Date VIX Open High Low Chg% BankNifty Open High Low Volume Chg% Day Hedge Hedge

% BankNifty Open High Low Volume Chg% Day Hedge Hedge Surv King King Surv Hedge Cumulative Hedge Surv Cumulative King Cumulative King Surv Cumulative Month
2022-3-2 29.2325 28.57 30.8425 28.57 2.32% 35,372.80 35,381.90 35,553.70 34,897.45 211.29 -2.30% Wed 5826 415 5826 415 Mar
2022-3-3 28.155 29.2325 29.2325 27.2225 -3.69% 34,944.30 35,621.15 35,804.15 34,721.15 172.53 -1.21% Thu -5041 -5019 785 0 -4604 0 Mar
2022-3-4 27.9575 28.155 29.925 27.2225 -0.70% 34,407.80 34,526.10 35,097.75 34,094.10 194.47 -1.54% Fri 2059 391 2844 0 -4213 0 Mar
2022-3-7 29.33 27.9575 30.2775 27.9575 4.91% 32,871.25 33,278.15 33,543.30 32,376.50 248.86 -4.47% Mon -5180 1421 -2336 0 -2792 0 Mar
2022-3-8 28.5875 29.33 30.0575 27.1125 -2.53% 33,158.10 32,531.90 33,263.55 32,155.35 276.83 0.87% Tue 1051 -5282 -1285 0 -8074 0 Mar
2022-3-9 27.4675 28.5875 28.5875 27.305 -3.92% 33,815.45 33,278.90 33,969.50 32,948.90 258.46 1.98% Wed 244 7298 -1041 0 -776 0 Mar
2022-3-10 25.5825 27.4675 27.4675 22.9625 -6.86% 34,475.60 35,153.95 35,374.15 34,218.05 273.95 1.95% Thu 1376 195 10378 7366 335 195 9602 7366 Mar
2022-3-11 25.345 25.5825 25.8725 24.58 -0.93% 34,546.25 34,331.00 34,880.05 34,094.30 169.53 0.20% Fri -460 14 -453 -1640 -125 209 9149 5726 Mar
2022-3-14 25.6775 25.345 26.2125 25.09 1.31% 35,312.15 34,660.25 35,435.10 34,625.05 193.3 2.22% Mon -1520 143 6764 2969 -1645 352 15913 8695 Mar
2022-3-15 26.73 25.6775 27.5425 23.6575 4.10% 35,022.65 35,467.95 35,643.80 34,706.05 224.19 -0.82% Tue 915 13 -5184 730 -730 365 10729 9425 Mar
2022-3-16 24.1175 26.73 26.73 24.0125 -9.77% 35,748.25 35,555.75 35,806.35 35,461.55 173.8 2.07% Wed 2255 2232 2341 2195 1525 2597 13070 11620 Mar
2022-3-17 22.61 24.1175 24.1175 20.77 -6.25% 36,428.55 36,302.00 36,611.95 36,261.65 181.95 1.90% Thu 7394 7630 890 1348 8919 10227 13960 12968 Mar
2022-3-21 24.6225 22.61 24.7125 22.61 8.90% 36,018.50 36,545.85 36,600.20 35,900.20 128.66 -1.13% Mon 1084 361 2468 1262 10003 10588 16428 14230 Mar
2022-3-22 24.07 24.6225 25.1575 23.76 -2.24% 36,348.55 35,975.60 36,468.80 35,384.75 202.89 0.92% Tue 492 364 -5036 -3502 10495 10952 11392 10728 Mar
2022-3-23 24.7475 24.07 24.975 20.455 2.81% 36,147.35 36,627.70 36,827.60 36,064.75 197.9 -0.55% Wed -5031 -1622 -5004 -5036 5464 9330 6388 5692 Mar
2022-3-24 23.93 24.7475 25.53 23.8125 -3.30% 35,527.10 35,633.70 35,957.70 35,421.70 205.18 -1.72% Thu 2691 2364 5492 4159 8155 11694 11880 9851 Mar
2022-3-25 23.43 23.93 24.2725 22.91 -2.09% 35,410.10 35,700.40 35,717.40 35,203.85 157 -0.33% Fri 951 952 -876 -1325 9106 12646 11004 8526 Mar
