The full surface of the backtest engine — options, stocks, sectors and mutual
funds. Use it visually in the Algo app's Strategy
Builder, or connect Claude, ChatGPT, Cursor or Gemini and describe strategies in plain
English. Same engine, same data, same results.
200+ single-stock option underlyings (RELIANCE, HDFCBANK, TCS…) with real per-stock lot sizes — backtestable from 2026-06-18, growing every day. Raw stock bars exist from 2025-01-01, but a backtest needs the full ATM±10 chain on every day and earlier chains are partial, so coverage is dated from completeness. Call get_capabilities for the live per-stock range
1-minute resolution: option OHLC, OI, IV, spot OHLC, Black-76 greeks/delta
Strikes: ATM ± 10 (ATM, OTM1..OTM10, ITM1..ITM10) or absolute strikes
Expiry per leg: current / next / far weekly and monthly (far = 3rd upcoming), plus long-dated LEAPS — quarterly, half-yearly, yearly, or a tenor like 6m/1y — all relative, so they roll as contracts expire
All timestamps IST; intrabar SL/target touch fills (live-accurate) or close-only mode
🧩Strategy building blocks
Any number of legs: BUY/SELL × CE/PE, per-leg quantity (contracts or lots) and expiry
Ladder exits: multiple SL/target rungs, each closing a % of remaining qty with its own optional action
Trailing SL per leg (trigger %, step %, optional profit lock) and combined trailing across the basket
Combined (basket) SL/target in ₹ — single trigger, ladders, or condition lists (OR/AND)
On-hit actions: re-execute the same leg (re-entry up to N times with wait), close whole strategy, close & re-enter the strategy, move SL to cost
Adjustment rules simulated per bar: roll the tested side in/away, with min-gap, max-rolls, cooldown
Max-lots cap, friction model: flat ₹ per order + slippage % per side
⚙️Conditional entries & exits
Entry/exit condition objects (19 types) or free-form expressions
Expression language with ~120 identifiers: EMA/SMA/RSI/ATR/VWAP/Supertrend/MACD/Bollinger, 4 pivot families (classic/camarilla/fibonacci/central), OHLC & previous-day values, IV, delta, OI and their _CHG/_FROM_OPEN/_FROM_PREV_CLOSE variants, TIME, option references (ATM_CE, OTM2_PE, LEG1...)
Multi-timeframe spot/future instruments with per-instrument candle buckets
Stats: total/avg PnL, win rate, best/worst day, max drawdown, return % and CAGR on your capital
Daily PnL series and full trade list with per-leg entry/exit prices and exit reasons
Persistent history — re-open, compare or delete past runs
Parameter sweeps: up to 12 variants of one strategy in a single job (e.g. SL 20/25/30/35%)
🏦Mutual funds (research & backtesting)
Search 10,000+ Indian schemes by name/category with AUM, expense ratio, risk ratios (Sharpe, Sortino, beta, capture) and category ranks
Full factsheet per scheme: trailing returns 1D→10Y CAGR, 52-week/ATH stats, NAV history span
SIP backtest: any monthly amount, SIP day and period — invested vs value, XIRR, max drawdown
Lumpsum backtest: final value, absolute return, CAGR, max drawdown at daily NAV granularity
Rolling-returns distribution (e.g. every 3-year window since launch): min/median/max, % negative windows
Side-by-side comparison of up to 6 schemes on identical SIP/lumpsum simulations
Momentum fund ROTATION backtest — point-in-time, no forward bias: rank a fund universe by trailing return at each rebalance, rotate the corpus (or an ongoing SIP) into the top N (one per category), then re-rank; returns XIRR, CAGR, max drawdown and the holdings held each quarter
Daily-updated NAVs (34M+ data points, nightly AMFI sync); MF tools are free — no credits
🔎Stock screening (Custom Query)
Screen ~1,600+ NSE stocks with the stocks-app Custom Query language — the SAME engine as stocks.fnotrader.com (shared code, identical results)
Operators: comparisons, between, within N% above/below/of, field arithmetic (1.05*EMA200, 52W High / 2), crossed above/below events, bar offsets ('3 months ago high', 'week range'), text matching, AND/OR
Included FREE with the Stocks app subscription (no AI-backtest plan needed) — results come back as a live stocks-app link
Backtest sector-rotation and stock-momentum strategies on daily history from 2004 — ~2,390 stocks and 17 NSE sector/size indices
Survivorship-FREE: the tradeable universe is rebuilt at every rebalance date from trailing turnover, so delisted companies are present until they actually died
No same-bar lookahead — signals are computed on the close and filled at the NEXT session's open; trading costs charged on every rebalance
Breadth-based regime filter moves the book to cash in risk-off markets, and every run reports an ablation showing exactly what the filter cost or saved
Head-to-head comparison of 2-4 variants over one window (monthly vs quarterly, top 3 vs top 10, regime on vs off) with a verdict
Returns INSIGHTS — CAGR vs NIFTY 50, drawdown, Sharpe, yearly hit-rate, most-held names — never raw price series
🔐Access, security & billing
Personal token (rotate/revoke anytime) — backtesting only, live trading is NOT exposed over MCP
Billing: 1 credit per started year of backtest range (× variants); free weekly allowance for short runs
Rate limits protect the service; your AI is told exact limits via get_capabilities
💬Things you can literally ask
Copy one, paste it into your assistant — it does the rest.
