Every statistic, reconciled to the ledger.
Return, risk-adjusted ratios and distribution shape computed from the node's daily equity series and its closed executions. Ratios are annualised on 252 trading days and should be treated as indicative on a short live sample.
Growth of Capital
Base $10,000 → $11,250.08 · underwater curve plotted beneath the equity line.
Net Profit
gross $0.00 / $0.00
Win / Loss
0 winners · 0 losers
Risk
0.0% annualised volatility
Distribution
shape of the realised outcomes
Monthly Returns
Calendar-month performance measured on equity, not on closed-trade timing.
| Month | Return | P&L | Trades | Win rate | Max DD | Equity end |
|---|---|---|---|---|---|---|
| Oct 2026 | 0.00% | $0.00 | 0 | 0.0% | -0.00% | $11,250.08 |
Realised R-Multiple Histogram
0 executions · 0.0% hit rate · stops cluster at −1R
Edge by Holding Period
Executions bucketed by hold time — the desk's edge concentrates in the fast windows.
Daily P&L Calendar
Each cell is one trading session — gold intensities are profitable, red are losing.
Weekday Performance
Strongest day: Monday ($0.00)
| Day | Trades | Net P&L | Win rate |
|---|---|---|---|
| Monday | 0 | $0.00 | 0.0% |
| Tuesday | 0 | $0.00 | 0.0% |
| Wednesday | 0 | $0.00 | 0.0% |
| Thursday | 0 | $0.00 | 0.0% |
| Friday | 0 | $0.00 | 0.0% |
Day-of-week totals reconcile with the node ledger. The desk applies no discretionary size on any single day — the shape below is a property of the signal mix, not of a calendar rule.
Hour-of-Day Contribution
Where in the UTC day the book actually earns — the session windows are deliberately weighted.