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Equity Curve
cumulative realised P&L, one point per trading dayat or setting a new highdrawdown: below the last peakhover for the day-by-day numbers
Monthly Returns
colour intensity scales with magnitude within this runQuick Facts
A day in the life — worked example
Entry
Exit hierarchy
Risk controls
Sizing —
₹
Return on capital
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Daily P&L
per expiry day · bars above the line are winning daysEvery metric below is defined in vrp_metric_glossary.xlsx, computed from this run, and interpreted against its own number.
Each row is one leg (one call or one put). A straddle position is two rows entered at the same time. Rows are grouped by day with a bold day-total at the end of each group - sum that day's Net column to get the day's P&L. Hover any column header or filter for what it means.
Methodology (hover any field label for a quick-reference tooltip)
- Metric source
- Every metric definition is from vrp_metric_glossary.xlsx, scored against this actual run.
- Position unit
- A "position" groups legs by a shared entry moment - the whole straddle when both legs always enter together, one leg's own episode when they don't. Check avg_legs in Deep-Dive.
- Annualisation
- All annualised figures use √52 (expiry-day cadence), not the equity-market √252 convention.
- Excursion (MAE/MFE)
- Reconstructed from raw 1-minute bars, mark-to-close, gross of costs.
- Capital assumed
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- Costs modelled
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- End of day
- Anything open at the strategy's own exit time is force-closed. A Forced EOD Close in the ledger would mean the exit logic itself failed.
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Not investment advice. This report is a backtest over historical data with no live orders and a small sample. Past performance in this data does not imply future results.