📝 Description
The Trades panel displays the results of instant backtesting — showing how the selected strategy or structure would have performed across multiple historical periods.
Each colored line represents a single trade instance, initiated at its respective historical entry date and tracked over time.
🎛️ Interactive Controls
| Control | Description |
|---|---|
| Years | Filters the historical sample to include trades only from selected years (e.g., All years, 2008, 2020, etc.). |
| Period | Filters by calendar periods (e.g., Winter, Summer, All periods) to isolate seasonality or contract cycles. |
| Hover Cursor | Displays contextual trade data — including Days in Trade, P&L value, Entry Date, and Contract Month. |
📊 Chart Components
Trade P&L Paths (Main Panel)
Each colored line represents a single trade instance from historical backtests.
Vertical Axis: Profit and Loss ($).
Horizontal Axis: Days in Trade — progression of each trade over its holding period.
Zero Line: Represents breakeven; trades above are profitable, below are losses.
Hover Panel: Shows detailed metrics for the selected trade (days held, P&L, entry date, contract month).
📚 Data & Methodology
Instant Backtesting Engine: Recreates each trade historically using the same structure, underlying, and model parameters currently selected.
Entry Logic: Uses the defined entry criteria (e.g., relative to contract roll date or price condition) at each historical instance.
Mark-to-Market: P&L is computed daily using historical market data and current option valuation models.
Exit Criteria: Each trade is held until the defined holding period (or until expiry if applicable).
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