Performance Monitor

Risk-adjusted metrics like Sharpe ratio, Sortino ratio, and Calmar ratio measure returns relative to volatility and drawdown. This Skill computes these metrics automatically from your trade history, helping you assess whether returns compensate for the risk taken.

Yes. This Skill tracks maximum drawdown and equity curve changes in real-time and historical periods, showing you peak-to-trough declines and current underwater status so you can monitor portfolio stress immediately.

Benchmark comparison outputs relative returns, risk metrics, and performance gaps between your strategy and an index. This Skill generates structured reports showing whether your strategy outperforms the benchmark on a risk-adjusted basis.

Performance reports contain win rate, profit factor, trade expectancy, average hold time, and position-level analysis. These trade statistics reveal strategy consistency, profitability per trade, and typical holding periods to identify strengths and edge sources.

Yes. The Skill handles both real-time P&L tracking and historical backtesting, calculating returns, volatility, and drawdown metrics across any period you define for strategy evaluation and optimization.