Backtest a NIFTY 09:20 short straddle with 30% SL per leg, square off 15:25, from Jan 2023 to Dec 2025 with ₹20 per order costs.
Short strangle OTM3 on SENSEX, combined stop of ₹3,000 that closes everything and re-enters up to 2 times (wait 60s), last 12 months.
Iron condor on NIFTY (sell OTM2 CE+PE, buy OTM5 wings) only on Mon/Wed/Thu with 1-3 days to weekly expiry.
Sell the CE and PE closest to 0.25 delta at 09:30, trail the SL: start trailing after 20% profit in steps of 5%.
Ladder exits: book 50% of the position at 25% profit and the rest at 50% profit, SL 30%.
Buy an ATM CE when EMA(9) crosses above EMA(21) on 5-minute candles and RSI(14) > 55; exit by 15:15 or at 40% target.
Sell strikes at the maximum-OI walls on BANKNIFTY and hold to expiry with a 2× ATR stop.
Same straddle but skip any day that gaps more than 0.5% either way, and run it only on expiry day (DTE 0).
Run a sweep on my straddle: try per-leg SL of 20, 25, 30 and 40 percent and show me which wins on CAGR and drawdown.
9:20 straddle vs 9:45 straddle vs 10:15 straddle on NIFTY for 2024-2025 — which entry time had the best risk-adjusted result?
Sell a monthly ATM straddle on the first trading day of each week, hold overnight (BTST on), with basket target ₹5,000.
Roll the tested side: if spot comes within 100 points of my short strike, move that leg one strike away (max 3 rolls, 60s cooldown).
Take my TradingView signal export and use it to gate entries on a NIFTY ATM CE buy, 35% SL, 1:2 target.
Compare my saved 'IC re-enter' strategy across 2024 vs 2025 and summarize which market regime suited it.
What did the worst 5 days of my last backtest have in common? Show the trades and exit reasons.
🔎…for stock screening
Screen for liquid leaders: RS ST >= 85, within 10% of the 52-week high, 20-day turnover over ₹5 Cr, no price band.
Find stocks breaking out to a new 3-month high today on 1.5x relative volume, up over 2%.
Which Stage 2 stocks are pulling back to within 5% above their 200-EMA?
Quality screen: ROCE > 20, PE < 25, 5-year sales CAGR > 12%, sitting 10-30% below the 52-week high.
Show pharma stocks whose RSI just crossed above 60 with rising relative volume.
🏅…for stock & sector backtesting
Does rotating monthly into the 3 strongest NSE sectors beat just holding NIFTY 50 since 2015?
Backtest 6-month momentum on the 500 most liquid stocks — 15 names, quarterly rebalance, after costs.
Is the breadth regime filter worth it? Compare regime-on vs regime-off on sector rotation since 2015.
Compare monthly vs quarterly rebalancing for a top-10 momentum portfolio — which has the better Sharpe?
Momentum but only in uptrends: liquid250, risk-adjusted scoring, above the 200-DMA, inverse-vol weighted.
How has RELIANCE actually done over the last 10 years versus the index?
🏦…and for mutual funds
Backtest a ₹10,000 monthly SIP in Parag Parikh Flexi Cap from 2019 to today — XIRR and worst drawdown.
Compare a ₹5 lakh lumpsum in a Nifty 50 index fund vs Quant Small Cap over the last 5 years.
Show the 3-year rolling-returns distribution for HDFC Mid-Cap Opportunities — how often was it negative?
Find the largest ELSS funds by AUM and compare their 5-year SIP outcomes on ₹12,500/month.
Which flexi-cap funds beat the index fund on both return AND drawdown for the same SIP?
Rotate ₹50 lakh across the best equity funds since 2023 — rebalance quarterly on 6-month momentum, one fund per category, max 5 funds.
🚀Ready to connect?
Five steps: pick a plan, copy the server URL, add it as a
custom connector, sign in with your fnotrader.com login, then just ask.
Learning the product? The illustrated
Help & User Manual and the
Feature Guide explain every Builder and Backtest feature.
Your AI reads the same material over MCP, so it can compose any combination of the above.
FNOTraderAI Access