Total P&L
$-174.48
Total Return
-2.64%
Profit Factor
0.80
Win Rate
49.28%
Sharpe Ratio
-4.09
Max Drawdown
-$312.24
Avg Win
$10.46
Avg Loss
-$12.65
Best Trade
$81.70
Worst Trade
-$38.42
Equity Curve
Portfolio Performance
Hourly Performance (by Hour of Day)
Daily Performance (by Day of Week)
CAPM Regression vs S&P 500 (US500)
VIX vs Portfolio Performance
Exclude extremes (±5%)
Spread Costs (Portfolio)
Rolling Win Rate & Avg Win/Loss (100-trade trailing)

Assets Performance

US500
US500
$45.92
US500
Win Rate
50.0%
Trades
48
Avg Trade
$0.96
EURUSD
EURUSD
$-32.22
EURUSD
Win Rate
54.8%
Trades
42
Avg Trade
$-0.77
COPPER
COPPER
$-188.18
COPPER
Win Rate
43.8%
Trades
48
Avg Trade
$-3.92