Total Return
+42.8%
Outperforming benchmark by 18.2%
Sharpe Ratio
1.87
Excellent
Benchmark: 1.12
Max Drawdown
-12.4%
Controlled
Benchmark: -18.7%
Win Rate
64.2%
Good
Avg Trade: $142
Equity Curve
Strategy Allocation
Momentum (58%)
Mean Reversion (32%)
Cash (10%)
Recent Trading Signals
Detailed Performance Metrics
Risk Metrics
Sharpe Ratio
1.87
Sortino Ratio
2.34
Max Drawdown
-12.4%
Trade Metrics
Win Rate
64.2%
Profit Factor
1.92
Avg Trade Duration
2.4h
Market Regimes
Trending Markets
+28.7%
Ranging Markets
+14.1%
High Volatility
+5.2%
Strategy Components
Momentum
+32.4%
Mean Reversion
+10.4%
Recent Trades
| Symbol | Type | Entry | Exit | P&L | Duration | Status |
|---|---|---|---|---|---|---|
| ES1! | Buy | 4523.25 | 4541.75 | +$368.50 | 1h 24m | Closed |
| NQ1! | Sell | 15432.50 | 15387.25 | +$542.75 | 2h 15m | Closed |
| CL1! | Buy | 82.45 | - | +$127.80 | 45m | Active |
| GC1! | Sell | 1942.30 | 1935.75 | +$655.00 | 3h 8m | Closed |
| RTY1! | Buy | 1987.75 | 1975.50 | -$122.50 | 4h 22m | Stopped |
