Option traders, both in the Indian stock markets and worldwide, dedicate a significant amount of time and effort to forecasting the direction of Nifty or the index for the following day. Despite accurately anticipating the movement of the underlying asset, option traders on NSE frequently struggle to produce substantial returns. This is because simply forecasting the behaviour of Nifty, BankNifty, or stocks, whichever serves as the underlying asset, is insufficient for developing a profitable options trading strategy. The profitability of options trading strategies for a trader depends on option Greeks. Hence, it is vital for option traders to possess the most efficient options strategies when participating in trading with the selected underlying asset for the following day. How to go back in time or how to backtest, to find optimal option trading strategy for a given directional bias or forecast? The solution is found in Quantsapp's tool, Trade Recap, which enables option traders to retrospectively create multiple-leg trading strategies and comprehend the dynamics of various option strategies.