Price Action v2 — AMD / Retail Trap / Breakout+Retest / Expiry Options

Nifty 50 1m spot · walk-forward yearly folds · hard SL · trail-to-cost after +10–15 pts · min 1:2 R:R · oversized entry-candle filter · SL-first same bar · next-bar open fills

← Setups index

Caveats

Cash index not futures; basis ignored. Volume unused.
Hard SL; if stop and target hit same bar, stop wins (conservative).
Trail-to-cost activates after +10–15 index pts (param); stop moved to entry.
Entry candles larger than max_entry_candle_atr × ATR(20) are rejected.
All grids enforce target R:R ≥ 1:2; time exit 15:15 if target not hit.
Walk-forward: params chosen only on prior years; later years sealed OOS.
Expiry weekday for options strategy is approximate (Thu→Tue Sep 2025).
Do not invent edges — report OOS after costs honestly.

Out-of-sample (stitched) net summary

Strategy	Trades	Win%	Avg net	Total net	PF net	Max DD	Avg cost	t-stat	p-value
AMD	212	12.26	-9.748	-2066.656	0.437	-2145.473	8.872	-3.24	0.0012
RETAIL_TRAP	494	19.03	-8.45	-4174.412	0.386	-4215.934	8.037	-7.353	0.0
BO_RETEST	275	17.82	-10.02	-2755.435	0.181	-2750.072	7.705	-11.666	0.0

AMD

AMD: morning OR channel; liquidity sweep beyond OR; fade when reverse candle extreme breaks; stop beyond sweep; R≥2 or 15:15. Walk-forward choices: OOS_2023:max_entry_candle_atr=0.35|max_or_atr=0.6|or_min=45|sweep_buffer_pts=10.0|target_r=2.0|trail_activate_pts=12.0 || OOS_2024:max_entry_candle_atr=0.35|max_or_atr=0.6|or_min=45|sweep_buffer_pts=10.0|target_r=2.0|trail_activate_pts=12.0 || OOS_2025:max_entry_candle_atr=0.35|max_or_atr=0.6|or_min=45|sweep_buffer_pts=10.0|target_r=2.0|trail_activate_pts=12.0 || OOS_2026:max_entry_candle_atr=0.35|max_or_atr=0.6|or_min=45|sweep_buffer_pts=10.0|target_r=2.0|trail_activate_pts=12.0

OOS stitched equity (net points)

Full-period default params equity (net)

Default (untuned) full-period

Metric	Value
Trades	711
Win%	15.61
Avg gross	-2.692
Avg net	-10.421
Total gross	-1913.8
Total net	-7409.025
PF gross	0.738
PF net	0.381
Max DD net	-7422.126
Avg cost	7.729
t-stat	-8.673
p-value	0.0
Profitable years%	0.0

Walk-forward OOS (stitched)

Metric	Value
Trades	212
Win%	12.26
Avg gross	-0.877
Avg net	-9.748
Total gross	-185.85
Total net	-2066.656
PF gross	0.909
PF net	0.437
Max DD net	-2145.473
Avg cost	8.872
t-stat	-3.24
p-value	0.0012
Profitable years%	0.0

Per-fold detail

fold	chosen_params	is_total_net	oos_n	oos_avg_net	oos_total_net	oos_win_rate	oos_pf	oos_max_dd
OOS_2023	max_entry_candle_atr=0.35\|max_or_atr=0.6\|or_min=45\|sweep_buffer_pts=10.0\|target_r=2.0\|trail_activate_pts=12.0	-16.187	25	-5.881	-147.03	24.0	0.47	-141.623
OOS_2024	max_entry_candle_atr=0.35\|max_or_atr=0.6\|or_min=45\|sweep_buffer_pts=10.0\|target_r=2.0\|trail_activate_pts=12.0	-163.217	81	-12.174	-986.092	8.642	0.402	-1332.044
OOS_2025	max_entry_candle_atr=0.35\|max_or_atr=0.6\|or_min=45\|sweep_buffer_pts=10.0\|target_r=2.0\|trail_activate_pts=12.0	-1149.309	52	-8.589	-446.616	7.692	0.36	-531.077
OOS_2026	max_entry_candle_atr=0.35\|max_or_atr=0.6\|or_min=45\|sweep_buffer_pts=10.0\|target_r=2.0\|trail_activate_pts=12.0	-1595.925	54	-9.017	-486.918	16.667	0.534	-541.288

Flags

OOS total net ≤ 0 after costs — no robust edge claimed.

RETAIL_TRAP

Retailer trap: breach day H/L or round 100/500 then close back inside; fade with stop beyond spike; candle-size filter. Walk-forward choices: OOS_2023:level_mode=prior|max_entry_candle_atr=0.35|max_trades=2|min_breach_pts=3.0|reclaim_within=5|target_r=2.0|trail_activate_pts=10.0 || OOS_2024:level_mode=prior|max_entry_candle_atr=0.35|max_trades=2|min_breach_pts=3.0|reclaim_within=5|target_r=2.0|trail_activate_pts=10.0 || OOS_2025:level_mode=round500|max_entry_candle_atr=0.35|max_trades=2|min_breach_pts=3.0|reclaim_within=5|target_r=2.0|trail_activate_pts=12.0 || OOS_2026:level_mode=round500|max_entry_candle_atr=0.35|max_trades=2|min_breach_pts=3.0|reclaim_within=5|target_r=2.0|trail_activate_pts=12.0

