Total P&L
$-180.36
Total Return
-1.80%
Profit Factor
0.13
Win Rate
11.11%
Sharpe Ratio
-20.06
Max Drawdown
-$206.51
Avg Win
$26.15
Avg Loss
-$25.81
Best Trade
$26.15
Worst Trade
-$54.80
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

US30
US30
$-1.34
US30
Win Rate
33.3%
Trades
3
Avg Trade
$-0.45
HK50
HK50
$-179.02
HK50
Win Rate
0.0%
Trades
6
Avg Trade
$-29.84