Analytics & Reports
Performance Analytics
Track your trading performance with comprehensive analytics and reports.
Key Metrics
- Total PnL: Overall profit and loss with two percentage metrics:
- Portfolio return: Return relative to total account equity
- Deployed capital return: Return on capital invested in sequences
- Win Rate: Percentage of profitable sequences with win/loss breakdown
- Profit Factor: Gross profit divided by gross loss
- Sharpe Ratio: Risk-adjusted returns measure (>1 = good, >2 = excellent)
- Sortino Ratio: Downside risk-adjusted returns (>1 = good, >2 = excellent)
- Average PnL: Average profit per sequence
- Max Drawdown: Maximum peak-to-trough decline
- VaR (95%): Value at Risk - potential loss at 95% confidence
- Expected Shortfall (95%): Conditional VaR - average loss beyond VaR
- Win/Loss Streaks: Current and longest consecutive win/loss streaks
- Average Win vs Loss: Side-by-side comparison of average winning and losing trades
- Recovery Time: Average and maximum time to recover from drawdowns
Performance Breakdown
- Performance by Pair: Detailed metrics per trading pair (win rate, PnL, LONG/SHORT breakdown)
- Direction Analysis: LONG vs SHORT performance comparison
- Averages: Sequence duration and levels used
- Best/Worst Trades: Most and least profitable sequences (percentages based on portfolio balance)
Date Range Filtering
Analyze performance over different time periods:
- All Time
- Last 30 Days
- Last 90 Days
- Custom Range: Select any start and end date
Period Comparison
Compare two time periods side-by-side to understand performance trends and changes.
Charts
Visual performance charts with multiple granularity options:
- PnL Chart: Profit/loss over time
- Cumulative PnL (Equity Curve): Portfolio growth showing cumulative returns
- Win Rate Chart: Win rate trends over time
- Drawdown Chart: Risk visualization showing drawdown periods
- PnL Distribution: Histogram showing distribution of profits and losses
- Duration Distribution: Histogram showing sequence duration patterns
- Granularity: Daily, Weekly, Monthly views
Export Options
- Export Menu: Dropdown with multiple export options
- CSV Export: Comprehensive data export for spreadsheet analysis
- PDF Export: Professional formatted reports
- Quick Presets: One-click exports for Last 30 Days or All Time
Additional Features
- Quick Stats Summary: Overview bar with period context and last updated timestamp
- Trend Indicators: Up/down arrows showing period-over-period changes on key metrics
- Filter Persistence: Period and granularity preferences saved automatically
- Mobile Optimized: Responsive design with touch-friendly controls
- Granular Loading: Individual loading states per section for better UX
Accessing Analytics
Navigate to the Analytics page (/analytics) from the web dashboard sidebar to view all performance metrics and reports.