Options Strategy Backtest: Test One Options Rule Across Hundreds of Days on US and NSE
Run a multi-leg options rule across every trading day in a date range and get win rate, max drawdown, expectancy, streaks and an equity curve. Relative ATM strikes, weekly/monthly/DTE expiry rules, per-leg stop loss and target, overall MTM rules, commissions and slippage - on both US and NSE options.