Angel One V8.0 Research Trader

1 · Select market and strategy

Market segment Instrument Holding style Strategy Direction Contract / expiry

Cash equity: quantity is in shares. Import matching historical candles to generate a strategy proposal.

2 · Generate a strategy proposal from CSV

Strategy engineHolding styleDataset instrumentDataset timeframe

No historical candles loaded. Import a CSV in Market data first.

Import candles, choose a strategy and generate a proposal. No trade is approved automatically.

3 · Review / adjust the setup

Entry price (₹)Stop-loss price (₹)Target price (₹)Lot size / multiplierAvailable margin / cash (₹)Fallback fixed charge per order (₹)

Generate a historical proposal or enter a setup manually, then calculate. No trade is approved by default.

Paper trade journal

Approved entries are simulated records only. Record exits manually. Gross P&L, actual estimated exit charges, net P&L and realized R are shown separately. Data is saved on this device.

Import JSON backup

Date	Instrument	Segment	Side	Entry	Stop	Qty	Status	Exit / action	Gross P&L	Actual charges	Net P&L	Realized R
No paper trades yet.

Historical market data

Import one OHLCV CSV at a time for the single-symbol planner, or multiple named CSVs in the V8.0 research bench. Historical files are held in browser memory for this session. No live market prices are fetched.

Choose OHLCV CSV

No file loaded.

Required columns: timestamp, open, high, low, close, volume. At least 60 valid completed candles. One instrument and one timeframe per file. The instrument and timeframe are user-declared and must match the CSV.

Data-quality reminder
CSV structure and OHLC consistency are checked. The app cannot independently certify the source, corporate-action adjustments, timezone, missing sessions or candle completion.

Strategy lab · core strategies + breakout research

Runs five benchmark strategies (including one exploratory regime-filtered strategy) and a 12-combination breakout research matrix on the selected imported dataset. Uses one position at a time, account risk sizing, simulated slippage and round-trip charges. This is a research simulation, not proof of future profitability.

Instrument for imported dataset Timeframe for imported dataset Holding styleBacktest cost modelFixed fee per order (₹)Slippage per side (basis points)

Angel One estimate applies published-style brokerage caps plus estimated NSE exchange charges, sell-side STT, buy-side stamp duty, SEBI charges and GST. It is an estimate, not a contract note; customer-specific tariffs, IPFT and rate changes may differ. Fixed-fee mode is available for comparison. Test slippage at 0, 5, 10 and 20 bps per side.

Dataset: not loaded. Select the instrument and timeframe here; these selections are shared with Market data. Import a matching CSV to enable the backtest.

V8.0 · Multi-stock research bench

Upload multiple OHLCV CSVs together. Rename each file using SYMBOL__TIMEFRAME.csv, for example RELIANCE__daily.csv, TCS__daily.csv or INFY__daily.csv. V8.0 portfolio scenarios require daily data; 5m/15m files remain available for separate intraday research. Each dataset is tested independently with a 50% warm-up and three chronological unseen windows. Results are cross-dataset research, not a single tradable portfolio.

Choose multiple OHLCV CSV files

No multi-stock datasets loaded. Each file name must include __5m, __15m or __daily before .csv.

Dataset	Timeframe	Candles	Trading dates	Start	End	Invalid rows
No files loaded.

Cross-dataset strategy results

Import at least one dataset to enable batch validation.

Strategy	Dataset	Test window	Trades	Win rate	Net profit factor	Net P&L	Max DD	Buy & hold
No batch run yet.

Strategy consistency summary

Strategy	Dataset-windows	Profitable windows	Total trades	Combined net P&L*	Average net / window
Run multi-stock validation first.

*Combined P&L is a research aggregation across independent datasets, not account-level portfolio P&L. Different symbols may overlap in time. No capital is pooled across them. Fewer than 30 trades per strategy is weak evidence. Files remain in browser memory and must be re-imported after a reload.

V8.0 · Three risk-scenario portfolio test

Runs each fixed strategy across all imported daily stocks as one account: one position at a time, simultaneous same-day signals skipped, chronological 50% warm-up plus three unseen test windows. Each scenario starts each window with ₹25,000 and independently applies its risk-per-trade and daily gross-loss guard. This is a swing-trading research simulation, not an intraday test or a live portfolio.

Import at least two matching daily datasets above to enable the V8.0 portfolio test.

Risk scenario	Strategy	Trades	Win rate	Net PF	Gross P&L	Charges	Net P&L	Max DD	Profitable windows
No scenario run yet.

Scenario A: ₹125 risk / ₹250 daily cap. Scenario B: ₹187.50 / ₹375. Scenario C: ₹250 / ₹500. These are simulated alternatives only; actual account safety settings remain ₹125 / ₹250. Daily OHLC candles cannot reconstruct intraday loss sequences. Charges, slippage, gap fills, liquidity, taxes and market impact remain estimates or limitations.

Table 1 · Five core strategies (four benchmarks + one exploratory)

Waiting for a valid matching OHLCV CSV. Import data, then run the comparison.

Strategy	Period	Trades	Win rate	Gross PF / Net PF	Gross P&L	Charges	Net P&L	Net return	Max DD
No core strategy comparison run yet.

Table 2 · Breakout research matrix (4 variations × 3 targets)

Waiting for a valid matching OHLCV CSV. Import data, then run the comparison.

Breakout variation / R:R	Period	Trades	Win rate	Gross PF / Net PF	Gross P&L	Charges	Net P&L	Net return	Max DD
No breakout research run yet.

Table 3 · Walk-forward validation

Expanding chronological validation: initial 50% warm-up window followed by three sequential unseen test windows. Fixed strategies; no test-window tuning. Each window starts flat.

Import a valid dataset to enable validation.

Strategy	Test window	Trades	Win rate	Net profit factor	Gross P&L	Charges	Net P&L	Max DD
No run yet.

Monthly test-period results

Month	Strategy	Trades	Net P&L
Run validation first.

Data quality checks

Import a CSV to inspect quality.

Profit factor is net profit factor (winning net trades ÷ absolute losing net trades). Reward/risk is the planned price-distance ratio; after-cost reward/risk is shown separately. Method assumptions: signals are confirmed at candle close and simulated entries occur at the next candle open (with slippage); if the next open has already crossed the stop or target, the signal is skipped; next bars test stop/target; if both hit in one candle, stop is assumed first; intraday positions exit at next session open; remaining positions close at dataset end. Fees and slippage are estimates. Taxes, market impact, liquidity, circuit limits and exact broker fills are not modelled.

Account-wide risk controls

Capital (₹)Risk per trade (%)Daily gross loss limit (%)Max open positions

Risk is shared across all segments and strategies. Fees are included in net P&L but excluded from gross price-risk and daily gross-loss thresholds. Software checks cannot guarantee stop execution.