OOS stitched equity (net points)

Full-period default params equity (net)

Default (untuned) full-period

Metric	Value
Trades	1967
Win%	23.89
Avg gross	-1.364
Avg net	-8.885
Total gross	-2683.05
Total net	-17476.323
PF gross	0.82
PF net	0.331
Max DD net	-17604.376
Avg cost	7.521
t-stat	-19.648
p-value	0.0
Profitable years%	0.0

Walk-forward OOS (stitched)

Metric	Value
Trades	494
Win%	19.03
Avg gross	-0.413
Avg net	-8.45
Total gross	-204.05
Total net	-4174.412
PF gross	0.943
PF net	0.386
Max DD net	-4215.934
Avg cost	8.037
t-stat	-7.353
p-value	0.0
Profitable years%	0.0

Per-fold detail

fold	chosen_params	is_total_net	oos_n	oos_avg_net	oos_total_net	oos_win_rate	oos_pf	oos_max_dd
OOS_2023	level_mode=prior\|max_entry_candle_atr=0.35\|max_trades=2\|min_breach_pts=3.0\|reclaim_within=5\|target_r=2.0\|trail_activate_pts=10.0	-149.938	128	-5.127	-656.222	21.875	0.509	-697.744
OOS_2024	level_mode=prior\|max_entry_candle_atr=0.35\|max_trades=2\|min_breach_pts=3.0\|reclaim_within=5\|target_r=2.0\|trail_activate_pts=10.0	-806.16	148	-7.716	-1142.029	19.595	0.398	-1253.131
OOS_2025	level_mode=round500\|max_entry_candle_atr=0.35\|max_trades=2\|min_breach_pts=3.0\|reclaim_within=5\|target_r=2.0\|trail_activate_pts=12.0	-1481.746	131	-8.933	-1170.186	18.321	0.435	-1283.045
OOS_2026	level_mode=round500\|max_entry_candle_atr=0.35\|max_trades=2\|min_breach_pts=3.0\|reclaim_within=5\|target_r=2.0\|trail_activate_pts=12.0	-2651.933	87	-13.862	-1205.974	14.943	0.19	-1197.344

Flags

OOS total net ≤ 0 after costs — no robust edge claimed.

BO_RETEST

Breakout with close confirm (not wick) + retest + continuation entry; hard stop; R≥2. Walk-forward choices: OOS_2023:level_mode=orb15|max_entry_candle_atr=0.35|retest_tol_pts=12.0|retest_within=60|target_r=2.0|trail_activate_pts=15.0 || OOS_2024:level_mode=prior|max_entry_candle_atr=0.35|retest_tol_pts=8.0|retest_within=45|target_r=2.0|trail_activate_pts=12.0 || OOS_2025:level_mode=orb30|max_entry_candle_atr=0.35|retest_tol_pts=8.0|retest_within=30|target_r=2.0|trail_activate_pts=12.0 || OOS_2026:level_mode=prior|max_entry_candle_atr=0.25|retest_tol_pts=5.0|retest_within=30|target_r=2.0|trail_activate_pts=10.0

OOS stitched equity (net points)

Full-period default params equity (net)

Default (untuned) full-period

Metric	Value
Trades	481
Win%	21.0
Avg gross	-0.325
Avg net	-7.887
Total gross	-156.45
Total net	-3793.734
PF gross	0.937
PF net	0.296
Max DD net	-3854.019
Avg cost	7.562
t-stat	-11.253
p-value	0.0
Profitable years%	0.0

Walk-forward OOS (stitched)

Metric	Value
Trades	275
Win%	17.82
Avg gross	-2.315
Avg net	-10.02
Total gross	-636.5
Total net	-2755.435
PF gross	0.614
PF net	0.181
Max DD net	-2750.072
Avg cost	7.705
t-stat	-11.666
p-value	0.0
Profitable years%	0.0

Per-fold detail

fold	chosen_params	is_total_net	oos_n	oos_avg_net	oos_total_net	oos_win_rate	oos_pf	oos_max_dd
OOS_2023	level_mode=orb15\|max_entry_candle_atr=0.35\|retest_tol_pts=12.0\|retest_within=60\|target_r=2.0\|trail_activate_pts=15.0	-152.637	103	-6.131	-631.505	26.214	0.357	-627.608
OOS_2024	level_mode=prior\|max_entry_candle_atr=0.35\|retest_tol_pts=8.0\|retest_within=45\|target_r=2.0\|trail_activate_pts=12.0	-590.396	46	-14.076	-647.511	6.522	0.089	-677.211
OOS_2025	level_mode=orb30\|max_entry_candle_atr=0.35\|retest_tol_pts=8.0\|retest_within=30\|target_r=2.0\|trail_activate_pts=12.0	-1133.03	90	-9.633	-866.937	20.0	0.167	-869.481
OOS_2026	level_mode=prior\|max_entry_candle_atr=0.25\|retest_tol_pts=5.0\|retest_within=30\|target_r=2.0\|trail_activate_pts=10.0	-1499.39	36	-16.93	-609.481	2.778	0.037	-598.468

Flags

OOS total net ≤ 0 after costs — no robust edge claimed.

Generated under /workspace/nifty-setups-backtest/price-action-v2/