Tradetron — Backtest Report

Full statistics

Equity curve & drawdown — gross · net · benchmark · drag to zoom

Monte-Carlo robustness — block-bootstrap of the daily return path · is the result edge or luck?

5th–95th percentile of 2000 resampled equity paths (block bootstrap preserves autocorrelation). The bold line is your realised curve.

Monthly returns (% of capital)

Daily return distribution

Daily returns calendar

Rolling Sharpe & volatility — 21-day window, annualised

P&L attribution — by leg

Set / leg	Trades	Net P&L	Win%

Timing edge — day-of-week (t-stat flags significance)

Day	Trades	Total	Avg	t-stat

Month-wise breakdown

Month	Trades	P&L	ROI %

Top-5 drawdowns

Start	Trough	Depth %	₹	Days

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 —

Trade analysis — round-trips (Entry→Exit), net of costs

#	Instrument	Leg	Entry	Exit	Hold	Qty	Net P&L	Ret%	MAE	MFE

Raw fills

#	Date / Time	Instrument	Type	B/S	Qty	Price	Amount	Condition	RC

Backtest Report

Full statistics

Equity curve & drawdown — gross · net · benchmark · drag to zoom

Monte-Carlo robustness — block-bootstrap of the daily return path · is the result edge or luck?

Monthly returns (% of capital)

Daily return distribution

Daily returns calendar

Rolling Sharpe & volatility — 21-day window, annualised

Margin utilisation & return-on-margin — capital the book actually blocks over time

Performance by volatility regime — conditioned on India VIX (the question that breaks short-vol books)

P&L attribution — by leg

Timing edge — day-of-week (t-stat flags significance)

Month-wise breakdown

Top-5 drawdowns

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)

Trade analysis — round-trips (Entry→Exit), net of costs

Raw fills

Strategy template

Backtest Report

Full statistics

Equity curve & drawdown — gross · net · benchmark · drag to zoom

Monte-Carlo robustness — block-bootstrap of the daily return path · is the result edge or luck?

Monthly returns (% of capital)

Daily return distribution

Daily returns calendar

Rolling Sharpe & volatility — 21-day window, annualised

Margin utilisation & return-on-margin — capital the book actually blocks over time

Performance by volatility regime — conditioned on India VIX (the question that breaks short-vol books)

P&L attribution — by leg

Timing edge — day-of-week (t-stat flags significance)

Month-wise breakdown

Top-5 drawdowns

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)

Trade analysis — round-trips (Entry→Exit), net of costs

Raw fills

Strategy template

Daily breakdown