Risk
Drawdown analysis and risk-adjusted performance metrics
Showing simulated data. Live Supabase integration coming soon.
Max Drawdown
-8.7%
On 2026-02-22
Current DD
-2.1%
From equity peak
Sortino Ratio
0.31
Downside risk-adjusted
VaR (95%)
-2.14%
Daily loss limit
Drawdown Over Time
Underwater equity curve -- time and depth of losses
Risk-Adjusted Returns
Sortino Ratio
0.31
Calmar Ratio
-0.24
Recovery Factor
-0.2
Ulcer Index
3.42
Exposure Time
48.5%
~38min avg/trade
DD Duration
11d 4h
Longest recovery
Consecutive Loss Distribution
How often losing streaks occur
Max consecutive losses: 7 -- Only 0 occurrences. Average losing streak is 2.6 trades.