error in backtest

9007086213

I ran a backtest of selling 3% otm puts 3 days to expiry on banknifty from start of 2017 to now. In march 2020, it shows only two trades. I checked, and there were 4 expiries(as usual). Why is this? Do I need to be concerned about the reliability of backtests?

seajays

Hi, I would like to know more about your strategy to be able to understand it better. From the looks of it there are usually 2 Market holidays in March which might be affecting your number of trades.