Nifty Options Backtesting Strategy

I need a complete backtesting setup for my Nifty option-buying approach. The script has to let me define and replay precise entry points, exit points, profit / loss calculation, and the risk-reward ratio so I can see exactly how the rules would have played out on historical data.

I already have a rough idea of the trade logic; what I lack is a clean, reusable framework that can ingest historical Nifty options data, plot the trades on a chart, and export the numbers to CSV or Excel for deeper analysis. I am flexible on the platform—Python (pandas, backtrader, zipline), Pine Script, or even a well-structured Excel VBA macro are all fine as long as results are reproducible.

Deliverables
• A runnable backtest file or script with clear installation notes
• Parameter inputs for entry, exit, and risk-reward settings
• A concise report summarising historical performance (win rate, average R:R, total P/L)

Acceptance Criteria
The strategy must recreate at least one year of Nifty option data without missing expiries, match the exchange’s official closing prices within reasonable tolerance, and export a trade-by-trade log that reconciles to the plotted equity curve.

If this sounds straightforward to you and you have prior experience with options backtesting, let’s get this working.