Portfolio Overview
All deployed strategies combined · Last updated today
Welcome back, Demo User 👋
Portfolio up +2.3% this week
$287,400
Portfolio Value
+$1,840
Today's P&L
Total Return
+187.4%
▲ +2.3% this week
CAGR
28.7%
▲ Annualized
Max Drawdown
-12.4%
▼ Peak to Trough
Sharpe Ratio
1.84
▲ Risk-Adjusted
Sortino Ratio
2.31
▲ Downside Risk
Win Rate
63.2%
Profit Factor
1.92
Avg Trade
+$284
Total Trades
1,247
Avg Win/Loss
2.3x
VaR (95%)
-2.1%
1-day 95% confidence
CVaR (95%)
-3.4%
Expected Shortfall
Beta vs S&P
0.62
Market Sensitivity
Recovery Factor
3.8x
Return / Max DD
Equity Curve
+$187,400 total return
Drawdown Chart
Max: -12.4%
Monthly Returns Heatmap
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Positive
Negative
Portfolio Allocation
Stocks
54%
Futures
25%
Forex
12%
Crypto
9%
Benchmark Comparison vs S&P 500
Portfolio +187.4%
S&P 500 +94.2%
Recent Trade Log
Export CSV
| Date | Instrument | Dir | Entry | Exit | P&L $ | P&L % | Strategy |
|---|---|---|---|---|---|---|---|
| Oct 11 | ES Futures | LONG | 5,840 | 5,884 | +$2,840 | +0.75% | RSI MR v2 |
| Oct 08 | NQ Futures | SHORT | 20,720 | 20,844 | -$620 | -0.60% | DataBands |
| Oct 05 | EUR/USD | LONG | 1.0762 | 1.0825 | +$1,250 | +0.59% | ADX RSI |
| Oct 02 | BTC/USD | LONG | 91,200 | 95,040 | +$4,100 | +4.21% | Trend Sys. |
| Sep 28 | Gold Futures | LONG | 2,598 | 2,643 | +$980 | +1.73% | Seasonal |
Backtest Results
Test and compare your strategies
Parameters
| Strategy | Market | TF | Net Profit | CAGR | Max DD | Sharpe | Win Rate | Trades | Status |
|---|---|---|---|---|---|---|---|---|---|
| RSI Mean Reversion v2 | S&P 500 | Daily | +28,700 | 28.7% | -12.4% | 1.84 | 63.2% | 1,247 | LIVE |
| DataBands Breakout | Nasdaq | 60min | +18,300 | 18.3% | -8.7% | 2.11 | 58.4% | 892 | LIVE |
| 40/20 Trend System | ES Futures | Daily | +22,100 | 22.1% | -15.2% | 1.52 | 55.8% | 634 | BACKTEST |
| ADX Filter RSI | EUR/USD | 4hr | +14,800 | 14.8% | -9.1% | 1.73 | 61.1% | 1,891 | PAUSED |
My Strategies
4 strategies tracked
RSI Mean Reversion v2
S&P 500 · Daily
Return
+28.7%
Sharpe
1.84
Max DD
-12.4%
Win%
63.2%
DataBands Breakout
Nasdaq · 60min
Return
+18.3%
Sharpe
2.11
Max DD
-8.7%
Win%
58.4%
40/20 Trend System
ES Futures · Daily
Return
+22.1%
Sharpe
1.52
Max DD
-15.2%
Win%
55.8%
ADX Filter RSI
EUR/USD · 4hr
Return
+14.8%
Sharpe
1.73
Max DD
-9.1%
Win%
61.1%
AI Strategy Suggestions
Personalized recommendations based on your portfolio & market conditions
Add Volatility Filter to RSI Strategy
Your RSI Mean Reversion performs 34% better when VIX > 18. Adding a VIX filter reduces false signals in low-vol regimes. Estimated Sharpe improvement: +0.4
● 94% confidence
Reduce Crypto Allocation (Elevated Risk)
Current crypto (9%) shows 0.72 correlation with equity positions during drawdowns. Reducing to 5% improves Sortino from 2.31 → estimated 2.68.
