Total P&L
$-37.87
Total Return
-0.41%
Profit Factor
0.91
Win Rate
54.90%
Sharpe Ratio
-2.86
Max Drawdown
-$125.76
Avg Win
$4.42
Avg Loss
-$5.93
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
$22.87
US100
Win Rate
58.1%
Trades
62
Avg Trade
$0.37
COPPER
COPPER
$-29.80
COPPER
Win Rate
57.1%
Trades
42
Avg Trade
$-0.71
AUDJPY
AUDJPY
$-30.93
AUDJPY
Win Rate
49.0%
Trades
49
Avg Trade
$-0.63