Total P&L
$-179.89
Total Return
-2.72%
Profit Factor
0.80
Win Rate
48.92%
Sharpe Ratio
-4.09
Max Drawdown
-$312.24
Avg Win
$10.46
Avg Loss
-$12.55
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
$-37.63
EURUSD
Win Rate
53.5%
Trades
43
Avg Trade
$-0.88
COPPER
COPPER
$-188.18
COPPER
Win Rate
43.8%
Trades
48
Avg Trade
$-3.92