Backtests
Historical replays of the same fusion → decision → risk → execution path, on frozen Zerodha candles. These are not paper-account results.
Run d17cd1fa…
paper-fusion- Period
- 01 Jul, 09:15 → 31 Jul, 15:30 IST · 5m bars
- Symbols
- RELIANCE, TCS, INFY, HDFCBANK, ICICIBANK
- Snapshot
- nifty50_5m_20261005
- Starting → ending
- ₹10,00,000.00 → ₹9,75,524.02
- Costs
- 2 bp per fill + 1 bp slippage
- Pipeline activity
- 8625 bars · 605 agent signals
Total return
-2.45%
Net P&L
-₹24,475.98
gross -₹25,673.84
Max drawdown
-3.04%
Trades
16
win rate +6.3%
Risk-adjusted and costs
- Sharpe (annualised)
- -4.64
- Sortino
- -3.59
- Profit factor
- 0.13
- Transaction costs
- ₹726.90
- Slippage
- ₹363.84
- Bars per year
- 18900
Equity curve
Ends at ₹9,75,524.02, a net P&L of -₹24,475.98 after costs.