● 87% confidence
Mean Reversion Opportunity: ES Futures
ES has dropped 2.8 standard deviations from its 20-day mean. Historical backtest shows 67% win rate for mean reversion trades over 3–5 days.
● 81% confidence
EUR/JPY Divergence Play
BOJ policy divergence from ECB creates a statistically significant trend signal. Your ADX RSI strategy shows +22% CAGR on this pair historically.
● 76% confidence
Seasonal Edge: Small Cap Stocks (Jan Effect)
Historical data shows small-cap outperformance in Q1 with 68% win rate since 1990. Your portfolio has zero small-cap exposure.
● 72% confidence
Live Market Data
Real-time across all markets
US Indices
S&P 500
SPX
5,874.32+0.84%
Nasdaq 100
NDX
20,941.18+1.12%
Dow Jones
DJIA
43,211.54-0.21%
Russell 2000
RUT
2,187.44+0.34%
Futures
ES Futures
ES1!
5,867.50+0.79%
NQ Futures
NQ1!
20,891.25+1.08%
Crude Oil
CL1!
78.42-0.63%
Gold
GC1!
2,641.30+0.18%
Forex & Crypto
EUR/USD
FX
1.0821-0.14%
GBP/USD
FX
1.2714+0.08%
Bitcoin
BTC
94,241+2.34%
Ethereum
ETH
3,287+1.87%
Community Feed
Latest from 5,000+ members
JW
J. Williams
Just finished backtesting the DataBands + ADX filter combo on ES Futures for the past 10 years. Sharpe of 2.1, max drawdown of only 8.4%. Going live next week! 🚀
AT
Amir T.
Hot take: Stop optimizing for maximum CAGR. Optimize for Sharpe > 1.5 first, THEN look at returns. Your live account will thank you.
MR
Maria R.
DCA is NOT risk management — it's hope management. 20-year backtest: tactical asset allocation beats DCA in risk-adjusted returns every single time. 📊
Share with the Community
Community Leaderboard
Top strategies shared by members this month
🥇
JW
J. Williams
DataBands + ADX · ES Futures
Sharpe: 2.1
+34.2%
🥈
AT
Amir T.
RSI(2) Vol Filter · S&P 500
Sharpe: 1.9
+28.7%
🥉
MR
Maria R.
40/20 Trend · Nasdaq Futures
Sharpe: 1.7
+24.1%
4
TC
Tom C.
CCI Short · British Pound
Sharpe: 1.6
+21.8%
5
DK
Daniel K.
Larry Connors R3 · Index
Sharpe: 1.5
+19.4%
Risk Calculator
Position sizing & risk management
Position Size Calculator
0.5%5%
18
Shares / Contracts
$1,000
Dollar Risk Per Trade
$81,000
Total Position Size
R:R Scenarios
| Target | R:R | Profit |
|---|---|---|
| 1:1 | 1.0x | $1,000 |
| 1:2 | 2.0x | $2,000 |
| 1:3 | 3.0x | $3,000 |
Trade Journal
Log and review every trade
Recent Entries
Oct 11
ES Futures — Long
RSI crossed below 10, entered at support. 3-day hold, exited on mean reversion.
+$2,840
Oct 08
NQ Futures — Short
DataBands upper breach. Stop hit early — review filter parameters.
$620
Oct 05
EUR/USD — Long
BOJ divergence play. ADX confirmed trend. 5-day hold with trailing stop.
+$1,250
Oct 02
BTC/USD — Long
Volume spike on support. Quick scalp on 4hr. Clean exit on resistance.
+$4,100
Sep 28
Gold Futures — Long
Seasonal Q3 trade. Small size, held as hedge.
+$980
Log New Trade
Advanced Analytics
Rolling windows, Monte Carlo, strategy comparison
Rolling 90-Day Sharpe
Rolling 90-Day CAGR