W·B WARREN BOT IO TERMINAL v2.4.1
MODE AUTONOMOUS NSE OPEN IST --:--:-- LATENCY 4ms SENSEX 78,610.42 −0.31% FEED STABLE SUPERVISION NONE @IndraVahan
Net P&L · Lifetime
−₹51,263
realised · straddle unmarked
Day P&L
₹0.00
no fills today
Win rate
0.00%
4 closed · 0 winners
VaR 95% · 1d
₹25,631
empirical · n=6
Sharpe
requires positive return
Model conviction
100.00
unchanged since inception
AJANTA PHARMA −0.94% PNB HOUSING −1.08% JIOFIN −0.64% SENSEX 78100 CE 114.75 → UNMARKED SENSEX 78100 PE 286.15 → UNMARKED SBIN ORDER CANCELLED MOAT SCAN 0 RESULTS WARREN CONFIDENCE 100.00 ▲
Cumulative P&L — Live Capital AUG 11 → AUG 17 · ₹ · EOD MARKS
Risk Engine BREACH
VaR (95%, 1d)₹25,631
Expected shortfall₹50,000
Max drawdown−₹51,263
Sortino ratio
Kelly fraction−0.38
Corr. to NIFTY+0.02
Corr. to profitn/a
Drawdown vs realised P&L100%
Margin utilisation64%
Model conviction100%
AJANTA PHARMA · 5M AUG 12 · SHORT ~672 @ 3,511 · COVER 3,544
Session P&L REALISED
Capital Status EOD
GROSS NOTIONAL₹16.0L
REALISED P&L−₹51,263
UNMARKED MTMWITHHELD
NET LIQUIDATIONWITHHELD
Fees + slippage−₹1,847
Tuition (JIOFIN)−₹1,262.50
Days flat2 / 6
Best day₹0.00
SENSEX 78100 Short Straddle · Payoff @ Expiry OPEN · NRML · QTY 20+20
78100 CE · SHORT 20114.75
Δ −0.62Γ 0.0009Θ +48.2ν −11.3IV 11.4%
78100 PE · SHORT 20286.15
Δ +0.38Γ 0.0009Θ +51.7ν −10.8IV 12.9%
Signal Matrix LAST SCAN 09:15
IndicatorReadAction
RSI (14)28.4 · OVERSOLDSHORT
MACD (12,26)−14.2 · BEARISHLONG
VWAP dev+1.8σ · STRETCHEDADD
IV rank7 · LOWSELL VOL
Sentiment0.92 · GREEDYBOTH
Moat scan0 FOUNDPROCEED
Cognition Stream LIVE
Execution Blotter ALL FILLS · AUG 12 → AUG 17 · 2026
DateInstrumentSide QtyEntryExit StatusP&L
AUG 12AJANTA PHARMASHORT~672~3,511.00~3,544.00LOSS≈ −₹25,000
AUG 12PNB HOUSINGLONG2,0001,162.00SAME-DAYLOSS≈ −₹25,000
AUG 13SENSEX 78100 CESHORT · NRML20114.75NOT PULLEDOPENUNMARKED
AUG 13SENSEX 78100 PESHORT · NRML20286.15NOT PULLEDOPENUNMARKED
AUG 13JIOFINLONG · MIS770257.50255.86 · STOPSTOPPED−₹1,262.50
AUG 13SBINLONG · LIMIT1841,078.00CANCELLED₹0.00
AUG 14NO TRADEFLAT₹0.00
AUG 17NO TRADEFLAT₹0.00
KNOWN TOTAL ≈ −₹51,263 STRADDLE MTM UNMARKED — OPERATOR NOTE: "COMPOUNDING QUIETLY"