Entry%/Exit% Backtest

"Net" is after slippage and is what the ranking sorts by; "gross" is before it. All ₹ figures scale with the Lots input above. Capital Used is a flat ₹1L allocated per lot per leg (independent of Lots); Return % = net P&L / Capital Used. Capital ₹ is the biggest SINGLE trade's premium paid (only one trade taken at a time, so capital is reused for the next one, not summed). Max Drawdown is the worst unbroken run of losing days, summed. Capital Pending = Capital Used − Capital ₹(max trade) − Max Drawdown — the buffer left over after covering both your largest position and your worst losing streak at once; negative means the allocation isn't enough for both.

Each row is that strategy's #1 (entry%, exit%) from the Top 50 table above. A single index uses ₹1L per lot, a 2-index combo ₹2L and the 3-index combo ₹3L, so raw ₹ P&L favours the bigger combos — Return % (net P&L ÷ Capital Used) is the fair comparison. Click a row to open that strategy. Order changes between runs because each nightly run adds another day of data, which re-scores every (entry%, exit%) pair; a moving #1 means the best parameters aren't stable yet (see Trend below).