A CLEARER VIEW OF YOUR RESULTS
Look beyond the headline. Explore performance, execution and the trades behind it.
| Close time · UTC | Open | High | Low | Close | Base volume |
|---|
Periods end at the latest completed interval boundary. Custom dates are inclusive UTC dates, capped at now. Missing intervals stay gaps. No empty candle is filled with an assumed price or zero volume. A maximum of 9,900 display intervals keeps history bounded.
Price change starts at the first available close; its exact timestamp and coverage are shown. Observed close drawdown can understate declines inside candles or across missing intervals.
Compare rebases all series to 100 at the same first common closed timestamp, using the same quote currency and candle interval. Differences are percentage points between first and last common closes. Unmatched timestamps are not interpolated.
Relative volume is the latest displayed closed-candle volume divided by the median of its previous 20 consecutive closed-candle volumes. Zero baseline or insufficient history means unavailable. It is not adjusted for time-of-day seasonality.
Return bins use 100 × (close / previous close − 1) for adjacent completed candles in the selected period. Gaps are excluded. Realized movement is √Σ log(close / previous close)² over up to 30 consecutive returns, shown as a non-annualized percentage.
Favourites, views and explicitly saved public observations stay in this browser. Account records are never added to that notebook. None of these market observations is a strategy return, trade signal or forecast.
Explore the recorded changes, not just the final result.
Connect your analytics endpoint or import a JSON dataset. Public market prices cannot reveal your account’s returns, fees or execution quality.
Your period summary will appear when records are available.
How it is calculatedNo account values have been inferred from public prices.
Select a bar to narrow the trade list—not the performance summary.
No fee observations
Sum of supplied fees; rebates may be negative. The rate uses records with both fees and positive turnover. It is not an average of daily rates.
No measured execution deviation
Supplied signed execution deviation, weighted by its reference notional. Positive is adverse; negative is improvement. This diagnostic is not subtracted from net P&L again.
No instrumented timing observations
The 95th percentile of supplied per-trade latency values, using linear interpolation. The period figure is computed from raw observations, not from daily p95 values.
All pairs for the selected dates and regime. Select a row to focus the analytics.
| Pair | Net P&L | Trades | Win rate | PF | Sequence DD | Contribution |
|---|
Sequence drawdown is a drop in cumulative realized P&L, in reporting currency—not allocated equity drawdown.
| Closed · UTC | Pair / side | Regime | Net P&L | Net return | Fees | Latency | Details |
|---|
Net realized P&L sums the filtered closed-trade records. Account equity is a separate supplied snapshot series: it may include open positions, cash flows and other balances. Pair/regime filters switch the primary view to realized contribution; they do not invent an allocated equity curve.
Account drawdown uses a cash-flow-adjusted growth index over the displayed snapshots, assuming each interval’s cash flow occurs at its end. Unknown flows disable the adjusted result. Exposure is time-weighted from supplied snapshots and is not attributed to a filtered pair.
Win rate includes flat trades in its denominator. Profit factor divides positive net outcomes by the absolute sum of negative ones; no losses is shown explicitly, not as an arbitrary numeric cap. Per-trade net return requires a supplied positive return base.
Fees are explicit costs or rebates. Slippage measures execution deviation and is not deducted again from net results. Currency conversion must happen in your backend; all monetary fields use one reporting currency.
Periods are anchored to the latest observation in the dataset, not to an assumed live date. Date inputs use UTC calendar dates. A brush can select finer instants. Snapshot-based metrics show the actual baseline/end observations used.
The example reconciles daily equity changes to closed-trade net P&L plus supplied cash flows. Real account data need not reconcile that way if it includes unrealized P&L. No benchmark, strategy attribution or trading advice is inferred.