2022-3-28 22.61 23.43 24.2125 19.59 -3.50% 35,710.50 35,488.70 35,770.80 35,016.30 197.02 0.85% Mon 516 2568 3681 -1015 9622 15214 14685 7511 Mar
2022-3-29 21.3025 22.61 22.61 21.1025 -5.78% 35,847.40 35,931.75 35,977.20 35,506.55 177.14 0.38% Tue 2056 246 2175 -55 11678 15460 16860 7456 Mar
2022-3-30 20.61 21.3025 21.3025 19.73 -3.25% 36,334.30 36,241.55 36,421.10 36,070.55 325.64 1.36% Wed 1315 -846 2675 2391 12993 14614 19535 9847 Mar
2022-3-31 20.56 20.61 20.9425 20.2125 -0.24% 36,373.60 36,457.20 36,590.85 36,278.15 188.14 0.11% Thu 7166 4140 1548 2779 20159 18754 21083 12626 Mar
2022-4-1 18.435 20.56 20.855 18.12 -10.34% 37,148.50 36,298.35 37,209.80 36,242.35 245.69 2.13% Fri -3581 3210 12544 4801 16578 21964 33627 17427 Apr
2022-4-4 17.9075 18.435 18.825 17.5925 -2.86% 38,635.20 37,824.95 38,765.85 37,665.55 309.17 4.00% Mon -5002 -829 355 1611 11576 21135 33982 19038 Apr
2022-4-5 18.4875 17.9075 18.63 16.79 3.24% 38,067.90 38,731.30 38,759.25 37,935.95 220.56 -1.47% Tue 2186 225 -1716 -1812 13762 21360 32266 17226 Apr
2022-4-6 19.0225 18.4875 19.2825 16.81 2.89% 37,632.80 37,711.30 37,868.50 37,513.85 198.85 -1.14% Wed 3421 3456 -5000 -3563 17183 24816 27266 13663 Apr
2022-4-7 18.9975 19.0225 19.49 17.7175 -0.13% 37,557.35 37,421.75 37,975.90 37,346.80 245.02 -0.20% Thu -5111 -3811 -5032 106 12072 21005 22234 13769 Apr
2022-4-8 17.6875 18.9975 20.0875 17.53 -6.90% 37,752.05 37,619.70 37,884.20 37,405.20 202.24 0.52% Fri 3332 3349 308 2011 15404 24354 22542 15780 Apr
2022-4-11 18.27 17.6875 19.145 16.6425 3.29% 37,613.80 37,591.75 37,941.75 37,524.45 132.10 -0.37% Mon 2785 -891 -489 -2435 18189 23463 22053 13345 Apr
2022-4-12 18.1575 18.27 18.6725 15.085 -0.62% 37,747.40 37,407.40 37,920.60 37,264.45 171.03 0.36% Tue 394 3896 1474 1119 18583 27359 23527 14464 Apr
2022-4-13 17.785 18.1575 18.4025 16.1925 -2.05% 37,463.40 37,887.30 37,988.60 37,408.20 143.26 -0.75% Wed 182 2629 2861 4730 18765 29988 26388 19194 Apr
2022-4-18 19.335 17.785 20.4825 17.785 8.72% 36,729.00 36,833.15 36,965.85 36,441.35 182.94 -1.96% Mon 3150 491 4485 2459 21915 30479 30873 21653 Apr
2022-4-19 19.775 19.335 20.8075 14.6275 2.28% 36,341.60 36,806.80 37,123.55 35,926.30 216.34 -1.05% Tue 74 -678 -4956 44 21989 29801 25917 21697 Apr
2022-4-20 18.6725 19.775 20.265 17.835 -5.58% 36,314.90 36,482.60 36,513.85 36,114.05 153.38 -0.07% Wed 2550 -2734 -2649 -2359 24539 27067 23268 19338 Apr
2022-4-21 17.8525 18.6725 18.6725 13.35 -4.39 36,816.10 36,513.10 36,913.35 36,395.70 132.69 1.38% Thu 2062 1109 40 96 26601 28176 23308 19434 Apr
