Projects · Quant finance · live artifact
Quant Portfolio Dashboard
A compact record of realized simple ROI across 586 trades.
Artifact
The dashboard keeps the raw trading record visible: cumulative return, per-trade ROI density, and the metrics implied by the selected range.
Figure 1 · Simple cumulative ROI
Double-click the figure to return to the full period.
Figure 2 · ROI density
Strategy Performance
Total Trades
586
58.2-day window
Cumulative Return
44.88%
Simple, non-compounded ROI
Win Rate
57.8%
339 wins / 247 losses
Profit Factor
1.99
Gross profit / gross loss
Monthly Pace
23.43%
Mean trade ROI scaled by frequency
Annualized Pace
281.20%
Mean trade ROI scaled by frequency
Sharpe Ratio
13.03
Annualized risk-adjusted return
Sortino Ratio
20.82
Annualized downside risk
Max Drawdown
-2.74%
Peak-to-trough decline
Monthly ROI
| Month | Return |
|---|---|
| Jan 2026 | -0.14% |
| Feb 2026 | 38.74% |
| Mar 2026 | 6.28% |
Methodology
- All metrics derive from simple, non-compounded ROI per trade.
- Monthly and annual figures scale the observed average ROI across the testing window.
- Sharpe, Sortino, and drawdown reference the same simple equity curve.