Strategy results

Every saved strategy on 0DTESPX.com owns its results: a backtest over the full history that follows the strategy everywhere it appears. There is no separate "backtest" to create, configure, or manage — build a strategy, and its results follow it.

How results work

• Fixed, comparable conditions. Every strategy is tested the same way: each trading session runs independently with $100,000 starting capital, second by second, through the same engine that powers trading accounts, settling at the 4:00 PM ET close. Because the conditions never vary, any two strategies' results are directly comparable — the strategies list doubles as a leaderboard.
• Fees are yours. Runs are computed fee-free; your fee schedule (or the default) is applied when results are displayed. If you set a custom fee schedule, you see every figure net of your own costs — applied instantly, nothing recomputes.
• Full history, always. Results cover all trading sessions — the engine computes the full history, and that's exactly what you see.
• Live from the first day. Results stream in session by session while a strategy runs — in the builder preview and on the strategy page alike.

Reading the results

A strategy's results page reports the full metric set — total return, CAGR, Sharpe, Sortino, Calmar, max drawdown, profit factor, expectancy, win rate, and total fees under your schedule — plus an equity curve with an SPX buy-and-hold benchmark, a drawdown view, a per-day P&L histogram, and a calendar heatmap coloring each session by its P&L.

Drilling into a session

Click any session to open its detail: that day's orders and trades (with your fees applied), the strategy's decision log — the running commentary of what it chose to do and why — and the second-by-second intraday chart of SPX with your order markers and the account's equity. The drill-in replays the session through the engine on demand, so it takes a few seconds to load; nothing about it is precomputed or stale.

Staying current

As new trading days become available, a strategy's results fall behind ("N new sessions available"). One click appends just the missing sessions — days are independent, so nothing already computed is re-run.

Reproducibility

Strategies are immutable: the configuration you save is the configuration that produced the results, forever. To iterate, clone — the builder opens pre-filled, and your changes become a new strategy with its own results. Day results are deterministic: re-running any session reproduces the stored result exactly.

How to read a backtest honestly

A few habits keep full-history results from fooling you:

• Judge the curve by its worst stretch. The equity curve's deepest drawdown and longest flat period are what running the strategy would have felt like. If you wouldn't have sat through it, the total return is irrelevant.
• Mind the outlier days. Open the P&L histogram and the calendar: one monster winning day propping up an otherwise flat strategy is a very different proposition from a steady drip of small edges. The drill-in shows you exactly what happened on any day you don't believe.
• Fees and slippage are part of the result. Everything you see is already net of your fee schedule and slippage setting. If a strategy only works with fees at zero, it doesn't work.
• Comparable ≠ tradable. The fixed $100k-per-session convention makes strategies comparable with each other; it doesn't promise the same percentages on a different account size, where fixed per-contract fees weigh differently.