2022-4-22 18.3525 17.8125 18.7575 17.8125 2.80% 36,044.75 36,514.15 36,578.95 35,991.50 140.13 -2.10% Fri -464 1338 3476 1320 26137 29514 26784 20754 Apr
2022-4-25 21.0625 18.7425 21.75 18.7425 14.77% 36,082.35 35,792.35 36,270.15 35,511.40 183.09 0.10% Mon -1730 428 -5004 1456 24407 29942 21780 22210 Apr
2022-4-26 19.2425 20.4125 20.4125 19.0125 -9.48% 36,404.80 36,496.00 36,599.50 36,269.85 143.18 0.89% Tue 1742 -5 -1779 -1898 26149 29937 20001 20312 Apr
2022-4-27 20.64 19.8425 21.355 19.835 7.26% 36,028.85 36,030.05 36,170.45 35,750.40 134.18 -1.03% Wed 2198 2210 4384 1977 28347 32147 24385 22289 Apr
2022-4-28 19.3775 19.335 20.56 19.025 -6.12% 36,422.20 36,183.15 36,500.00 35,952.65 137.17 1.09% Thu -2046 321 7482 2011 26301 32468 31867 24300 Apr
2022-4-29 19.36 18.745 19.6475 18.215 -0.09% 36,088.15 36,503.15 36,715.65 35,982.55 172.46 -0.92% Fri -389 -1558 2235 -2760 25912 30910 34102 21540 Apr
2022-5-2 20.2825 19.415 21.0625 19.415 4.47% 36,163.75 35,627.60 36,235.25 35,618.20 170.19M 0.21% Mon 1404 749 -2929 -628 27316 31659 31173 20912 May
2022-5-4 21.8775 20.2825 22.3875 18.4275 7.86% 35,264.55 36,273.55 36,298.25 35,130.00 214.46K -2.49% Wed -5292 -5184 -5001 1078 22024 26475 26172 21990 May
2022-5-5 20.2075 20.3625 20.6625 19.615 -7.63% 35,232.85 35,676.20 35,932.95 35,135.75 167.16K -0.09% Thu -5028 -5028 -5015 -2042 16996 21447 21157 19948 May
2022-5-6 21.0025 19.3325 21.81 19.3325 3.93% 34,591.20 34,621.65 34,797.75 34,353.40 199.13K -1.82% Fri 2294 2324 -5036 365 19290 23771 16121 20313 May
2022-5-9 22.12 18.96 22.5175 18.96 5.32% 34,275.40 34,168.15 34,538.30 33,932.15 179.87K -0.91% Mon 1728 -3291 -2701 -5032 21018 20480 13420 15281 May
2022-5-10 22.3025 22.0325 22.515 21.2175 1.23% 34,482.65 34,181.20 34,781.80 34,176.80 137.96M 0.60% Tue 2234 1298 -3611 -760 23252 21778 9809 14521 May
2022-5-11 22.8025 22.3025 24.1875 20.4825 2.24% 34,693.15 34,686.30 34,793.20 34,143.20 179.51M 0.61% Wed -5138 2011 -5001 1059 18114 23789 4808 15580 May
2022-5-12 24.265 22.8025 25.315 21.15 6.41% 33,532.15 34,289.10 34,341.20 33,297.65 382.11M -3.35% Thu -5082 2096 5284 3882 13032 25885 10092 19462 May
2022-5-13 23.485 24.265 24.265 20.9675 -3.21% 33,121.35 33,925.95 34,002.20 33,007.90 272.71M -1.23% Fri -3242 -981 -2866 -1722 9790 24904 7226 17740 May
2022-5-16 24.5275 23.485 24.7125 21.275 4.44% 33,597.60 33,256.00 33,821.65 33,001.75 195.14M 1.44% Mon 452 2269 -1768 968 10242 27173 5458 18708 May
2022-5-17 22.7425 24.5275 24.84 17.095 -7.28% 34,301.90 33,796.20 34,366.05 33,680.60 161.50M 2.10% Tue -46 2961 1412 2530 10196 30134 6870 21238 May
