Analytics
Performance metrics and trading insights
Total Return
+12.8%
Sharpe Ratio
2.34
Max Drawdown
-3.2%
Win Rate
68.4%
Monthly Performance
12 Months
Risk Metrics
Live
1.2
Beta
0.85
Alpha
15.3%
Volatility
$2,847
VaR (95%)
2.14
Profit Factor
1.8
Recovery Factor
45
Calmar Ratio
0.78
Sortino Ratio
Performance Breakdown
$279.12
Avg Win
$130.45
Avg Loss
1.47
Win/Loss Ratio
38
Total Trades
26
Winning Trades
12
Losing Trades
7
Consecutive Wins
2
Consecutive Losses