Headline & equity curve
Tiles and equity curve, recomputed from the replayed option fills — not the index.
Performance / Trades / Risk-adjusted
Long (CE) vs Short (PE) trades, Sharpe and Sortino annualised from daily equity.
In-sample / out-of-sample split
Optional — see whether the option-side edge held up in the more recent, unseen period.
Monte Carlo robustness
Optional — thousands of simulated reshuffles showing a realistic best-to-worst-case range.
Portfolio mode
Run several exported strategies together as one combined account, each with its own capital allocation.
trades.csv, per config
Every option entry/exit, strike and P&L next to the export's own index P&L, plus skip reasons.
Rows the replay genuinely can't compute — buy-and-hold, margin, intrabar drawdown — are dropped rather than faked.
Real output from a NIFTY portfolio replay — portfolio summary and unified equity curve. Strategy-identifying details are cropped out.
A slice of the per-trade options ledger — strike, entry/exit fills, option P&L beside index P&L, and the realised ratio.
Monte Carlo robustness — bootstrap and order-shuffle percentile bands from the same run.