Quantitative Backtesting Lab
Deterministic Component Backtesting (Section 28) • Strictly Separated Environments
ISOLATION NOTICE: Historical backtests are strictly separated from live paper ledger capital.NO RESULTS MIXED
CAGR (EST.)
28.4%
PROFIT FACTOR
1.74
SHARPE / SORTINO
2.31 / 3.12
MAX DRAWDOWN
4.8%
Historical Metrics Breakdown (284 Trades)
WIN RATE63.8%
AVG WINNER / LOSER₹3,420.00 / ₹1,850.00
LARGEST WIN / LOSS₹8,920.00 / ₹2,400.00
SLIPPAGE DEDUCTED₹12,420.00