DTE is calendar days to the earliest expiry traded by each strategy that day. Missing-expiry days are excluded only when a DTE filter is active. Only sessions valid in the original combined result contribute to totals.

Monthly P&L

Correlation matrix

Pearson correlation of daily net P&L on common valid dates. At least two observations and nonzero variance required; otherwise —. Hover a cell for the sample size.

Data notes & excluded sessions

Intraday min/max use recorded run snapshots. Multi-strategy subset or extra-slippage intraday extrema are unavailable; individual strategy extrema remain in the drill-down. Daily drawdown uses end-of-day cumulative P&L starting from ₹0. Zero-P&L days break winning/losing streaks. Profit factor is gross winning-day P&L divided by the absolute losing-day total. Expectancy (R) = reward/risk × win fraction − loss fraction. This report uses the configured local execution model.