Total P&L
$-308.63
Total Return
-2.85%
Profit Factor
0.57
Win Rate
49.60%
Sharpe Ratio
-5.64
Max Drawdown
-$352.86
Avg Win
$6.55
Avg Loss
-$11.71
Best Trade
$85.65
Worst Trade
-$61.94
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

HK50
HK50
$-4.44
HK50
Win Rate
50.0%
Trades
42
Avg Trade
$-0.11
AUDJPY
AUDJPY
$-149.70
AUDJPY
Win Rate
47.4%
Trades
38
Avg Trade
$-3.94
EURUSD
EURUSD
$-154.49
EURUSD
Win Rate
51.1%
Trades
45
Avg Trade
$-3.43