SP Trading Academy

Paper Trading & Strategy Lab · Strategy Builder · My Strategies · Version 0.8.31 — SP Trading Academy
● HISTORICAL REPORT MODE · NO LIVE ORDERS
SP TRADING ACADEMY · STUDENT WORKSPACE

Welcome to SP Trading Academy

Your NIFTY 50 trading workspace. Review performance, build strategies and practise with historical market data — all from one dashboard.

● HISTORICAL REPORT MODENO LIVE ORDERS · SAFE TO EXPLORE

Your Trading Workspace

Choose where you want to continue.

⌁ANALYSE

Performance Dashboard

Explore imported Quantman results, P&L, win rate, profit factor, equity curve and trade history.

⚙CREATE

Strategy Builder

Configure Supertrend, EMA and MACD conditions and create your own NIFTY 50 strategy.

▤MANAGE

My Strategies

Load, edit, duplicate and manage your saved strategy configurations.

◈LEARN

Learning Centre

A dedicated space for trading lessons, indicator guides and practice resources.

COMING SOON
ⓘ
Practice with care

SPTA is currently in historical report and strategy-testing mode. Real-time market data and live order placement are not enabled here.

PAPER / HISTORICAL

Strategy Builder · v0.3

Configure indicators and rule conditions. This creates a strategy specification; it does not place orders or run a backtest yet.

● PAPER / CONFIGURATION ONLY

1 · Indicators

RSI confirmation uses above/below 50. Optional entry rules can use crosses through the overbought/oversold levels.
Oscillator range: 0–100. Default zones: oversold 20 and overbought 80.
Quantman-style signals compare a Bollinger value with candle fields or another band. Add one or more conditions to each signal; all conditions in a signal must match. Note: the bundled historical dataset has no candle-volume field, so volume-based rules are saved but cannot trigger a backtest yet.
Traditional daily Pivot Points are calculated from the previous session's High, Low and Close. Signal conditions can compare candle fields with Pivot, R1–R5 or S1–S5.
CPR levels use the previous session's High, Low and Close. Range classification uses CPR width as a percentage of Pivot; verify the classification against Quantman's output before relying on exact parity.
Per-indicator candle timeframe is saved with the strategy. The historical backtest currently uses the available 5-minute NIFTY 50 source candles; 15-minute values are not yet resampled into separate indicator series.

2 · Entry and exit conditions

Only enabled indicators are included in the generated configuration. Entry selections are saved as rule identifiers.

3 · Risk and session controls

0 = disabled
0 = disabled
0 = disabled
0 = disabled
Choose Disabled to turn trailing stop off; fixed stop-loss and take-profit remain active.
Each favourable X% move advances the stop.
Each trigger moves the stop another Y% in the favourable direction.
Option selection is saved as strategy configuration. The current historical engine still simulates NIFTY index points; it does not yet fetch option-chain/premium candles or calculate option-premium P&L.
Generated configuration preview
Select “Generate strategy config” to preview your strategy specification.
Important: this is a configuration builder only. Backtest execution, real-time market data, broker authentication, and order placement are not connected. Validate parameters and test on historical/paper data before any live use.

My Strategies

Your named strategy configurations saved in this browser. Select one to load, duplicate it before experimenting, or export a JSON backup.
0 SAVED
SL.No.Strategy nameInstrumentTimeframeIndicatorsLast savedActions
No saved strategies yet. Generate a configuration, then click “Save to My Strategies”.
Storage: this browser on this computer (localStorage). Use Export JSON for a backup; browser data clearing can remove locally saved strategies.
Embedded from the supplied Quantman CSV. Calculations run locally in this browser.
Net P&L
—
Sum of Profit column
Win rate
—
Wins / all filtered trades
Transactions
—
Win / loss / breakeven
Profit factor
—
Gross profit ÷ absolute gross loss
Max drawdown
—
From filtered trade sequence
This dashboard summarizes the supplied Quantman report; it does not independently reproduce the strategy. Max drawdown is recalculated from the filtered trade sequence with a zero starting-equity baseline. The source cumulative-profit column is retained for comparison.

Cumulative P&L / Equity Curve

Recalculated from Profit in chronological entry-time order
Positive P&LNegative P&L

Performance Summary

Metrics from selected trades
Gross profit
—
Gross loss
—
Average trade
—
Average winning trade
—
Average losing trade
—
Best trade
—
Worst trade
—
Winning streak (max)
—
Losing streak (max)
—
Unique entry dates
—
Source cumulative P&L (last)
—
Recalculated cumulative P&L
—

Monthly P&L

Grouped by entry month

Trade Outcomes

Count and net P&L by outcome
WinLossBreakeven

Transaction Details

All imported trades
#InstrumentQtyEntry TimeEntry PriceExit TimeExit PriceProfitRecalc. Cum. P&LOutcome