2022-5-18 22.295 22.7425 23.06 21.34 -1.97% 34,163.70 34,448.20 34,655.80 34,134.70 146.78M -0.40% Wed 1175 2972 -5010 -1111 11371 33106 1860 20127 May
2022-5-19 24.5575 22.295 25.1475 22.295 10.15% 33,315.65 33,461.00 33,633.95 33,180.60 150.36M -2.48% Thu 5801 3846 2485 -1198 17172 36952 4345 18929 May
2022-5-20 23.1 24.5575 24.5575 22.4425 -5.94% 34,276.40 33,765.15 34,358.05 33,658.05 129.37M 2.88% Fri -2295 1809 1834 -420 14877 38761 6179 18509 May
2022-5-23 23.3975 23.1 23.975 20.5 1.29% 34,247.60 34,321.40 34,819.95 34,117.35 155.98M -0.08% Mon 2455 -145 249 2722 17332 38616 6428 21231 May
2022-5-24 25.635 23.3975 25.99 23.155 9.56% 34,290.15 34,223.20 34,586.45 34,115.80 163.68M 0.12% Tue 2640 2685 -3105 -444 19972 41301 3323 20787 May
2022-5-25 25.2825 25.635 25.635 24.3625 -1.38% 34,339.50 34,491.80 34,722.60 34,285.80 153.59M 0.14% Wed 1542 1598 -2725 -36 21514 42899 598 20751 May
2022-5-26 22.7175 25.2825 25.2825 22.535 -10.15% 35,094.90 34,670.60 35,222.05 34,424.75 191.47M 2.20% Thu -5009 3139 5482 1174 16505 46038 6080 21925 May
2022-5-27 21.48 22.7175 22.7175 21.2 -5.45% 35,613.30 35,326.60 35,694.85 35,291.95 132.56M 1.48% Fri 860 -524 -1720 -2458 17365 45514 4360 19467 May
2022-5-30 19.98 21.48 21.48 19.72 -6.98% 35,826.95 35,958.80 36,083.70 35,748.45 126.99M 0.60% Mon 524 995 -2838 -856 17889 46509 1522 18611 May
2022-5-31 20.4775 19.8375 20.7475 19.72 2.49% 35,487.40 35,615.30 35,881.95 35,288.95 149.26M -0.95% Tue 1335 1284 1341 1319 19224 47793 2863 19930 May
2022-6-1 20.845 20.4775 21.3375 18.23 1.79% 35,620.80 35,358.95 35,768.70 35,285.45 100.78M 0.38% Wed 1978 -1244 1430 -245 21202 46549 4293 19685 Jun
2022-6-2 20.32 20.845 20.9975 18.3825 -2.52% 35,613.65 35,470.95 35,676.20 35,385.00 140.71M -0.02% Thu 2889 -152 141 -372 24091 46397 4434 19313 Jun
2022-6-3 19.975 20.32 20.32 18.735 -1.70% 35,275.05 35,929.55 35,958.45 35,175.10 104.82M -0.95% Fri -4004 1886 7240 1450 20087 48283 11674 20763 Jun
2022-6-6 20.2025 19.975 20.6825 18.65 1.14% 35,310.20 35,159.15 35,424.50 35,072.30 100.77M 0.10% Mon 1544 -1674 -2348 -3314 21631 46609 9326 17449 Jun
2022-6-7 20.425 20.2025 21.07 19.4325 1.10% 34,996.00 35,080.80 35,154.30 34,834.40 91.65M -0.89% Tue 911 879 1828 -166 22542 47488 11154 17283 Jun
2022-6-8 19.8375 20.425 20.6875 19.3875 -2.88% 34,946.15 35,165.65 35,449.90 34,831.75 124.57M -0.14% Wed 4761 748 5460 -662 27303 48236 16614 16621 Jun
2022-6-9 19.14 19.8375 19.8375 18.155 -3.52% 35,085.45 34,802.25 35,149.10 34,659.10 100.85M 0.40% Thu 674 1156 -536 -100 27977 49392 16078 16521 Jun
