Total P&L
$-312.79
Total Return
-1.35%
Profit Factor
0.72
Win Rate
52.87%
Sharpe Ratio
-4.36
Max Drawdown
-$447.47
Avg Win
$17.12
Avg Loss
-$26.84
Best Trade
$122.66
Worst Trade
-$116.02
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

COPPER
COPPER
$-88.66
COPPER
Win Rate
60.0%
Trades
35
Avg Trade
$-2.53
AUDJPY
AUDJPY
$-90.63
AUDJPY
Win Rate
46.4%
Trades
28
Avg Trade
$-3.24
US100
US100
$-133.51
US100
Win Rate
50.0%
Trades
24
Avg Trade
$-5.56