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: $100,891.00→$119,532.00+18.48%
252 trading days
$100,891$105,558$110,224$114,891$119,557

Monthly Returns

12-month performance heatmap

+3.40%

Aug 2025

-4.30%

Sep 2025

+0.10%

Oct 2025

+1.80%

Nov 2025

+4.60%

Dec 2025

-2.20%

Jan 2026

-0.60%

Feb 2026

-4.00%

Mar 2026

+3.70%

Apr 2026

-1.40%

May 2026

+2.40%

Jun 2026

+0.20%

Jul 2026

Best:Dec +4.60%
Worst:Sep -4.30%

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-4.35%
from peak
0%-4.35%

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