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: $100,131.00→$120,474.00+20.32%
252 trading days
$98,012$103,672$109,332$114,992$120,652

Monthly Returns

12-month performance heatmap

+1.40%

Dec 2025

-3.30%

Jan 2026

+4.20%

Feb 2026

-4.20%

Mar 2026

-3.00%

Apr 2026

-0.20%

May 2026

+5.00%

Jun 2026

+2.80%

Jul 2026

+5.40%

Aug 2026

+1.40%

Sep 2026

-0.50%

Oct 2026

+3.90%

Nov 2026

Best:Aug +5.40%
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-9.19%
from peak
0%-9.19%

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