Performance Analytics
Track and analyze your strategy performance
Performance Overview
Total Return
8.4%
Sharpe Ratio
1.6
Max Drawdown
-3.2%
Win Rate
70%
Total Trades
124
Monthly Returns
Performance breakdown by month
Daily Returns
Performance breakdown by day
Drawdown Analysis
Historical drawdown periods
Return Distribution
Distribution of daily returns
Advanced Performance Metrics
Detailed metrics for risk assessment and strategy optimization
Alpha
2.8%
Beta
0.85
Sortino Ratio
2.1
Calmar Ratio
3.2
Information Ratio
1.4
Treynor Ratio
9.7
Maximum Consecutive Wins
8
Maximum Consecutive Losses
3
Average Profit/Loss Ratio
1.85