AUM $500,242
Regime TRANSITION
VIX 21.0
Signals 1
Cash $500,000

Performance Attribution

Factor · Regime · Strategy · Time · Score analysis
Strategy Comparison
Tech Trader 4 trades
Win Rate
75.0%
Avg R:R
3.16:1
Total P&L
$+332
Avg IS
None bps
Factor Trader 0 trades
Win Rate
0%
Avg R:R
0:1
Total P&L
$+0
Avg IS
— bps
Pairs Trader 1 trades
Win Rate
0.0%
Avg R:R
-1.55:1
Total P&L
$-89
Avg IS
None bps
Regime Attribution
Best: SIDEWAYS Worst: TRANSITION
Regime Trades Win Rate Avg R:R P&L
SIDEWAYS 4 75.0% 3.16:1 $+332
TRANSITION 1 0.0% -1.55:1 $-89
Factor Attribution (Strategy B)
MOMENTUM
0%
WR · 0 trades
$+0
QUALITY
0%
WR · 0 trades
$+0
VALUE
0%
WR · 0 trades
$+0
LOW_VOL
0%
WR · 0 trades
$+0
Signal Score vs Outcome (Strategy A)
Score Range Trades Win Rate Avg R:R P&L
45-55 0 0% 0:1 $+0
55-65 0 0% 0:1 $+0
65-75 0 0% 0:1 $+0
75-85 0 0% 0:1 $+0
85-100 0 0% 0:1 $+0
Day of Week Heatmap
Best: Monday Worst: Wednesday
Mon
75.0%
4 trades
$+83/trade
Tue
0%
0 trades
$+0/trade
Wed
0.0%
1 trades
$-89/trade
Thu
0%
0 trades
$+0/trade
Fri
0%
0 trades
$+0/trade