Total P&L
$-33.33
Total Return
-0.36%
Profit Factor
0.92
Win Rate
55.26%
Sharpe Ratio
-2.64
Max Drawdown
-$125.76
Avg Win
$4.44
Avg Loss
-$5.97
Best Trade
$28.96
Worst Trade
-$25.71
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

US100
US100
$23.88
US100
Win Rate
58.1%
Trades
62
Avg Trade
$0.39
AUDJPY
AUDJPY
$-26.23
AUDJPY
Win Rate
50.0%
Trades
48
Avg Trade
$-0.55
COPPER
COPPER
$-30.98
COPPER
Win Rate
57.1%
Trades
42
Avg Trade
$-0.74