2022-6-10 19.575 19.14 19.755 18.255 2.27% 34,483.80 34,686.95 34,752.45 34,346.65 90.05M -1.71% Fri 524 -804 1461 1508 28501 48588 17539 18029 Jun
2022-6-13 22.365 19.575 22.8025 19.575 14.25% 33,405.85 33,728.65 33,774.05 33,210.35 131.88M -3.13% Mon 936 -464 472 -555 29437 48124 18011 17474 Jun
2022-6-14 21.8875 22.365 22.635 18.9475 -2.14% 33,311.35 33,180.60 33,618.15 33,123.90 113.20M -0.28% Tue 1655 -94 -2604 738 31092 48030 15407 18212 Jun
2022-6-15 22.1475 21.8875 22.365 20.95 1.19% 33,339.00 33,317.80 33,554.55 33,249.55 90.84M 0.08% Wed 839 -1602 -985 602 31931 46428 14422 18814 Jun
2022-6-16 22.8675 22.1475 28.13 19.7475 3.25% 32,617.10 33,648.80 33,756.50 32,537.95 129.46M -2.17% Thu -5059 3366 -5095 3360 26872 49794 9327 22174 Jun
2022-6-17 22.7575 22.8675 23.69 18.0225 -0.48% 32,743.05 32,393.45 32,889.80 32,290.55 139.83M 0.39% Fri 550 -3534 612 -3501 27422 46260 9939 18673 Jun
2022-6-20 22.4125 22.7575 23.635 16.0025 -1.52% 32,684.80 32,873.40 32,926.10 32,426.40 144.37M -0.18% Mon 2375 1330 -955 -878 29797 47590 8984 17795 Jun
2022-6-21 21.1425 22.4125 22.4125 20.48 -5.67% 33,191.75 32,978.05 33,593.80 32,797.55 258.14M 1.55% Tue -1566 645 801 -330 28231 48235 9785 17465 Jun
2022-6-22 21.3 21.1425 21.785 19.32 0.74% 32,845.30 33,051.65 33,106.95 32,758.15 134.96M -1.04% Wed 2395 2440 2356 2291 30626 50675 12141 19756 Jun
2022-6-23 20.88 21.3 21.71 18.355 -1.97% 33,135.00 32,927.40 33,431.75 32,652.15 193.13M 0.88% Thu -5050 -155 -5112 -5004 25576 50520 7029 14752 Jun
2022-6-24 20.55 20.88 21.2725 18.6825 -1.58% 33,627.45 33,434.80 33,721.90 33,390.85 149.78M 1.49% Fri 1904 1864 -494 1839 27480 52384 6535 16591 Jun
2022-6-27 21.005 20.55 21.12 19.545 2.21% 33,811.25 34,126.20 34,147.50 33,735.50 111.40M 0.55% Mon 1209 -61 1209 1276 28689 52323 7744 17867 Jun
2022-6-28 21.45 21.005 21.68 20.5125 2.12% 33,642.45 33,578.20 33,745.30 33,503.30 124.95M -0.50% Tue 1694 1700 -5001 -319 30383 54023 2743 17548 Jun
2022-6-29 21.9 21.45 22.085 21.45 2.10% 33,269.90 33,273.55 33,422.80 33,185.25 140.80M -1.11% Wed 989 -1326 941 941 31372 52697 3684 18489 Jun
2022-6-30 21.84 21.9 22.2725 21.5375 -0.27% 33,425.10 33,180.70 33,659.30 33,179.60 149.54M 0.47% Thu 6781 4864 -5218 945 38153 57561 -1534 19434 Jun
2022-7-1 21.25 21.84 22.43 21.1425 -2.70% 33,539.45 33,264.75 33,666.50 33,080.45 149.94M 0.34% Fri 527 1661 3956 1066 38680 59222 2422 20500 Jul
2022-7-4 20.9725 21.25 22.2475 20.9225 -1.31% 33,940.90 33,558.85 33,978.50 33,515.60 152.56M 1.20% Mon 1522 1628 -641 2700 40202 60850 1781 23200 Jul
2022-7-5 20.7875 20.9725 20.9925 20.235 -0.88% 33,815.90 34,084.70 34,361.05 33,757.00 115.01M -0.37% Tue -2161 320 6017 2192 38041 61170 7798 25392 Jul
