Advanced Analysis (10)
Advanced metrics include: Calmar Ratio, Recovery Factor, Maximum Drawdown, Value at Risk (VaR 95%), Kelly Criterion %, Payoff Ratio, Sharpe Ratio, and historical volatility. Each metric includes a tooltip explanation.
The Kelly Criterion calculates the theoretically optimal percentage of capital to risk per trade, based on your historical win rate and win/loss ratio. It is a guideline, not financial advice.
Streak Analysis identifies your longest consecutive winning and losing sequences, P/L accumulated during those streaks, and their frequency distribution—revealing the consistency of your strategy over time.
Yes. Bot Performance Comparison shows a ranked comparison of all bots/magic numbers with KPIs: total trades, win rate, profit factor, net P/L, and maximum drawdown. You can group by Magic Numbers, Strategies (from Journal Playbook), or Accounts.
Strategies are created in the Journal → Strategia (Playbook) section. Once assigned to trades via journal annotations, the Bot Comparison page groups and compares performance by strategy across all accounts. If no strategies exist, the system prompts you to create them.
Yes. Switch to ‘Use Accounts’ mode to see a side-by-side comparison of every selected account with no distinction by bot or strategy, ideal for evaluating overall account performance.
Exposure Analysis shows your net market exposure: Long vs Short volume, average position size, exposure per symbol, and overall directional risk. Particularly useful for managing multiple concurrent positions.
Monte Carlo Simulation runs 1,000 randomized reorderings of your trade history to simulate a range of possible future equity paths. It shows percentile outcomes (5th–95th), expected max drawdown ranges, and probability of ruin at different threshold levels.
This shows the probability that your strategy will experience a drawdown exceeding 10%, 20%, or 30% from peak equity across all simulated paths. Lower percentages indicate a more robust strategy.
A minimum of 30–50 closed trades is recommended. Results become significantly more reliable with 100+ trades.