Hypothetical performance notice. Hypothetical or simulated performance results have certain limitations. Unlike an actual performance record, simulated results do not represent actual trading. Also, since the trades have not been executed, the results may have under- or over-compensated for the impact, if any, of certain market factors, such as lack of liquidity. Simulated trading programs in general are also subject to the fact that they are designed with the benefit of hindsight. No representation is being made that any account will or is likely to achieve profits or losses similar to those shown. Past performance does not guarantee future results. Tradetron is software, not a broker-dealer or investment adviser, and nothing here is advice or a recommendation.
Costs. Costs in the Net of costs figures, from this run's settings: no commissions, slippage 0.05% of traded value on every fill. Total modelled: $164.46 (commission $0.00, slippage $164.46). Not modelled: Cboe index-option fees, exchange, OCC, SEC and FINRA fees. The Cost lab changes these settings for this page only.
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.