Performance Analytics

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Overview

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Key Analytics Features

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Core Performance Metrics

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Win Rate Statistics

const winRate = Number((nbWin / nbTrades * 100).toFixed(2))
const lossRate = Number((nbLoss / nbTrades * 100).toFixed(2))
const beRate = Number((nbBe / nbTrades * 100).toFixed(2))

• Win Rate - Percentage of profitable trades (green indicator)
• Break-Even Rate - Percentage of trades with zero P&L (yellow indicator)
• Loss Rate - Percentage of losing trades (red indicator)

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Profit & Loss Metrics

• Respects account selection and date filters
• Updates in real-time as you edit trades
• Color-coded: green for profit, red for loss

• Calculated as total P&L divided by trade count
• Helps identify if winners outweigh losers

• Essential for comparing trades with different contract counts
• Identifies which instruments are most profitable per unit

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Risk/Reward Analysis

• Ratio of gross profit to gross loss
• Formula: Sum(winning trades) / Sum(losing trades)
• Values > 1.5 indicate strong profitability
• Values < 1.0 indicate net losses

• Average winner size compared to average loser size
• Formula: Avg(winning trades) / Avg(losing trades)
• 2:1 or higher is considered good risk management

• Mean duration of all trades
• Helps categorize your trading style (scalper, day trader, swing trader)
• Compare against your strategy expectations

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Streak Analysis

• Current consecutive winning trades
• Longest winning streak in history
• Helps identify hot/cold periods

• Current consecutive losing trades
• Longest losing streak in history
• Important for understanding drawdown psychology

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Pattern Recognition

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Time-Based Patterns

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Weekday Performance

• Total P&L by day of week (Monday - Sunday)
• Win rate per weekday
• Average trade size per day
• Trade frequency patterns

• Many traders perform worse on Mondays (weekend bias)
• Friday afternoon may show reduced performance (early exit)
• Wednesday often shows peak performance (mid-week focus)

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Hourly Performance

• P&L by hour of trading day
• Best/worst trading hours
• Volume patterns throughout the day
• Session-specific performance (open, lunch, close)

• Identify your peak performance hours
• Avoid trading during low-performance periods
• Align trading schedule with market volatility

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Position Analysis

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Long vs Short Performance

• Total P&L for long positions
• Total P&L for short positions
• Win rate by direction
• Average profit/loss per direction

• Directional bias in your trading
• Whether you’re better at longs or shorts
• Market condition alignment (trending vs ranging)

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Time in Position

• Distribution of trade durations
• Correlation between hold time and profitability
• Identify if you’re cutting winners too early
• Identify if you’re holding losers too long

• Scalping: < 5 minutes average
• Day trading: 5 minutes - 4 hours
• Swing trading: > 4 hours

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Instrument Performance

• Performance by instrument/symbol
• Total P&L per instrument
• Number of trades per instrument
• Average P&L per contract

• Daily breakdown of instrument performance
• Trending vs ranging instrument identification
• Seasonal patterns in specific symbols

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Advanced Analytics

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Tick Distribution Analysis

• Distribution of ticks won vs ticks lost
• Frequency of trades at each tick level
• Skew toward winners or losers
• Outlier identification

• Normal distribution indicates consistent trading
• Skewed right = more large winners
• Skewed left = more large losers (risk management issue)

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Commission Impact

• Gross P&L before commissions
• Net P&L after commissions
• Commission percentage of gross profits
• Cumulative commission costs

• High commission/profit ratio (>10%) suggests over-trading
• Compare commission costs across brokers
• Factor into profitability calculations

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Trade Distribution

• Histogram of trade P&L amounts
• Percentage of trades in each P&L bucket
• Skewness and kurtosis of returns
• Fat tail risk assessment

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Decile Analysis

• Decile 1 - Bottom 10% of trades (worst losers)
• Decile 5 - Middle 50% of trades
• Decile 10 - Top 10% of trades (best winners)

1. Are your worst losers manageable? (Decile 1)
2. Is your middle performance consistent? (Deciles 4-6)
3. Do you have enough big winners? (Decile 10)
4. Is your return distribution normal or skewed?

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Filtering & Segmentation

• Date Range - Analyze specific time periods
• Accounts - Single or multi-account analysis
• Instruments - Symbol-specific performance
• Tags - Strategy or setup-based analysis
• P&L Range - Focus on winners, losers, or specific ranges
• Position Direction - Long or short only

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Equity Curve Analysis

interface ChartDataPoint {
  date: string
  equity: number
  dailyPnL: number
  dailyCommissions: number
  netPnL: number
}

• Daily equity progression
• Cumulative P&L over time
• Drawdown visualization
• Payout markers (for propfirm accounts)
• Account reset indicators
• Multi-account overlay

• Peak-to-valley equity decline
• Drawdown duration (days underwater)
• Maximum drawdown percentage
• Recovery time from drawdowns

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Exporting Analytics

1. Navigate to Data Management page (dashboard/data/page.tsx)
2. Select export format (CSV, JSON, Excel)
3. Choose data to include:
   • Trade log
   • Statistics summary
   • Daily P&L
   • Account equity
4. Download file

• P&L with commissions
• Tick/point conversions
• Position times
• All custom tags and notes

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Best Practices

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Next Steps