LIVE
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OVERVIEW
PERFORMANCE
RISK ANALYSIS
POSITIONS
BEHAVIOR
MARKET STRUCTURE
Total P&L
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Win Rate
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Profit Factor
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Sharpe Ratio
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All time ⓘ
Sortino Ratio
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All time ⓘ
Max Drawdown
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Cumulative P&L with Drawdown Periods
Trading Statistics
Average Win -
Average Loss -
Risk/Reward Ratio -
Trade Expectancy -
Recovery Factor -
Time Analysis
Avg Hold Time (Win) 4h 23m
Avg Hold Time (Loss) 1h 47m
Best Trading Hour 14:00 UTC
Worst Trading Hour 03:00 UTC
Most Active Day Wednesday
Calmar Ratio
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Annual return / Max DD
Kelly Criterion
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Optimal size
Max Consec. Wins
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Max Consec. Losses
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Average RRR
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vs 2:1 target
Win Rate Trend
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Last N trades
Win/Loss Distribution
Monthly Performance Breakdown
MONTH P&L WIN RATE TRADES AVG WIN AVG LOSS PROFIT FACTOR MAX DD SHARPE
Performance by Asset
ASSET P&L TRADES WIN RATE AVG P&L BEST WORST SHARPE
Value at Risk (95%)
-$3,847
Daily VaR
Expected Shortfall
-$4,923
CVaR 95%
Beta to BTC
1.24
30-day rolling
Beta to ETH
0.87
30-day rolling
Leverage Utilization
3.2x
Margin Call Risk
Medium
Liquidation Risk Analysis
POSITION SIZE LEVERAGE ENTRY MARK LIQ PRICE DISTANCE RISK SCORE
BTC-USD LONG 1.5 5x 67,420 69,183 58,947 14.8% MEDIUM
ETH-USD LONG 12.0 4x 3,420 3,485 2,987 14.3% MEDIUM
SOL-USD SHORT 250 3x 178.50 176.25 195.35 10.8% HIGH
Position Correlation Matrix
1.00
0.78
0.62
0.45
-0.23
0.78
1.00
0.71
0.53
-0.18
0.62
0.71
1.00
0.67
-0.31
0.45
0.53
0.67
1.00
-0.15
-0.23
-0.18
-0.31
-0.15
1.00
Historical Drawdown Periods
PERIOD DEPTH DURATION RECOVERY PEAK VALUE TROUGH VALUE
Mar 12-18, 2024 -18.7% 6 days 4 days $45,000 $36,580
Feb 3-8, 2024 -11.2% 5 days 3 days $32,100 $28,505
Jan 15-17, 2024 -6.7% 2 days 1 day $18,470 $17,232
Active Positions
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Avg Entry Efficiency
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vs limit price
Avg Exit Efficiency
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vs target
Slippage Cost
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MTD total
Fill Rate
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Limit orders
VWAP Performance
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vs market VWAP
Recent Position History
TIME ASSET SIDE SIZE ENTRY EXIT P&L P&L % DURATION FUNDING
Hold Time Distribution
Position Size Distribution
Discipline Score
87/100
↑ 5 pts this week
Stop Loss Adherence
92.3%
38/41 honored
Revenge Trading
2
Instances this month
FOMO Entries
5
Cost: -$847
Overtrading Score
Low
4.2 trades/day avg
Scaling Efficiency
78.4%
In/out effectiveness
Detected Trading Patterns
PATTERN FREQUENCY SUCCESS RATE AVG P&L RECOMMENDATION
Morning Breakout (08:00-10:00) 47 74.5% +$287 CONTINUE
Post-Loss Double Down 12 33.3% -$423 AVOID
Friday Afternoon Trades 23 43.5% -$127 REDUCE
Trend Following (>4h) 31 80.6% +$512 INCREASE
Trading Activity by Hour/Day
INTENSITY MAP
Funding Captured
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Last 30 days
Funding Paid
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Last 30 days
Net Funding
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Basis Arbitrage
+$847
4 opportunities
Spread Captured
42.3%
Maker orders
Book Imbalance Win
67.8%
At entry
Funding Rate Analysis by Asset
ASSET AVG RATE CURRENT PREDICTED RECEIVED PAID NET STATUS
Order Book Imbalance at Entry
IMBALANCE RANGE TRADES WIN RATE AVG P&L EFFECTIVENESS
>70% Buy 47 78.7% +$342 HIGH
50-70% Buy 62 68.2% +$187 GOOD
Balanced 124 52.4% +$23 NEUTRAL
50-70% Sell 58 71.3% +$214 GOOD
>70% Sell 41 75.6% +$298 HIGH