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AUDJPY - AUDJPY
Asset Strategy Behaviour →
MAIN-PORTFOLIO 🟢
DEMO 🟢
CM-ULTIMATE-MA-DEMO 🟢
KAMA 🟢
DONCHIAN 🟢
FVG 🟢
RSI 🟢
KAMA_TREND 🟢
ORB 🟢
SQUEEZE 🟢
VWAP 🟢
HTF_REVERSION 🟢
FAILED_BREAKOUT 🟢
VWAP_REVERSION 🟢
XS_INDEX_RS 🟢
PAIRS_SPREAD 🟢
EVENT_DRIFT 🟢
RVOL_GAP 🟢
LEAD_LAG 🟢
LONDON_FIX 🟢
BASKET_RESIDUAL 🟢
VIX_CARRY 🟢
PEAD 🟢
INTRADAY_MOM 🟢
TOM_FLOW 🟢
CRYPTO-PORTFOLIO 🔴
CRYPTO-SQUEEZE 🔴
ALPACA-OPTIONS-PORTFOLIO 🟢
OPTIONS_SURFACE 🟢
This Week
This Month
This Year
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Total P&L
$-41.29
Win Rate
56.52%
Total Trades
46
Average Win
$2.40
Average Loss
-$5.19
Average Spread Cost
-$0.01
Largest Win
$10.74
Largest Loss
$-24.11
Strategy Behaviour
Portfolio Master
MAIN-PORTFOLIO
DEMO
$21.45
Win Rate
51.3%
Trades
113
Avg Trade
$0.19
Lead Lag
LEAD_LAG
DEMO
$-10.83
Win Rate
50.0%
Trades
2
Avg Trade
$-5.42
Opening Range Breakout
ORB
DEMO
$-12.72
Win Rate
40.0%
Trades
5
Avg Trade
$-2.54
Squeeze Breakout
SQUEEZE
DEMO
$-41.29
Win Rate
56.5%
Trades
46
Avg Trade
$-0.90
Kama Clarity
KAMA_TREND
DEMO
$-48.40
Win Rate
49.0%
Trades
49
Avg Trade
$-0.99
Donchian Trend
Donchian
DEMO
$-89.74
Win Rate
60.0%
Trades
25
Avg Trade
$-3.59
Ema Crossover
demo
DEMO
$-128.14
Win Rate
44.8%
Trades
29
Avg Trade
$-4.42
Kama Crossover
KAMA
DEMO
$-166.36
Win Rate
43.9%
Trades
41
Avg Trade
$-4.06
Weekly Performance
Performance by Time Period
30min
1h
12h
Daily
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Hourly Performance (by Hour of Day)
Daily Performance (by Day of Week)
CAPM Regression vs AUDJPY Market
Daily
Hourly
Exclude extremes (±1%)
VIX vs AUDJPY Performance
Exclude extremes (±5%)
Daily
Hourly
Spread Costs Over Period
Hourly
Daily
Trade P&L Distribution
Best Trades
Date
P&L
Worst Trades
Date
P&L
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