Gross P&L
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Costs (0.40% RT)
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Net P&L
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Mean Capital Deployed
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CAGR / Sharpe / Sortino basis
Peak Capital Deployed
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Max concurrent positions × ₹1L
Cost as % of Gross
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Drag from 0.40% RT all-in
Cumulative Net P&L & Drawdown
Yearly Net P&L
Win / Loss by Year
Case 1Single Week Reversal
📍 Trigger week = 10-week lowest low
📈
(C−L)/(H−L) ≥ 0.80🎯 Entry = week High · SL ref = week Low
V-bottom in one week. Buyers fully in control same week.
Case 2Two-Week Reversal
📍 Prev week = 10wk low (bearish/neutral close)
📊 Curr week did not break lower
📈
(C−PL)/(CH−PL) ≥ 0.70🎯 Entry = max(CH,PH) · SL ref = prev Low
W-bottom over 2 weeks. Week 2 confirms reversal.
▶ v28 Filter: Weekly Supertrend must be BEARISH at signal week (period=10, mult=3.0) — corrections only, not downtrends.
Case 1 vs Case 2
| Metric | Case 1 | Case 2 |
|---|
Rolling 30-Trade Win Rate
Rolling 30-Trade Profit Factor
Monthly Net P&L Heatmap
Small+
Large+
Small-
Large-
None
P&L % Distribution
Hold Days Distribution
Exit Reason
Entry Month Seasonality (Avg Net ₹)
Per-Stock · click header to sort · click row to drill
| Symbol | Trades | WR% | PF | Avg% | Best% | Worst% | Hold | Net ₹ | C1 | C2 |
|---|
All Trades
| Symbol | Entry | Exit | Days | Entry₹ | Exit₹ | P&L% | Net₹ | Cost₹ | Exit | Case |
|---|