PERFORMANCE REPORTS & QUANTITATIVE ANALYTICS
Institutional Tear-Sheet
Calculates Sharpe/Sortino ratios, cumulative equity curves, win/loss probabilities, and PDF exports.
Cumulative Portfolio Return
+114.2%
+16.5% Dec
Benchmark (BTC): +45.2%
Sharpe Ratio (Annualized)
2.45
EXCELLENT
Risk-Free Rate: 4.5%
Sortino Ratio
3.12
OUTPERFORM
Downside Deviation: 3.2%
Win Rate % / Profit Factor
78.4%
2.85 PF
Total Trades Analyzed: 482
Cumulative Equity Growth Curve ($ NAV)
$1.25M NAV
Monthly Return Heatmap (%)
2026 Performance
Jan+8.4%
Feb+12.1%
Mar-2.3%
Apr+14.8%
May+6.2%
Jun+9.5%
Jul-1.4%
Aug+11.2%
Sep+4.8%
Oct+15.4%
Nov+8.9%
Dec+16.5%