Total P&L
$-122.80
Total Return
-1.28%
Profit Factor
0.56
Win Rate
51.43%
Sharpe Ratio
-8.28
Max Drawdown
-$145.86
Avg Win
$2.88
Avg Loss
-$5.46
Best Trade
$13.40
Worst Trade
-$24.11
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

AUDJPY
AUDJPY
$-20.15
AUDJPY
Win Rate
56.8%
Trades
44
Avg Trade
$-0.46
US500
US500
$-102.66
US500
Win Rate
47.5%
Trades
61
Avg Trade
$-1.68