Showing “List of trades” — the most data-rich of 5 sheets in this workbook.

Nifty 50 ML Strategy v06.06 Trade Log (Feb–May 2026)

19 trades with entry/exit prices, P&L, and excursion data for an ML-based Nifty 50 futures strategy returning 52% in 3 months.
# Trade #
Type
Date and time
Signal
Price INR
Size (qty)
Size (value)
Net P&L INR
Net P&L %
Favorable excursion INR
Favorable excursion %
Adverse excursion INR
Adverse excursion %
Cumulative P&L INR
Cumulative P&L %
1 1 Exit short 2026-02-02 11:30:00 Exit:TRAIL 24,912.15 650 16,298,360 105,162.5 0.65 256,600 1.57 -48,607.5 -0.3 105,162.5 10.52
2 1 Entry short 2026-02-01 12:15:00 SHORT 25,074.4 650 16,298,360 105,162.5 0.65 256,600 1.57 -48,607.5 -0.3 105,162.5 10.52
3 2 Exit long 2026-02-05 11:30:00 Exit:TRAIL 25,628.3 650 16,707,665 -49,570 -0.3 103,232.5 0.62 -91,247.5 -0.55 55,592.5 5.56
4 2 Entry long 2026-02-03 09:15:00 LONG 25,704.1 650 16,707,665 -49,570 -0.3 103,232.5 0.62 -91,247.5 -0.55 55,592.5 5.56
5 3 Exit short 2026-02-16 12:15:00 Exit:TRAIL 25,558.35 650 16,789,240 176,012.5 1.05 296,835 1.77 -32,455 -0.19 231,605 23.16
6 3 Entry short 2026-02-12 10:45:00 SHORT 25,829.6 650 16,789,240 176,012.5 1.05 296,835 1.77 -32,455 -0.19 231,605 23.16
7 4 Exit long 2026-02-24 10:00:00 Exit:CROSS 25,496.6 650 16,677,895 -105,405 -0.63 45,772.5 0.27 -119,717.5 -0.72 126,200 12.62
8 4 Entry long 2026-02-23 10:00:00 LONG 25,658.3 650 16,677,895 -105,405 -0.63 45,772.5 0.27 -119,717.5 -0.72 126,200 12.62
9 5 Exit short 2026-02-25 09:15:00 Exit:TRAIL 25,602.1 650 16,572,790 -68,875 -0.42 109,700 0.66 -69,570 -0.42 57,325 5.73
10 5 Entry short 2026-02-24 10:00:00 SHORT 25,496.6 650 16,572,790 -68,875 -0.42 109,700 0.66 -69,570 -0.42 57,325 5.73
11 6 Exit long 2026-02-25 12:15:00 Exit:CROSS 25,470.7 650 16,641,105 -85,450 -0.51 8,820 0.05 -91,442.5 -0.55 -28,125 -2.81
12 6 Entry long 2026-02-25 11:30:00 LONG 25,601.7 650 16,641,105 -85,450 -0.51 8,820 0.05 -91,442.5 -0.55 -28,125 -2.81
13 7 Exit long 2026-03-19 09:15:00 Exit:TRAIL 23,241.2 650 15,200,380 -93,900 -0.62 309,932.5 2.04 -132,912.5 -0.87 -122,025 -12.2
14 7 Entry long 2026-03-17 10:45:00 LONG 23,385.2 650 15,200,380 -93,900 -0.62 309,932.5 2.04 -132,912.5 -0.87 -122,025 -12.2
15 8 Exit short 2026-03-20 09:15:00 Exit:TRAIL 23,260.5 650 15,151,630 32,005 0.21 246,752.5 1.63 -6,325 -0.04 -90,020 -9
16 8 Entry short 2026-03-19 10:00:00 SHORT 23,310.2 650 15,151,630 32,005 0.21 246,752.5 1.63 -6,325 -0.04 -90,020 -9
17 9 Exit long 2026-03-25 14:30:00 Exit:TRAIL 23,299.15 650 14,885,097.5 259,050 1.74 367,230 2.47 -12,402.5 -0.08 169,030 16.9
