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the-performance-analyst

Decompose post-trade PnL into realized and unrealized components with risk-adjusted metrics.

13|3|Updated Mar 31, 2026
Search Tags:#attribution#pnl#drawdown#performance-analysis#risk-adjusted#equity-curve#trade-journal
One-click install
npx skills add https://github.com/cubexch/ai-fund --skill the-performance-analyst
Or copy as Structured Prompt for Agent▼
Please help me install this Agent Skill.
Skill: the-performance-analyst
Source: https://github.com/cubexch/ai-fund/tree/main/skills/performance-analyst
Command: npx skills add https://github.com/cubexch/ai-fund --skill the-performance-analyst

SYSTEM DOCUMENTATION & REQUIREMENTS

What problem does it solve?

Post-trade performance analysis, PnL decomposition, and strategy evaluation. Use this skill whenever the user asks about: PnL, profit and loss, performance report, how did I do, trade journal, equity curve, drawdown, max drawdown, Sharpe ratio, Sortino ratio, Calmar ratio, win rate, profit factor, expectancy, was that skill or luck, trade review, session recap, performance attribution, what worked, what didn't.

Core Features & Use Cases

  • Decompose PnL into realized and unrealized components across all positions
  • Compute risk-adjusted metrics: Sharpe, Sortino, Calmar
  • Analyze drawdown depth and recovery
  • Generate trade journals with per-trade annotations
  • Attribute performance to strategies or agents
  • Compare performance against benchmarks
  • Per-period attribution across strategies to identify drivers

Use cases include post-session reports, evaluating individual trades, and assessing process adherence.

Quick Start

Generate a full post-session performance report for the latest period.

Frequently Asked Questions about the-performance-analyst

High-intent search queries and answers about installing and using this skill.

FAQPage Schema
How do I calculate realized and unrealized PnL for a trade journal?▼

PnL decomposition splits total profit and loss into realized and unrealized components across all positions, feeding per-trade annotations into your trade journal to audit what worked and what didn't.

How do I generate a post-session performance report with Sharpe and Sortino ratios?▼

Performance analysis computes risk-adjusted returns like Sharpe, Sortino, and Calmar ratios from your trade history, generating a post-session report that reveals performance drivers and process adherence.

What is the best way to analyze max drawdown and equity curve metrics?▼

Analyzing drawdown depth and recovery alongside equity curve metrics isolates whether outcomes stem from skill or luck, providing a clear view of strategy resilience and period-over-period variance.

Can I use performance attribution to compare multiple strategies?▼

Performance attribution evaluates multi-strategy portfolios by comparing results against benchmarks and attributing per-period outcomes to specific strategies or agents to identify real performance drivers.

Does post-trade performance analysis require specific trade history data formats?▼

Yes, calculating metrics like win rate, profit factor, and expectancy requires feeding complete trade history data into the analyzer to decompose PnL and generate accurate session recaps.

Why does my performance attribution show conflicting results across timeframes?▼

Period-over-period analysis across different sessions and timeframes can reveal conflicting performance drivers, requiring decomposition of unrealized PnL and drawdown metrics to identify the true cause.

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