About the Simulator

The Backtest Position Monitor can display 2D and 3D Risk Graphs, Profit and Loss (PnL), and Greeks for each position within a specific backtest. To offer a market perspective, it also shows the underlying and VIX prices throughout the duration of the position.

📄️ Equity and Index Options Simulation

MesoSim simulates both equity and index options with high fidelity, while making certain practical simplifications to ensure efficient backtesting.

📄️ Crypto Simulation

MesoSim supports backtesting Options Trading strategies on Crypto instruments.

📄️ Strategy Library

New in v3

📄️ Margin Report

Updated for v3 · Migration Guide

📄️ Events Viewer

The Events Tab was explicitly designed to provide in-depth observability.

📄️ Event Log Export

MesoSim records its key execution steps in the Event Log stream, known as Blotter Events. The events recorded in Blotter are visible on the Backtest Details page under the ‘Events’ tab:

📄️ Sharing of Results

Your backtest results are visible only to you by default. If you wish to share a particular run with someone, click on the Share radio button to enable sharing:

📄️ Marker Legs

New in v3

📄️ Volatility Surface

New in v3

📄️ Implied and Historical Volatility

The simulator provides key volatility metrics related to the underlying for every simulation run. These volatility metrics are accessible via the following variables: