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Paper trades/Trade #3
TRADE DECISION AUDIT

Supertrend + VWAP Confirmation

Nifty 50 · NIFTY 23300 CE 03 NOV 26 · 2026-11-03 · WEEKLY · 1 trading sessions to expiry

CLOSED buy · LONG · CE
Entry premium₹85.00Simulated ask + slippage
Stop / target₹70.00 / ₹105.00Initial plan
Maximum favourable25.47%Observed favourable executable-side excursion
Maximum adverse-10.53%Observed adverse executable-side excursion

Why the strategy entered

Supertrend turned bullish and futures price is above session VWAP.

mixed
EMA 923,079.596
EMA 2123,061.054
EMA 9 slope0.206
EMA 21 slope0.082
EMA spread0.080
RSI 1479.252
ATR 1436.639
ATR %0.157
ADX 1419.700
+DI 1461.642
−DI 1414.622

Exact strategy entry-rule checks

DirectionConditionRecorded result
Bullish signal / Buy CEPrevious Supertrend BearishPassed
Bullish signal / Buy CECurrent Supertrend BullishPassed
Bullish signal / Buy CEFutures Close Above Session VwapPassed
Bearish signal / Buy PEPrevious Supertrend BullishNot met
Bearish signal / Buy PECurrent Supertrend BearishNot met
Bearish signal / Buy PEFutures Close Below Session VwapNot met

Additional market-context checks

CheckObserved valueMeaning
Ema AlignmentbullishEMA 9 versus EMA 21 alignment
Price Vs Ema21aboveSpot close relative to EMA 21
Futures VwapaboveFront futures close relative to same-session futures VWAP
Rsi MomentumbullishRSI 14 momentum zone
Adx Trend StrengthweakADX 14 trend strength; direction is not implied by ADX
Relative VolumeunavailableAligned front-month futures candle volume versus prior same-session futures average
Candle DirectionbullishSignal candle body direction

Option contract and execution quality

Strike/Greeks come from the option-chain snapshot; execution price, timestamps and depth come from Upstox Full Market Quotes V3.

Strike23,300.000
Expiry2026-11-03
Expiry seriesWEEKLY
Expiry classification sourceupstox_weekly_flag
Calendar DTE1.000
Trading-session DTE1.000
Expiry weekdayTuesday
Signal weekdayMonday
Entry weekdayMonday
Expiry week flag1.000
Expiry day flag0.000
One session before expiry1.000
Two sessions before expiry0.000
LTP80.450
Best bid80.300
Best ask80.450
Spread %0.187
Quote sourceUpstox Full Market Quotes V3
Quote response time (IST)2026-11-02 09:21:02
Last trade time (IST)2026-11-02 09:21:02
Quote response age (sec)0.000
Last trade age (sec)0.000
Top-5 bid depth9,490.000
Top-5 ask depth9,685.000
Max allowed quote age (sec)120.000
Max allowed spread (%)5.000
Delta0.463
Theta-37.811
Gamma0.002
Vega5.424
IV17.520
Volume29,115,710.000
Open interest11,667,890.000
Previous OI6,370,325.000
Best bid quantity390.000
Best ask quantity845.000
PCR0.369
POP32.470
Strike distance (points)34.200
Strike distance (%)0.147
Estimated risk1,033.600
Entry IV17.520
Exit IV17.610
IV change0.090
Entry delta0.463
Exit delta0.549
Delta change0.086
Theta change-0.428
Gamma change0.00000
Vega change-0.042

Exit and trade outcome

target

Exit price₹105.00
Exit IV17.610
Exit spread0.19%
Exit quote age0 sec
Gross P&L₹1,300.00
Estimated charges₹62.56
Net P&L₹1,237.44
Quote observations25
Last mark₹106.65

MAE/MFE use the position-side executable quote (bid for BUY accounts, ask for SELL accounts) captured by the minute-level worker. They may not include intraminute extremes or every executable market price.

Full Market Quotes V3 audit trail

Exchange quote response time, last-trade time and top-five market depth snapshots used for simulated entries, marks and exits.

