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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
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Total P&L
$-216.81
Total Return
-2.14%
Profit Factor
0.46
Win Rate
39.13%
Sharpe Ratio
-5.65
Max Drawdown
-$225.77
Avg Win
$20.17
Avg Loss
-$28.45
Best Trade
$76.47
Worst Trade
-$58.70
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
$-5.16
EURUSD
Win Rate
60.0%
Trades
5
Avg Trade
$-1.03
US100
$-26.29
US100
Win Rate
50.0%
Trades
6
Avg Trade
$-4.38
US500
$-185.36
US500
Win Rate
25.0%
Trades
12
Avg Trade
$-15.45
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