Distribution of trade returns for the selected date range. Normal curve overlay shows expected distribution. Fat tails (kurtosis > 0) = more extreme outcomes than normal.
Rolling Sharpe ratio (30-trade window). Measures risk-adjusted returns. Higher = better. >1 = good, >2 = excellent, <0 = losing money. Shows if strategy is improving or degrading over time.
Scatterplot showing correlation between position size and trade outcomes for the selected date range. Green = winners, Red = losers. Reveals if you're betting more on losers (dangerous pattern). Trend line shows if larger positions = better outcomes.
These charts analyze patterns across all historical data, not limited to the selected date range.
Shows activity patterns throughout the day (last 7 days). Useful for identifying optimal trading hours.
Win rate by activity decay (m5 vs h1). Lower decay = activity dying faster = more likely to lose (HABIBI pattern). Analyzes all closed trades.
Distribution of all trade returns (last 30 days). Normal curve overlay shows expected distribution. Fat tails (kurtosis > 0) = more extreme outcomes than normal.
Cumulative PnL over time with drawdown from peak (shaded red). Shows worst pain periods, recovery time, and risk of ruin. Max drawdown is the largest peak-to-trough decline. Analyzes all trades (last 30 days) for full risk assessment.
Scatterplot showing correlation between position size and trade outcomes. Green = winners, Red = losers. Reveals if you're betting more on losers (dangerous pattern). Trend line shows if larger positions = better outcomes.
Correlation coefficients between trading metrics and outcomes. Red = negative correlation, Green = positive correlation. Intensity = strength. Values range from -1 (perfect negative) to +1 (perfect positive). Shows which metrics predict success. Analyzes all trades (last 30 days) for statistical significance.
Alpha = Excess return vs SOL (are we beating just holding SOL?). Beta = Correlation with SOL movements (market exposure). Positive Alpha = outperforming SOL. Beta ≈ 0 = uncorrelated (ideal for alpha generation). Beta > 1 = more volatile than SOL. Rolling window (30 trades) shows if strategy is improving. Analyzes all trades (last 30 days).
Optimal position sizing based on win rate and risk/reward ratio. Formula: f* = (p × b - q) / b, where p = win rate, q = loss rate, b = avg win / avg loss. Kelly tells you the optimal bet size to maximize long-term growth. Warning: Full Kelly is often too aggressive - use fractional Kelly (25-50%) for safety. Analyzes all trades (last 30 days).