Strategy Performance Analysis

Understanding how each strategy performs helps you allocate capital effectively and identify which setups work best in different market conditions.

Accessing Strategy Analytics

Navigate to Dashboard > Analytics > Strategies to view comprehensive performance data.

Key Performance Metrics

Win Rate by Strategy

Compare win rates across all your strategies:

A lower win rate isn't necessarily bad - breakout strategies often have lower win rates but higher reward-to-risk.

Profit Factor Comparison

Profit Factor = Gross Profit / Gross Loss

Expectancy per Strategy

Expectancy shows expected profit per trade:

Expectancy = (Win Rate x Avg Win) - (Loss Rate x Avg Loss)

Example:
- Win Rate: 50%
- Avg Win: $300
- Avg Loss: $100

Expectancy = (0.50 x $300) - (0.50 x $100) = $100 per trade

Performance Visualizations

Equity Curve by Strategy

View separate equity curves for each strategy to identify:

• Consistent performers
• Strategies in drawdown
• Best/worst periods

Strategy Correlation

See how strategies perform relative to each other:

• Positive correlation: Strategies win/lose together
• Negative correlation: One wins when other loses
• Uncorrelated: Independent performance

Diversify with uncorrelated strategies.

Filtering and Analysis

Time Period Analysis

Compare strategy performance across:

• This Week/Month/Year
• Custom Date Range
• Market Conditions (trending vs ranging)

Market Condition Breakdown

See how strategies perform in different environments:

Session Analysis

Performance by trading session:

• Pre-market: 4:00 AM - 9:30 AM
• Open: 9:30 AM - 10:30 AM
• Midday: 10:30 AM - 2:00 PM
• Close: 2:00 PM - 4:00 PM
• After-hours: 4:00 PM - 8:00 PM

Strategy Optimization

Identify Weak Points

Use analytics to find:

1. Entry Timing: Are you entering too early/late?
2. Exit Timing: Leaving money on the table?
3. Position Sizing: Risking too much/little?
4. Setup Quality: Which variations work best?

A/B Testing Strategies

Compare strategy variations:

1. Create a variant strategy (e.g., "VWAP Bounce - Tight Stop")
2. Trade both for 30+ trades each
3. Compare metrics statistically
4. Adopt the better performer

Action Items

Based on analysis, consider:

High Performing Strategies

• Increase position size (gradually)
• Trade more frequently
• Look for similar setups

Underperforming Strategies

• Reduce position size
• Review and refine rules
• Consider pausing temporarily

Breaking Even Strategies

• Identify the missing edge
• Check for execution issues
• Compare to ideal vs actual entries

Reporting

Export Strategy Reports

Generate PDF reports including:

• Performance summary
• Monthly breakdown
• Key metrics
• Equity curve
• Trade distribution

Scheduled Reports

Set up weekly or monthly strategy reports delivered to your email.

Next Steps

• Trading Psychology - Mental game mastery
• Journaling Best Practices - Effective trade journaling
• Key Metrics Explained - Deep dive into metrics