18 9 Entry long 2026-03-24 14:30:00 LONG 22,900.15 650 14,885,097.5 259,050 1.74 367,230 2.47 -12,402.5 -0.08 169,030 16.9
19 10 Exit short 2026-04-01 09:15:00 Exit:TRAIL 22,894.65 650 14,906,222.5 24,400 0.16 421,570 2.83 -39,345 -0.26 193,430 19.34
20 10 Entry short 2026-03-27 11:30:00 SHORT 22,932.65 650 14,906,222.5 24,400 0.16 421,570 2.83 -39,345 -0.26 193,430 19.34
21 11 Exit long 2026-04-09 09:15:00 Exit:TRAIL 23,784.8 650 14,725,750 734,070 4.98 890,447.5 6.05 -72,982.5 -0.5 927,500 92.75
22 11 Entry long 2026-04-06 10:00:00 LONG 22,655 650 14,725,750 734,070 4.98 890,447.5 6.05 -72,982.5 -0.5 927,500 92.75
23 12 Exit short 2026-04-13 14:30:00 Exit:CROSS 23,846.9 650 15,473,217.5 -27,567.5 -0.18 21,430 0.14 -66,742.5 -0.43 899,932.5 89.99
24 12 Entry short 2026-04-13 12:15:00 SHORT 23,804.95 650 15,473,217.5 -27,567.5 -0.18 21,430 0.14 -66,742.5 -0.43 899,932.5 89.99
25 13 Exit long 2026-04-13 15:15:00 Exit:CROSS 23,817.4 650 15,500,485 -19,475 -0.13 0 0 -21,112.5 -0.14 880,457.5 88.05
26 13 Entry long 2026-04-13 14:30:00 LONG 23,846.9 650 15,500,485 -19,475 -0.13 0 0 -21,112.5 -0.14 880,457.5 88.05
27 14 Exit short 2026-04-15 09:15:00 Exit:CROSS 24,217.5 650 15,481,310 -260,365 -1.68 0 0 -301,425 -1.95 620,092.5 62.01
28 14 Entry short 2026-04-13 15:15:00 SHORT 23,817.4 650 15,481,310 -260,365 -1.68 0 0 -301,425 -1.95 620,092.5 62.01
29 15 Exit short 2026-04-27 09:15:00 Exit:TRAIL 24,100.55 650 15,862,665 197,007.5 1.24 383,642.5 2.42 -17,147.5 -0.11 817,100 81.71
30 15 Entry short 2026-04-22 13:45:00 SHORT 24,404.1 650 15,862,665 197,007.5 1.24 383,642.5 2.42 -17,147.5 -0.11 817,100 81.71
31 16 Exit long 2026-05-05 10:00:00 Exit:CROSS+TRAIL 23,936.45 650 15,743,422.5 -185,030 -1.18 18,375 0.12 -193,687.5 -1.23 632,070 63.21
32 16 Entry long 2026-05-04 10:00:00 LONG 24,220.65 650 15,743,422.5 -185,030 -1.18 18,375 0.12 -193,687.5 -1.23 632,070 63.21
33 17 Exit short 2026-05-06 09:15:00 Exit:CROSS+TRAIL 24,141.8 650 15,558,692.5 -133,777.5 -0.86 35,210 0.23 -204,510 -1.31 498,292.5 49.83
34 17 Entry short 2026-05-05 10:00:00 SHORT 23,936.45 650 15,558,692.5 -133,777.5 -0.86 35,210 0.23 -204,510 -1.31 498,292.5 49.83
35 18 Exit long 2026-05-08 09:15:00 Exit:TRAIL 24,196.95 650 15,692,170 35,547.5 0.23 221,045 1.41 -93,685 -0.6 533,840 53.38
36 18 Entry long 2026-05-06 09:15:00 LONG 24,141.8 650 15,692,170 35,547.5 0.23 221,045 1.41 -93,685 -0.6 533,840 53.38
37 19 Exit short 2026-05-08 15:15:00 Open 24,179.8 650 15,705,235 -11,935 -0.08 22,762.5 0.14 -51,077.5 -0.33 521,755 52.18
38 19 Entry short 2026-05-08 12:15:00 SHORT 24,161.9 650 15,705,235 -11,935 -0.08 22,762.5 0.14 -51,077.5 -0.33 521,755 52.18
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