Analytics
Performance analytics, return attribution, strategy comparison, and portfolio metrics.
Total Return
+12.4%
Sharpe Ratio
1.73
Win Rate
58%
Total PnL
$8,840
Cumulative Returns
Portfolio vs Benchmark
Strategy Performance
6 strategies
| Strategy | PnL | Trades | Win Rate | Sharpe |
|---|---|---|---|---|
| Momentum Breakout | +$4,280 | 28 | 64% | 2.1 |
| EMA Cross | +$2,150 | 45 | 58% | 1.8 |
| Funding Rate Rev. | +$1,890 | 16 | 69% | 2.4 |
| Volume Breakout | +$980 | 22 | 55% | 1.5 |
| Mean Reversion | -$340 | 31 | 42% | 0.8 |
| Range Trade | -$120 | 18 | 44% | 0.6 |
Key Metrics
Max Drawdown-6.2%
Sortino Ratio2.14
Calmar Ratio1.92
Profit Factor2.8
Avg Trade+$54
Avg Holding4.2h
Time Analysis
Best DayTuesday
Worst DayFriday
Best Hour14:00 UTC
Most Active08-16 UTC
Avg Duration4.2 hours
Asset Allocation
BTC42%
ETH28%
SOL15%
BNB10%
Others5%