2022-7-6 20.2675 20.7875 20.7875 19.8225 -2.50% 34,324.25 33,929.40 34,388.50 33,876.15 122.74M 1.50% Wed 223 -2199 -3985 1125 38264 58971 3813 26517 Jul
2022-7-7 19.2025 20.2675 20.2675 19.0125 -5.25% 34,920.30 34,627.40 34,965.75 34,553.10 183.97M 1.74% Thu 2580 -404 2449 2360 40844 58567 6262 28877 Jul
2022-7-8 18.395 19.2025 19.2025 18.22 -4.21% 35,124.05 35,258.90 35,262.10 34,977.75 108.96M 0.58% Fri 1544 1474 -2996 -564 42388 60041 3266 28313 Jul
2022-7-11 18.3675 18.395 19.215 16.6475 -0.15% 35,469.65 35,017.60 35,543.10 35,006.55 130.63M 0.98% Mon -230 1226 2936 1284 42158 61267 6202 29597 Jul
2022-7-12 18.5475 18.3675 18.6375 17.3 0.98% 35,132.25 35,298.70 35,419.65 35,047.50 113.40M -0.95% Tue 966 1038 968 1024 43124 62305 7170 30621 Jul
2022-7-13 18.52 18.5475 18.7625 17.735 -0.15% 34,827.80 35,259.80 35,308.15 34,757.60 103.45M -0.87% Wed -3889 2250 4404 751 39235 64555 11574 31372 Jul
2022-7-14 18.3875 17.75 18.6875 17.75 -0.72% 34,644.10 34,814.30 35,025.85 34,560.30 121.23K -0.53% Thu 2034 226 -5010 2415 41269 64781 6564 33787 Jul
2022-7-15 17.5975 18.34 18.34 17.53 -4.05% 34,682.65 34,734.45 34,899.95 34,463.90 99.15M 0.09% Fri 670 -730 -5069 -2444 41939 64051 1495 31343 Jul
2022-7-18 17.16 17.5975 18.1825 16.47 -2.49% 35,358.70 34,841.85 35,382.50 34,804.40 146.65M 1.95% Mon -2840 2340 11092 4776 39099 66391 12587 36119 Jul
2022-7-19 17.2025 17.16 17.6675 16.3525 0.25% 35,720.35 35,113.25 35,761.65 35,110.50 183.42M 1.02% Tue -3689 -205 -3450 -1309 35410 66186 9137 34810 Jul
2022-7-20 16.8225 17.2025 17.2725 15.6575 -2.21% 35,972.10 36,061.30 36,182.70 35,876.55 173.39M 0.70% Wed 1675 -11 -2771 -560 37085 66175 6366 34250 Jul
2022-7-21 16.8575 16.8225 17.2075 15.9725 0.21% 36,201.00 36,026.55 36,331.70 35,887.35 153.82M 0.64% Thu 3281 420 -3888 650 40366 66595 2478 34900 Jul
2022-7-22 16.65 16.8575 16.9625 16.1625 -1.23% 36,738.95 36,322.90 36,823.45 36,286.35 143.65M 1.49% Fri -1325 1282 445 386 39041 67877 2923 35286 Jul
2022-7-25 17.68 16.65 17.9075 16.1775 6.19% 36,726.40 36,766.70 37,011.20 36,464.65 139.72M -0.03% Mon 1885 1285 -1888 -1175 40926 69162 1035 34111 Jul
2022-7-26 18.17 17.68 18.2675 17.355 2.77% 36,408.50 36,688.55 36,695.75 36,334.10 114.00M -0.87% Tue 1418 -266 458 618 42344 68896 1493 34729 Jul
2022-7-27 18.08 18.4 18.6275 18.0525 -0.50% 36,785.10 36,359.05 36,806.05 36,251.95 112.92K 1.03% Wed -3984 1769 2098 -1057 38360 70665 3591 33672 Jul
2022-7-28 17.0125 18.13 18.13 16.8375 -6.16% 37,378.15 37,102.45 37,414.40 37,028.50 172.52M 1.62% Thu 2715 1822 1479 3126 41075 72487 5070 36798 Jul
