Calculate Credit Usage

Backtests credits usage is calculated based on the backtest period and the no. of underlying in the strategy, if using lists.

For a period of 180 days, backtest credit consumed will be 1. Similarly, if you backtest for 360 days, Backtest credit consumed will be 2 and so on.

If your strategy contains a list, one of the below criteria will be followed based on no. of underlyings in the list

Criteria 1

If underlyings in list >= 5 then max. 5 credits for 6 months period

Criteria 2

If underlyings in list < 5 then each underlying will consume 1 credit each for 6 month period.

If the list contains more than 20 stocks, the backtest duration is limited to 7 days

Let's understand using the below examples:

If a user is backtesting a strategy with Index_fut list with 2 underlying Nifty and BankNifty for 6 months, then the count of underlying is 2 in the list. So the Backtest credit required will be 2 for 6 months of data

If a user is backtesting a list of 20 stocks for 360 days, since no. of underlying is 20 which is greater than 5, the max credit it will consume is still 5 for 6 months of data, so in this case, it will only consume 2*5=10 credits for a period of 360 days even though there are 20 stocks in the list

If a user is backtesting a simple banknifty straddle for 360 days, backtest credit consumed will be 2

Updated on: 02/11/2022

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