
0.48Expectancy
₹524Avg/Period
32.65×R/MDD (2026) ✦

Jan 2024 → Apr 2026  ·  ₹0 → ₹2,11,828

Jan 2024Apr 2024Jul 2024Oct 2024Jan 2025Jul 2025Apr 2026
Year JanFebMarAprMayJun JulAugSepOctNovDec TotalMax DDR/MDD
2024 3,38417,4259034,028 12,8676,2006,24813,836 10,50820,6912,6337,865 1,06,594−8,28113.04
2025 6,7693,6685,0117,031 8,2724,54912,025−440 9,3675,9034,47810,654 77,291−7,7959.91
2026 8,00911,1399,209−416 27,942−3,39432.65
TOTAL 2024 – Apr 2026 · 404 Periods 2,11,828−8,28113.04
₹8,8832024 Avg/Month
₹6,4412025 Avg/Month
₹20,691Best Month '24 (Oct)
₹12,025Best Month '25 (Jul)
₹2,11,828Total Profit
₹8,281Lowest Max DD
60.64% WIN
✓ 60.64% — Winning Periods ✗ 39.36% — Losing Periods
Trade Statistics — Conservative
Total Trades1,888
Total Periods404
Win % (Periods)60.64%
Loss % (Periods)39.36%
Avg Profit / Period₹524
Avg Win on Winning Periods₹1,576
Avg Loss on Losing Periods−₹1,097
Max Win Streak10 Periods
Max Losing Streak5 Periods
Max Days in Any Drawdown22 Periods
Risk Metrics — Conservative
Max DD — 2024−₹8,281
Max DD — 2025−₹7,795
Max DD — 2026−₹3,394
R/MDD — 202413.04
R/MDD — 20259.91
R/MDD — 202632.65 ✦
Max Profit in Single Period₹6,099
Max Loss in Single Period−₹3,893
Return / MaxDD Overall11.37
Reward to Risk Ratio1.44
Expectancy Ratio0.48
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⚠ DISCLAIMER

All results shown are based on backtested historical data generated on AlgoTest.in.
These simulations do not represent actual live trading and have NOT been executed in the live market.
Past performance is not indicative of future results. Options trading involves substantial risk of capital loss.
Please consult a SEBI-registered financial advisor before making any investment decisions.

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