Key Metrics — Side by Side
Strategy A — Original Logic
vs
Strategy B — VIX Trend Rules
| Metric | Strategy A | Strategy B | Delta |
|---|
📈 Equity Curve — Cumulative P/L
🔵 VIX Distribution at Trade Entry
📅 Annual P/L Comparison
🎯 VIX Filter Impact — Filtered Days P/L
Period Breakdown
Yearly
Monthly
VIX Filter Impact
| Year | A: Trades | A: Win% | A: P/L $ | B: Trades | B: Win% | B: P/L $ | Delta |
|---|
| Month | A: Trades | A: Win% | A: P/L $ | B: Trades | B: Win% | B: P/L $ | Delta |
|---|
Days where Strategy B's VIX Trend Rules filtered out a trade that Strategy A would have taken. Shows whether the filter helped or hurt.
| Date | VIX | VIX Trend | Reason | Hypothetical P/L |
|---|