Build, backtest and compare option-buying strategies in one workspace.
Compare time entries, momentum signals and long-option combinations. Keep the contract fixed. Make every assumption visible.
Dhan’s expired-option series can change strikes as spot moves. This workspace keeps rolling data out of fixed-contract backtests.
Signals are evaluated on option premiums, not underlying indicators. OHLC bars cannot establish exact intrabar execution.
| Date / entry IST | Contracts | Exit IST | Exit reason | Costs | Net P&L |
|---|
Each strategy runs with its own capital. This is not a pooled portfolio simulation.
| Strategy | Trades | Net P&L | Return | Win rate | Max drawdown | Profit factor |
|---|
Select strategies from your library to compare their outcomes and inspect every trade.
Inspect a current snapshot. Historical strategy results use the candle dataset separately.
| Call OI | IV % | Delta | Call bid / ask | Call LTP | Strike | Put LTP | Put bid / ask | Delta | IV % | Put OI |
|---|
Configure DHAN_CLIENT_ID and DHAN_ACCESS_TOKEN in your server environment. Signing into Dhan Web does not connect this project’s API.
IDs, expiry availability and data entitlement must be verified with Dhan. Dhan credentials are saved on the hosting server; the token is never returned to this browser.
Import a JSON array or {records:[…]} with fixed-contract candles and point-in-time spot.
One fixed NSE index option per request. Import a full contract universe for dynamic selection.
Inspect Dhan’s rolling series. This data is deliberately excluded from fixed-contract backtests.
A fresh private browser redirected the Dhan home URL to login. The signed-in home was subsequently visible through the browser interface. Detailed authenticated workflows remain unverified because the browser connection failed.
Official documentation describes option-chain snapshots, active expiries, intraday history and expired rolling data. These define the API integration; they do not establish the web app’s internal implementation.
Strategy rules, comparison views and the backtest execution model are this project’s design. They are not claimed to reproduce Dhan’s private code or unobserved backtesting behavior.
OHLC research uses modeled fills, not actual exchange executions. Fees are a configurable flat estimate; include applicable taxes and charges. Missing candles, spreads, liquidity, exchange calendars, lot-size changes and contract coverage can materially affect results. Live API access must be verified using your own entitled Dhan account.
Compare runs use independent capital accounts. A combined portfolio, shared capital competition, walk-forward validation and tick-level fill simulation are not implied.