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The options backtesting platform Indian traders actually use.

Multi-leg NIFTY and SENSEX strategies. 8 prebuilt templates or describe your own in plain English. Full Greeks. Two years of tick-level data.

Launch Terminal → See the output
8 templatesStraddle · Strangle · Condor …
Full GreeksΔ Γ Θ ν ρ · every leg
2 yrs dataNIFTY + SENSEX tick-level
backtest.log — short_straddle_nifty
Strategyshort_straddle_nifty
UnderlyingNIFTY 50
LegsCE SELL @ ATM + PE SELL @ ATM
ExpiryWeekly
Period2024-01-01 → 2025-12-31
Net P&L+ ₹1,24,580
Max DD− ₹18,200
Win Rate68.2%
Sharpe2.14
Trades104
NIFTY24,812.05+0.58%
BANKNIFTY51,204.80+0.32%
SENSEX81,442.00−0.12%
FINNIFTY23,108.15+0.41%
INDIA VIX12.84−2.11%
NIFTY 24800 CE142.30+6.80%
NIFTY 24800 PE98.10−5.20%
SENSEX 81500 CE412.75+2.10%
NIFTY24,812.05+0.58%
BANKNIFTY51,204.80+0.32%
SENSEX81,442.00−0.12%
FINNIFTY23,108.15+0.41%
INDIA VIX12.84−2.11%
NIFTY 24800 CE142.30+6.80%
NIFTY 24800 PE98.10−5.20%
SENSEX 81500 CE412.75+2.10%
01 Why AlgoTradersLab

Built for traders who want proof, not vibes.

Indian markets, natively

NIFTY + SENSEX options. No forex fluff.

Every instrument, every strike, every expiry. Weekly, monthly, far-month chains. Not a generic equities tool with an India skin — built from the chain up for Indian options.

₹
Real history, not synthetic

Two years of tick-level data.

Jan 2024 through Dec 2025. Every option contract, every Greek, parquet-compressed and indexed. Your backtest runs against what actually happened — not a simulator.

Δ
Multi-leg from day one

Straddles. Condors. Custom spreads.

Any combination of legs, any strike, any expiry. Greeks calculated per leg and aggregated across the position, on every bar. The hard part is already done.

Θ
02 How it works

Describe. Backtest. Iterate.

01

Describe

Pick one of 8 templates, or type your strategy in plain English. The rule-based parser understands straddles, strangles, condors, indicators, exits, re-entries.

# plain English works
> short straddle on NIFTY
  weekly, ATM, SL 25% combined
# parsed to:
strategy: short_straddle
legs: CE SELL, PE SELL
strike: ATM
sl: 25% combined
02

Backtest

Runs against two years of tick-level NIFTY and SENSEX data. Celery workers parallelize the load — most backtests finish in seconds.

[engine] loading 2024-2025
[engine] 1.2M option ticks loaded
[engine] 104 trades simulated
[engine] greeks computed per leg
[engine] done in 4.8s
03

Iterate

Equity curve, drawdown, return distribution, per-trade log, Greek exposures over time. Tweak the strike, expiry, exit rule. Re-run.

net_pnl      +₹1,24,580
max_dd       -₹18,200
win_rate     68.2%
sharpe       2.14
# adjust strike to OTM 1%?
03 Preview · what you actually see

Every trade, every Greek, every bar. Laid bare.

dashboard.html — short_straddle_nifty · 2024-01 → 2025-12
▲ +124,580 Sharpe 2.14 104 trades
Equity Curve · ₹
+ ₹1,24,580
CAGR · 41.8%
Drawdown · ₹
− ₹18,200
Max · 6 days recovery
Trade log · last 6
Date Leg P&L
25 Dec 2025CE SELLPE SELL+₹2,180
18 Dec 2025CE SELLPE SELL+₹1,420
11 Dec 2025CE SELLPE SELL−₹3,100
04 Dec 2025CE SELLPE SELL+₹2,940
27 Nov 2025CE SELLPE SELL+₹1,860
20 Nov 2025CE SELLPE SELL+₹2,210
Δ Delta
−0.024
Γ Gamma
0.0011
Θ Theta
+142.30
ν Vega
−38.40
Interface preview · live dashboard available after login.
04 What's inside

Everything a serious options trader actually needs.

