Pair Trading Intraday Equity Futures - Pivottrading.Net

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Pair Trading in Equity Futures

Scrip Group

No of Lots

No of pairs

Unqiue

Performance

Start Time

	Sr.No.	Scrip	Diff / Corelation	LTP		Timing	Signal	Result MIS Order	Current Pair Profit
	Sr.No.	Scrip	Diff / Corelation	at 9:9:30 am	at present	Timing	Signal	Result MIS Order	Current Pair Profit
	1	RELIANCE23JUNFUT	173.88 / 0.75	2477.50	2522.40	15:15:16	BUY	11225
	1	TATAMOTORS23JUNFUT	173.88 / 0.75	517.55	521.20	15:15:16	SELL	-5201.25	6023.75

	2	RELIANCE23JUNFUT	113.66 / 0.78	2477.50	2522.40	15:15:16	BUY	11225	6023.75
	2	SBIN23JUNFUT	113.66 / 0.78	577.00	578.70	15:15:16	SELL	-2550	8675

	3	CIPLA23JUNFUT	111.2 / 0.75	948.00	956.30	15:15:16	BUY	5395	8675
	3	SBIN23JUNFUT	111.2 / 0.75	577.00	578.70	15:15:16	SELL	-2550	2845

	4	GRASIM23JUNFUT	100.47 / 0.81	1692.00	1699.00	15:15:16	BUY	3325	2845
	4	TATAMOTORS23JUNFUT	100.47 / 0.81	517.55	521.20	15:15:16	SELL	-5201.25	-1876.25

	5	SBILIFE23JUNFUT	100.34 / 0.85	1193.20	1202.00	15:15:16	BUY	6600	-1876.25
	5	SBIN23JUNFUT	100.34 / 0.85	577.00	578.70	15:15:16	SELL	-2550	4050

Current PNL: 19718						Best PNL: 34845 Worst PNL: -8930

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