Analytics

Deep performance analysis and trade statistics

Performance Metrics

Total Return+14.8%↑ +14.80%
Annualized Return+9.2%↑ +9.20%
Sharpe Ratio1.65↑ +0.12%
Sortino Ratio2.12↑ +0.18%
Calmar Ratio1.40↓ -0.05%
Max Drawdown-8.40%↓ -8.40%
Win Rate59.2%↑ +2.10%
Profit Factor1.95↑ +0.15%

Equity Curve

Start: $100,681.00→$112,688.00+11.93%
252 trading days
$96,492$100,541$104,590$108,639$112,688

Monthly Returns

12-month performance heatmap

+1.50%

Oct 2025

-4.00%

Nov 2025

+0.20%

Dec 2025

+0.10%

Jan 2026

+2.00%

Feb 2026

-4.20%

Mar 2026

-1.00%

Apr 2026

-1.50%

May 2026

+0.90%

Jun 2026

+4.20%

Jul 2026

-2.10%

Aug 2026

+1.20%

Sep 2026

Best:Jul +4.20%
Worst:Mar -4.20%

Performance Attribution

Return by strategy

SPY Trend Following+12.40%
20.9%
Tech Momentum+18.70%
31.5%
RSI Mean Reversion+5.20%
8.8%
QQQ MACD Crossover+9.80%
16.5%
VWAP Reversion-2.10%
-3.5%
Bollinger Bands TSLA+15.30%
25.8%

Drawdown Analysis

Max Drawdown-7.12%
from peak
0%-7.12%

Trade Statistics

Avg Trade Duration

3.2 days

Best Trade

+$2,742

Worst Trade

-$520

Avg Win

+$1,135

Avg Loss

-$430

Profit Factor

1.95

Expectancy

+$385