⚙

Backtest engine

Celery-backed, parallelized across options chains. Thousands of trades simulated in seconds against real tick data.

engine · v3
Δ

Full Greeks

Delta, Gamma, Theta, Vega, Rho computed per leg on every bar. Position-level Greeks aggregated across multi-leg spreads.

per leg · per bar
≡

Multi-leg builder

Straddles, strangles, iron condors, butterflies, calendars, custom spreads. Any strike, any expiry, any ratio.

unlimited legs
λ

Strategy parser

Describe a strategy in plain English. A rule-based parser converts it to a runnable config. No code required.

no-code · natural language
AI

AI chatbox

Ask "what if I exit at 50% profit?" and iterate on the config conversationally. Built on top of your saved strategies.

conversational · iterative
∿

Analytics

Equity curve, drawdown timeline, return distribution, per-trade P&L log, Greek exposure over time. Exportable CSV.

exportable · auditable
05 Templates & Prompts

Eight ready templates. Or just describe what you want.

Built-in strategy templates

Click a template, pick your strike and expiry, run. Every template supports NIFTY, BANKNIFTY, FINNIFTY, and SENSEX.

01 Short Straddle Sell ATM call + ATM put. Credit strategy for range-bound days. Credit
02 Long Straddle Buy ATM call + ATM put. Breakout play either direction. Debit
03 Short Strangle Sell OTM call + OTM put. Wider wings, smaller premium, lower risk. Credit
04 Long Strangle Buy OTM call + OTM put. Cheaper breakout bet than a long straddle. Debit
05 Iron Condor Four legs: short inner spreads, long outer wings. Defined-risk neutral play. Neutral
06 Iron Butterfly Sell ATM straddle, hedge with wings. Max profit at ATM pin. Neutral
07 Bull Put Spread Sell ATM put, buy lower put. Defined-risk bullish credit spread. Credit
08 Bear Call Spread Sell ATM call, buy higher call. Defined-risk bearish credit spread. Credit

Or type it. The parser gets it.

Real prompts the engine handles — right now. Stop losses, re-entries, indicators, nested conditions. All in plain English.

Short straddle on NIFTY: Sell ATM CE and ATM PE at 9:20 AM, square off at 3:15 PM. Weekly expiry. Combined stop loss 20%.
strategy short_straddle
strike ATM
sl 20% combined
expiry weekly
Buy NIFTY ATM call. Entry only when RSI(14) of NIFTY crosses above 30. Square off 3:15 PM. SL 25%.
leg CE BUY @ ATM
entry RSI(14) > 30
sl 25%
Iron condor on NIFTY: Sell ATM+100 CE, buy ATM+200 CE, sell ATM−100 PE, buy ATM−200 PE. Weekly. Combined SL 30%.
strategy iron_condor
legs 4 legs, symmetric
sl 30% combined
Short straddle on NIFTY with trailing SL: trigger at 15% profit, trail by 10%. Hard SL 30%. Re-enter up to 2 times.
trail 15% trigger, 10% trail
hard sl 30%
reentry max 2
Basic Single Leg Short Straddle/Strangle Long Straddle/Strangle Iron Condor/Butterfly Technical Indicators Risk Management Nested Indicators Price Action Monthly Expiry
8tpl
Prebuilt strategy templates
2yrs
NIFTY + SENSEX tick data
5Greeks
Δ Γ Θ ν ρ · per leg
0install
Runs in your browser
06 Answers

Questions traders keep asking us.

Which markets does it cover?
NIFTY 50 and SENSEX options chains — weekly and monthly expiries, every strike, Jan 2024 through Dec 2025. The parser also accepts BANKNIFTY and FINNIFTY as the underlying.
Do I need to write code?
No. Pick a template, build it leg-by-leg in the GUI, or describe it in plain English. The engine handles the Python — you get clean output.
How fresh is the data?
End-of-day updates for the current period. Historical coverage is tick-level, expiry-wise, with full Greeks already calculated — no need to price-derive on every run.
Can I trade live from here?
Not yet. AlgoTradersLab is backtest-first: prove your edge on real history before risking capital. Live signal export is on the roadmap.
Does it work with my broker?
Broker-agnostic. You backtest, analyze, and export. Signals can be bridged to Zerodha, Upstox, or any broker you already use.
How do I get access?
Request access at bt.algotraderslab.com/login. Onboarding takes a few minutes.

Stop guessing. Start backtesting.

Every minute you trade on gut feel is a minute you could have proven with data. The terminal is a click away.

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