Hypothetical simulated result — not an actual return. This back-test did not involve real capital
and no order was placed. Simulated performance is prepared with the benefit of hindsight, does not
account for slippage, liquidity, partial fills, brokerage, taxes or impact cost, and routinely differs
materially from live results. Past performance, simulated or actual, does not indicate future
performance. Tradetron is not a SEBI-registered investment adviser or research analyst and nothing
here is advice or a recommendation.
Full statistics
Returns
Risk
Ratios & Quality
Trading Activity
Hover a dotted label for what the number means — full glossary under “What do these numbers mean?” above.
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
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)
Sets — which set carries the strategy · net of pro-rated costs, closed round-trips booked on exit day · "without" rows are arithmetic, not a re-run
Inside the worst drawdowns — which set lost what (day after the peak → trough)
Episodes are measured on the daily mark-to-market series; the per-set cells are closed round-trips inside the window, so they need not sum to the depth.
Correlation of daily P&L between sets
Days on which a set closed nothing count as 0. Above 0.7 the two sets are mostly the same trade twice, with twice the margin; near 0 they earn their keep as diversifiers.
Without one set — arithmetic, not a re-run
Book
Trades
Net P&L
Max DD
Sharpe
CAGR
The attributed P&L with one set subtracted. A set whose exit reads strategy-level P&L, that shares margin, or that the Universal Exit closes together with the rest will not behave like this on its own. To know, run the variant without it.
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
Set
Entry
Exit
Exit reason
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
Set
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.