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Backtest Report

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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

P&L attribution — by leg

Set / legTradesNet P&LWin%

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

DayDaysTotalAvgt-stat

Month-wise breakdown

MonthEntriesExitsLots P&LROI %

Top-5 drawdowns

StartTroughDepth %₹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

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

#InstrumentLegEntryExitHold QtyNet P&LRet%MAEMFE

Raw fills

#Date / TimeInstrumentTypeB/S QtyLotsPriceAmountConditionRC

Strategy template

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.
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