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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
$-90.63
Win Rate
46.43%
Total Trades
28
Average Win
$14.14
Average Loss
-$18.30
Average Spread Cost
-$0.01
Largest Win
$49.13
Largest Loss
$-75.05
Strategy Behaviour
Portfolio Master
MAIN-PORTFOLIO
DEMO
$122.67
Win Rate
53.5%
Trades
101
Avg Trade
$1.21
Opening Range Breakout
ORB
DEMO
$11.23
Win Rate
60.0%
Trades
5
Avg Trade
$2.25
Squeeze Breakout
SQUEEZE
DEMO
$-20.15
Win Rate
56.8%
Trades
44
Avg Trade
$-0.46
Kama Clarity
KAMA_TREND
DEMO
$-30.93
Win Rate
49.0%
Trades
49
Avg Trade
$-0.63
Lead Lag
LEAD_LAG
DEMO
$-46.95
Win Rate
0.0%
Trades
1
Avg Trade
$-46.95
Donchian Trend
Donchian
DEMO
$-68.26
Win Rate
66.7%
Trades
27
Avg Trade
$-2.53
Ema Crossover
demo
DEMO
$-90.63
Win Rate
46.4%
Trades
28
Avg Trade
$-3.24
Kama Crossover
KAMA
DEMO
$-149.70
Win Rate
47.4%
Trades
38
Avg Trade
$-3.94
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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