PhaseRequested atQuote response (exact)Last tradeQuote ageBest bidBest askBid depthAsk depthDepth VWAP
exit2026-11-02 09:46:022026-11-02T09:46:02.728+05:302026-11-02 09:46:020 sec₹106.65₹106.853,64015,730₹106.65
mark2026-11-02 09:46:022026-11-02T09:46:02.728+05:302026-11-02 09:46:020 sec₹106.65₹106.853,64015,730₹106.65
mark2026-11-02 09:45:032026-11-02T09:45:03.174+05:302026-11-02 09:45:020 sec₹99.50₹99.7515,01515,015₹99.50
mark2026-11-02 09:44:022026-11-02T09:44:02.71+05:302026-11-02 09:44:010 sec₹100.40₹100.7021,97017,420₹100.40
mark2026-11-02 09:43:022026-11-02T09:43:02.618+05:302026-11-02 09:43:010 sec₹103.80₹104.0517,87522,360₹103.80
mark2026-11-02 09:42:022026-11-02T09:42:02.845+05:302026-11-02 09:42:020 sec₹99.30₹99.5020,08510,205₹99.30
mark2026-11-02 09:41:022026-11-02T09:41:02.586+05:302026-11-02 09:41:010 sec₹96.25₹96.5519,89022,295₹96.25
mark2026-11-02 09:40:032026-11-02T09:40:03.204+05:302026-11-02 09:40:020 sec₹94.75₹95.0012,025143,130₹94.75
mark2026-11-02 09:39:022026-11-02T09:39:02.71+05:302026-11-02 09:39:020 sec₹91.85₹92.1515,14520,280₹91.85
mark2026-11-02 09:38:032026-11-02T09:38:03.26+05:302026-11-02 09:38:020 sec₹87.75₹88.0024,18068,705₹87.75
mark2026-11-02 09:37:022026-11-02T09:37:02.912+05:302026-11-02 09:37:020 sec₹86.35₹86.6028,21019,370₹86.35
mark2026-11-02 09:36:022026-11-02T09:36:02.864+05:302026-11-02 09:36:020 sec₹85.25₹85.4018,9158,970₹85.25
mark2026-11-02 09:35:032026-11-02T09:35:03.84+05:302026-11-02 09:35:030 sec₹85.85₹86.1026,06518,525₹85.85
mark2026-11-02 09:34:022026-11-02T09:34:02.922+05:302026-11-02 09:34:020 sec₹81.70₹81.9015,47068,900₹81.70
mark2026-11-02 09:33:022026-11-02T09:33:02.592+05:302026-11-02 09:33:020 sec₹79.45₹79.659,81521,060₹79.45
mark2026-11-02 09:32:032026-11-02T09:32:03.032+05:302026-11-02 09:32:020 sec₹79.50₹79.7021,32021,190₹79.50
mark2026-11-02 09:31:032026-11-02T09:31:03.414+05:302026-11-02 09:31:030 sec₹86.85₹87.1014,10516,640₹86.85
mark2026-11-02 09:30:032026-11-02T09:30:03.406+05:302026-11-02 09:30:030 sec₹80.65₹80.7010,8559,815₹80.65
mark2026-11-02 09:29:022026-11-02T09:29:02.682+05:302026-11-02 09:29:020 sec₹83.25₹83.4012,74029,640₹83.25
mark2026-11-02 09:28:022026-11-02T09:28:02.5+05:302026-11-02 09:28:020 sec₹80.15₹80.4016,90014,625₹80.15
mark2026-11-02 09:27:022026-11-02T09:27:02.601+05:302026-11-02 09:27:020 sec₹77.90₹78.0017,42011,375₹77.90
mark2026-11-02 09:26:022026-11-02T09:26:02.81+05:302026-11-02 09:26:020 sec₹76.05₹76.2524,70012,480₹76.05
mark2026-11-02 09:25:032026-11-02T09:25:03.102+05:302026-11-02 09:25:020 sec₹77.70₹77.9015,47014,755₹77.70
mark2026-11-02 09:24:022026-11-02T09:24:02.803+05:302026-11-02 09:24:020 sec₹79.00₹79.2042,05519,565₹79.00
mark2026-11-02 09:23:022026-11-02T09:23:02.757+05:302026-11-02 09:23:020 sec₹81.35₹81.6012,74019,045₹81.35
mark2026-11-02 09:22:022026-11-02T09:22:02.61+05:302026-11-02 09:22:020 sec₹78.00₹78.2032,8259,425₹78.00
entry2026-11-02 09:21:022026-11-02T09:21:02.787+05:302026-11-02 09:21:020 sec₹80.30₹80.459,4909,685₹80.45

Top-five depth VWAP is a paper fill estimate based on displayed exchange quantities at the time of the snapshot. It cannot guarantee actual execution, queue priority or protection against cancellations and rapid market changes.