2022-7-29 16.5375 18.645 18.645 16.4925 -2.79% 37,514.00 37,681.80 37,737.90 37,223.40 160.09K 0.36% Fri 709 230 701 -545 41784 72717 5771 36253 Jul
2022-8-1 17.485 16.55 17.625 15.8925 5.65% 37,903.20 37,594.15 37,939.60 37,407.20 346.40M 1.10% Mon -1118 1823 6689 3072 40666 74540 12460 39325 Aug
2022-8-2 18.53 17.485 18.755 17.485 5.98% 38,024.00 37,767.70 38,179.85 37,632.30 317.26M 0.32% Tue -1750 -1456 -2392 -2785 38916 73084 10068 36540 Aug
2022-8-3 18.45 18.53 19.1725 17.95 -0.43% 37,989.25 37,954.55 38,068.60 37,692.95 200.31M -0.09% Wed 2671 -988 -1836 -558 41587 72096 8232 35982 Aug
2022-8-4 19.2575 18.45 21.06 17.625 4.38% 37,755.55 38,111.05 38,231.85 37,249.50 186.30M -0.62% Thu -5022 -1434 -5010 -5149 36565 70662 3222 30833 Aug
2022-8-5 18.915 19.2575 19.39 18.0075 -1.78% 37,920.60 37,868.25 38,150.45 37,779.90 175.94M 0.44% Fri 2948 1336 -5024 -255 39513 71998 -1802 30578 Aug
2022-8-8 19.3025 18.915 20.18 17.78 2.05% 38,237.40 37,847.35 38,302.35 37,681.45 174.06M 0.84% Mon -1381 2002 -286 -406 38132 74000 -2088 30172 Aug
2022-8-10 19.5875 19.3025 20.77 18.8575 1.48% 38,287.85 38,298.85 38,402.95 38,155.30 163.93M 0.13% Wed 1603 -195 1603 1089 39735 73805 -485 31261 Aug
2022-8-11 18.355 19.5875 19.5875 18.2 -6.29% 38,879.85 38,712.95 38,932.10 38,648.90 200.94M 1.55% Thu 1031 1646 61 606 40766 75451 -424 31867 Aug
2022-8-12 17.6075 18.355 18.525 17.41 -4.07% 39,042.30 38,942.45 39,088.90 38,739.95 125.30M 0.42% Fri 2145 2122 1658 2641 42911 77573 1234 34508 Aug
2022-8-16 17.685 17.6075 18.355 17.005 0.44% 39,239.65 39,284.10 39,444.60 39,119.90 0.00 0.51% Tue 1248 1312 1360 1326 44159 78885 2594 35834 Aug
2022-8-17 17.6775 17.685 17.7875 16.5475 -0.04% 39,461.70 39,351.30 39,504.50 39,202.80 169.78M 0.57% Wed 604 571 3654 2136 44763 79456 6248 37970 Aug
2022-8-18 17.35 17.6775 18.44 16.715 -1.85% 39,656.15 39,324.40 39,703.70 39,291.15 137.21M 0.49% Thu 1104 -454 -5035 -2569 45867 79002 1213 35401 Aug
2022-8-19 18.285 17.35 18.5675 16.875 5.39% 38,985.95 39,732.65 39,759.15 38,848.40 148.15M -1.69% Fri -5036 1370 461 -866 40831 80372 1674 34535 Aug
2022-8-22 19.0375 18.285 19.295 17.2 4.12% 38,297.75 38,693.65 38,732.85 38,247.25 124.27M -1.77% Mon 2235 1316 4356 34 43066 81688 6030 34569 Aug
2022-8-23 19.05 19.0375 19.59 18.1775 0.07% 38,697.65 37,955.45 38,869.90 37,950.85 176.42M 1.04% Tue -5119 378 -5099 -2721 37947 82066 931 31848 Aug
2022-8-24 18.43 19.05 19.3425 17.9875 -3.25% 39,038.50 38,552.70 39,120.80 38,552.20 214.86M 0.88% Wed 1111 544 -5040 -1939 39058 82610 -4109 29909 Aug
