Hi Dhan Team & Community,
While Dhan has built an exceptional ecosystem for execution, custom strategy building, and multi-monitor setups, adding a native, institutional-grade Backtesting Engine would be a massive game-changer. Relying on third-party integrations or manual chart replays often misses critical structural data.
To truly “Backtest Like a Pro,” we need a robust, comprehensive framework built directly into the Dhan platform. Here are the core features we request the product team to consider adding to the roadmap:
1. Advanced Options & Multi-Leg Backtesting
-
Historical Intraday Data: Tick-by-tick or 1-minute historical data for Nifty, Bank Nifty, and FinNifty options going back at least 3–5 years.
-
Multi-Leg Strategy Testing: Ability to test complex structures (e.g., Credit Spreads, Iron Condors, Covered Calls, and Delta Neutral adjustments) seamlessly.
-
Greeks-Based Entry/Exit: Rules driven by real-time historical Greeks (e.g., “Enter when collective portfolio Delta is neutral” or “Exit if individual leg Gamma spikes”).
2. Realistic Market Simulation (The “Pro” Essentials)
-
Dynamic Slippage & Transaction Cost Simulator: Ability to factor in customizable slippage percentages, brokerage, STT, and exchange charges to see true net profitability.
-
Implied Volatility (IV) Realism: Simulating how sharp IV crushes (like post-earnings or post-event) or IV spikes affect the historical strategy payoff.
-
Stop-Loss & Trailing Logic: Advanced execution triggers including trailing stop-losses based on spot price, premium price, or combined premium basket value.
3. Quantitative Performance Analytics & Reports
-
Deep Metrics: Automatic calculation of Win/Loss Ratio, Profit Factor, Sharpe Ratio, Sortino Ratio, and Maximum Drawdown (MDD).
-
Streak Analysis: Comprehensive breakdown of maximum consecutive wins vs. maximum consecutive losses to manage trading psychology.
-
Equity Curve Visualizer: A clean, interactive chart tracking portfolio growth, drawdown periods, and daily/monthly P&L distributions.
4. Code & No-Code Agility
-
No-Code Strategy Builder: A drag-and-drop wizard for non-programmers to define entry, exit, and adjustment rules visually.
-
Python API Integration: For algorithmic traders who prefer coding, provide historical data endpoints in the Dhan Python SDK to run custom backtests locally but deploy seamlessly via Dhan.
Dhan has consistently led the market in catering to active, serious traders. Integrating a professional-grade backtesting suite would eliminate the need for external subscriptions and make Dhan the definitive, all-in-one platform for serious retail and algorithmic traders in India.
Would love to hear thoughts from the product team on whether this is on the horizon! Fellow traders, please upvote and add your inputs below.
Thanks!