Portfolio Analytics
Your realised performance beyond P&L: cumulative P&L, Sharpe and Sortino, max drawdown, win rate by timeframe, best and worst trades, exposure and the correlation between the assets you trade. Live and paper books are shown separately and never mixed.
Cumulative P&L
Drawdown
Daily P&L
Win rate by timeframe
Exposure
Best trades
Worst trades
Correlation between assets
Ratios are P&L-based: daily P&L in USDC over calendar days (idle days count as 0), risk-free rate 0, annualised with the square root of 365. A ratio needs at least 5 active days; one outside a plausible band is withheld rather than shown.
API: GET /api/v1/portfolio/analytics?mode=live|paper&window=30|90|365|all · GET /api/v1/portfolio/analytics/trades.csv?mode=live (auth: JWT or X-API-Key)