Snehasish Yes, keeping the lot size constant was a conscious design choice. Even though the lot size changed over time, it makes more sense to keep it constant while backtesting using historical data. When evaluating strategies, a 1 rupee move in your favour shouldn't show 25 rupees profit on one day, and 50 rupees profit on the next day, even though market conditions remain the same. Different lot sizes in backtests can obfuscate the signal, so we advise you to keep it constant for the duration of the entire backtest.