Viewing Log: calculate_pnl.py

Existing access token valid Logged in as: Vikram Bhardwaj [INSTRUMENTS] Loaded 188692 instruments [BACKTEST] Calculating PnL from 2026-01-01 to 2026-01-31 Failed to fetch candles for 2026-01-21: Too many requests [2026-01-01] ORB High=26195.35, ORB Low=26149.25, Close=26137.35 [2026-01-01] NIFTY2620326150CE | Entry=0.75 | Exit=425.1 | PnL=-424.35 [2026-01-02] ORB High=26249.65, ORB Low=26118.4, Close=26322.2 [2026-01-02] NIFTY2620326300PE | Entry=527 | Exit=221.15 | PnL=305.85 [2026-01-03] Not enough data for opening range, skipping [2026-01-04] Not enough data for opening range, skipping [2026-01-05] ORB High=26358.25, ORB Low=26263.6, Close=26246.25 [2026-01-05] NIFTY2620326250CE | Entry=0.7 | Exit=390 | PnL=-389.3 [2026-01-06] ORB High=26238.6, ORB Low=26144.7, Close=26174.9 [2026-01-07] ORB High=26166, ORB Low=26104.3, Close=26147.8 [2026-01-08] ORB High=26133.2, ORB Low=26049.85, Close=25874.6 [2026-01-08] NIFTY2620325850CE | Entry=4.15 | Exit=409.7 | PnL=-405.55 [2026-01-09] ORB High=25940.6, ORB Low=25818.35, Close=25690.3 [2026-01-09] NIFTY2620325700CE | Entry=77.8 | Exit=378 | PnL=-300.2 [2026-01-10] Not enough data for opening range, skipping [2026-01-11] Not enough data for opening range, skipping [2026-01-12] ORB High=25700.95, ORB Low=25529.05, Close=25784.05 [2026-01-12] NIFTY2620325800PE | Entry=41.1 | Exit=238.5 | PnL=-197.4 [2026-01-13] ORB High=25899.8, ORB Low=25709.85, Close=25745.9 [2026-01-14] ORB High=25750.45, ORB Low=25638.35, Close=25654 [2026-01-15] Not enough data for opening range, skipping [2026-01-16] ORB High=25743.25, ORB Low=25678.4, Close=25692.25 [2026-01-17] Not enough data for opening range, skipping [2026-01-18] Not enough data for opening range, skipping [2026-01-19] ORB High=25653.3, ORB Low=25528.3, Close=25590.9 [2026-01-20] ORB High=25585, ORB Low=25453.85, Close=25237.95 [2026-01-20] NIFTY2620325250CE | Entry=523 | Exit=309 | PnL=214 [2026-01-22] ORB High=25425.7, ORB Low=25302.45, Close=25297.45 [2026-01-22] NIFTY2620325300CE | Entry=473.1 | Exit=317.85 | PnL=155.25 [2026-01-23] ORB High=25347.95, ORB Low=25249.1, Close=25061.1 [2026-01-23] NIFTY2620325050CE | Entry=721.85 | Exit=326.4 | PnL=395.45 [2026-01-24] Not enough data for opening range, skipping [2026-01-25] Not enough data for opening range, skipping [2026-01-26] Not enough data for opening range, skipping [2026-01-27] ORB High=25147.6, ORB Low=24932.55, Close=25174.85 [2026-01-27] NIFTY2620325150PE | Entry=0.55 | Exit=186 | PnL=-185.45 [2026-01-28] ORB High=25372.1, ORB Low=25225.7, Close=25338.05 [2026-01-29] ORB High=25359.35, ORB Low=25207.8, Close=25422.45 [2026-01-29] NIFTY2620325400PE | Entry=0.8 | Exit=158.9 | PnL=-158.1 [2026-01-30] ORB High=25308.8, ORB Low=25218.95, Close=25338.1 [2026-01-30] NIFTY2620325350PE | Entry=0.8 | Exit=183.05 | PnL=-182.25 [2026-01-31] Not enough data for opening range, skipping [BACKTEST COMPLETE] Total PnL: -1172.0500000000002 [INFO] Backtest finished. Flag file created: backtest_finished.flag