Exit attribution — what each exit rule contributed (gross)
Exit type
Leg round-trips
Wins
P&L
Avg / trip
Month-wise breakdown
Month
Entries
Exits
Lots
P&L
ROI %
Top-5 drawdowns
Start
Trough
Depth %
₹
Days
Breakdowns — gross P&L (mark-to-market, by day) · trades = round-trips closed in the period · lots = size of those round-trips
Risk flags
Hypotheses to test (fired, not advice)
Cost lab — move the sliders to see Net P&L recompute live (this is what a PDF can't do)
Gross P&L —
Total costs —
Net P&L —
Net ROI —
Net Sharpe —
Price & trade activity — buys / sells on the tape vs the underlying · click a day to see the instruments' own prices
Instrument prices
Trade analysis — round-trips (Entry→Exit), net of costs
Each dot is a trade: MAE (worst unrealised loss before exit, x) vs final P&L (y). Dots far left of the y-axis mean trades that went deep red before recovering — stop-loss territory.
#
Instrument
Leg
Entry
Exit
Hold
Qty
Net P&L
Ret%
MAE
MFE
Raw fills
#
Date / Time
Instrument
Type
B/S
Qty
Lots
Price
Δ
Θ/day
Vega
IV%
Amount
Condition
RC
Strategy template
Daily breakdown
Date
Trades
Lots
P&L
ROI %
Backtested, hypothetical results. Past performance does not indicate future results. This page shows the results of a backtest: a hypothetical simulation of a trading strategy over historical market data. Backtested results are not actual trading results, do not reflect real-money execution, liquidity or slippage, and are shown for educational and illustrative purposes only. Nothing here is investment advice or a recommendation to buy or sell any security, and there is no assurance of returns. Past performance, simulated or actual, does not indicate future results. Trading in securities and derivatives involves substantial risk of loss. Tradetron is a technology platform; the strategy and these results belong to the creator who shared them, and Tradetron does not endorse, verify or recommend them.