LIVE
Portal
Positions
Manual Trading
ANALYSIS
Portfolio
Strategies
Assets
Timelapses
Screener
Backtests
WFA
Strategy Analytics
Optimizer
Meta-Label
Regime Lab
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
Exclude Assets
â–¾
Exclude All
Include All
Apply Filters
Clear Filters
Total P&L
$-9.25
Total Return
-0.10%
Profit Factor
0.97
Win Rate
59.68%
Sharpe Ratio
-1.84
Max Drawdown
-$155.85
Avg Win
$4.35
Avg Loss
-$6.62
Best Trade
$76.60
Worst Trade
-$53.13
Equity Curve
Portfolio Performance
Hourly
Daily
Weekly
Monthly
Hourly Performance (by Hour of Day)
Daily Performance (by Day of Week)
CAPM Regression vs S&P 500 (US500)
Daily
Hourly
Exclude extremes (±1%)
VIX vs Portfolio Performance
Exclude extremes (±5%)
Daily
Hourly
Spread Costs (Portfolio)
Hourly
Daily
Rolling Win Rate & Avg Win/Loss (100-trade trailing)
Assets Performance
EURUSD
$88.17
EURUSD
Win Rate
61.0%
Trades
41
Avg Trade
$2.15
COPPER
$-29.16
COPPER
Win Rate
55.4%
Trades
56
Avg Trade
$-0.52
AUDJPY
$-68.26
AUDJPY
Win Rate
66.7%
Trades
27
Avg Trade
$-2.53
Loading Dashboard...
Recalculating all metrics for selected date range