Crucible Furnace

v2.6 Pro

Institutional Quantitative Strategy Synthesizer • White-Box Python & Real Backtests

Strategy Studio

Natural Language Synthesis • Visual Node Flow • Live Backtest

Crucible AIJust now

Welcome to Crucible AI Co-Pilot. I synthesize quantitative algorithms into deterministic Python execution engines and verify statistical risk envelopes in real time. How can I help construct or refine your strategy?

Describe your strategy in the chat to synthesize

Institutional 7-Node DAG Flow Graph will render automatically

Performance AnalyticsNIFTY50 • 3MO

Deterministic Upstox Candle Backtest • 1,000-Path Monte Carlo • Market Regime Matrix

AI Quantitative Strategy

NIFTY50 • 15m

Institutional Backtest Analytics & Risk Envelope Engine

Hypothetical Historical BacktestNSE Historical Data

Tested against authentic exchange candle archives (Last 3 Months).No broker connection required for backtesting. Broker keys are only required for live order routing.

Execution Friction AnatomyBroker: Not Connected (Simulation Mode)Connect Broker →

TOTAL RETURN

Actual P&L this period

CAGR

Annualised compound return

—

N/A for <1Y periods

SHARPE RATIO

Return per unit of risk

Ann.

SORTINO

Downside-only risk ratio

Low

MAX DRAWDOWN

Worst peak-to-trough fall

WIN RATE

% of profitable trades

0 trades

PROFIT FACTOR

Gross wins ÷ gross losses

Losing

Cumulative Equity Path

INR Scale

Simulation Realism & Leverage Note: Historical backtests model fixed position sizing (1 lot BankNifty futures proxy requiring ~₹90k initial margin against ₹1L base capital). Over a 10,000+ point historical bull rally, high directional beta yields compounding point gains (+0.0%). In live trading, net yield is subject to execution slippage, Indian exchange STT (0.02%–0.1%), turnover charges, and dynamic margin requirements. Connect a broker to run forward paper trading with real-time exchange fills.

Underwater Drawdown ProfilePeak-to-Trough %

Backtest vs. Live Reality Gap (Execution Friction Anatomy)

MANDATORY RISK REALISM

Why live algorithmic returns are consistently lower than historical backtests in Indian markets

Trade Execution Ledger & Audit Logs

0 Total Executions

Deterministic simulated fills with slippage & STT/brokerage deductions

Trade ID	Type	Entry Time	Exit Time	Execution Price	P&L (₹)	Return %
No matching execution records found.