2022-8-25 19.57 18.43 20.215 17.275 6.19% 38,950.75 39,190.05 39,471.75 38,803.70 333.39M -0.22% Thu 450 -1188 -5010 -2288 39508 81422 -9119 27621 Aug
2022-8-26 18.215 19.57 19.57 15.825 -6.92% 38,987.15 39,129.65 39,337.10 38,846.80 196.34M 0.09% Fri -434 -4576 -401 -530 39074 76846 -9520 27091 Aug
2022-8-29 19.8225 18.215 21.205 18.215 8.83% 38,276.70 38,111.60 38,397.10 37,943.85 158.05M -1.82% Mon 3000 860 1329 1548 42074 77706 -8191 28639 Aug
2022-8-30 18.7 19.8225 19.8225 17.2575 -5.66% 39,536.75 38,516.95 39,606.55 38,472.70 176.78M 3.29% Tue -5056 5730 15302 6944 37018 83436 7111 35583 Aug
Metrics Hedge Hedge_Surv King King_Surv
Start 2-Mar-2022 10-Mar-2022 2-Mar-2022 10-Mar-2022
End 30-Aug-2022 30-Aug-2022 30-Aug-2022 30-Aug-2022
Equity initial [Rs] 200000 200000 200000 200000
Equity Final [Rs] 237018 283436 207111 235583
Equity Peak [Rs] 245867 283436 234102 239325
Return [%] 15.2 41.6 3.3 13.6
Return (Ann.) [%] 38 89 7 38
Volatility (Ann.) [%] 33.7 38.8 36.2 26.7
Risk (Ann.) [%] 22.9 15.9 32.8 18.1
Max. Drawdown [%] -9.28 -5.99 -21.81 -6.12
Avg. Drawdown [%] -3.39 -1.1 -6.81 -2.19
Max. Drawdown Duration 31 13 84 47
2nd Max. Drawdown Duration 23 7 17 19
Avg. Drawdown Duration 10.8 3.7 19.8 9.5
Continuous Win Streak 8 8 6 7
Continuous Loss Streak 3 4 7 5
N Trades 124 118 124 118
Win Rate [%] 68.5 66.9 53.2 54.2
Avg Win [Rs] 1910.8 1731.4 3077.2 1919.6
Avg Loss [Rs] -3215.4 -1367.8 -3379 -1616.2
Max Profit [Rs] 7394 7630 15302 7366
Max Loss [Rs] -5292 -5184 -5282 -5149
Avg Trade [Rs] 298.5 707.1 57.3 301.6
MTM: -5000 to -4000 17 3 26 4
MTM: -4000 to -3000 5 3 5 4
MTM: -3000 to -2000 4 2 11 10
MTM: -2000 to -1000 7 9 6 12
MTM: -1000 to 0 6 22 10 24
MTM: 0 to 1000 25 25 18 16
MTM: 1000 to 2000 26 26 15 22
MTM: 2000 to 3000 23 17 11 16
MTM: 3000 to 5000 5 9 8 8
MTM: 5000 to 7500 5 2 10 2
Sharpe Ratio 1.13 2.29 0.19 1.42
Sortino Ratio 2.8 16 0.4 4
Calmar Ratio 4.92 23.92 0.34 7.55
Profit Factor 1.3 2.6 1 1.4
Expectancy [%] 0.1 0.4 0 0.2
SQN 1.2 3.8 0.2 1.4

AmazeAlgos Monthly Performance

Algo Name Algo King Algo Hedge Algo King Survivor Algo Hedge Survivor
Mar 2022 21083 10.54% 20159 10.08% 12626 6.31% 18754 9.38%
Apr 2022 13019 6.51% 5753 2.88% 8914 4.46% 12156 6.08%
May 2022 -31239 -15.62% -6688 -3.34% -1610 -0.81% 16883 8.44%
Jun 2022 -4397 -2.20% 18929 9.46% -496 -0.25% 9768 4.88%
Jul 2022 7305 3.65% 3631 1.82% 16819 8.41% 15156 7.58%
Aug 2022 1340 0.67% -4766 -2.38% -670 -0.34% 10719 5.36%
Sep 2022
Oct 2022
Nov 2022
Dec 2022
Jan 2023
Feb 2023
Total 7111 3.56% 37018 18.51% 35583 17.79% 83436 41.72%
Contact Telegram : @AmazeAlgos Channel : https://t.me/Amaze_Algos Web : https://www.amazealgos.com