Purpose and scope. This dashboard supports strategy evaluation by presenting account performance, trading behaviour, current exposures and the available risk evidence. Each strategy reflects its source account; attribution assumes the account is dedicated to that strategy. Results cover the available record and may begin after the account or strategy was launched.
Live and demo evidence. Live records reflect trading with real capital. Demo records reflect simulated account activity and do not establish executable live returns, liquidity or capacity. The two are presented separately and are not combined into a portfolio return. The “low risk” and “high risk” strategy names identify configurations, rather than independently assessed risk ratings.
Return basis. OKX and Binance headline returns measure cumulative net closed-trade P/L relative to starting capital. Open P/L is separate. MT4 returns use the available daily account-equity series adjusted for reported external cash flows; Trading 212 uses daily equity when available or an eligible verified opening deposit for cumulative return. Return bases therefore differ: review the label beneath each result before comparing strategies.
Starting capital. Capital may be supported by a pre-trade account ledger or verified deposit, supplied by the account operator, or estimated from current realized account value less retained closed P/L. The displayed capital basis identifies which applies. Estimated capital can be affected by incomplete history, external flows, funding, fees or dividends. A verified ledger balance identifies capital before the first available trade, not necessarily strategy inception.
Unrealized P/L and the dotted segment. Open P/L % measures current unrealized P/L relative to starting capital; it is not a return on position margin. On crypto charts, the solid line shows realized performance and the dotted segment indicates the result including current open P/L. On daily equity charts, the current floating contribution is separated at the final point and restored by the dotted segment because it is already included in account equity. This is a current valuation illustration, not a forecast or a historical floating-equity series.
Drawdown coverage. Crypto drawdown measures declines from the running capital peak at recorded trade closures; simultaneous closures are combined. It excludes historical floating losses between closures and can understate the full capital decline experienced while positions were open. Other drawdowns use available daily equity, which can miss intraday losses. Review the observation basis alongside the percentage.
Risk statistics and sample size. Crypto risk uses daily realized balances from retained closed trades; other accounts use daily equity when available, otherwise a labelled daily realized-balance estimate. Flat calendar days are included, and the latest day may be partial. Statistics are calculated from the available sample once there are at least two valid daily returns. Samples shorter than 20 returns are labelled “Short sample”; annualisation of a short record is highly sensitive to individual outcomes. A single return or zero return variance cannot produce a defined Sharpe ratio. Sharpe uses sample standard deviation, 365 observations per year and the configured risk-free rate. Sortino uses daily downside deviations. CAGR and Calmar require at least one year. Missing dates or unverified cash flows can prevent calculation; unavailable values are not zero.
Trading costs and currencies. Net trade P/L reflects the costs included in the source records. MT4 swap is included; OKX funding is included where supplied in position P/L; Binance funding is reported separately. Management and performance fees are not assumed or deducted separately. Amounts are in each account’s currency, without a common reporting-currency conversion. OKX stablecoin amounts use nominal USD parity. FX Blue historical charts are rounded estimates.
Trade comparability. MT4 observations are closed market positions, excluding pending orders and cash movements. OKX uses eligible fully closed stablecoin-settled position records, or closing executions when position records are unavailable. Binance uses closing fills, including partial exits, with FIFO entry matching. Trading 212 uses executed sales and broker-reported realized P/L; buys are shown in the execution record. One reported observation does not represent the same unit of activity across providers.
Reading the trade statistics. Win rate includes breakeven observations in its denominator. Average winning and losing trade use positive and negative net outcomes respectively. Profit factor is total winning P/L divided by absolute losing P/L; it is displayed as ∞ when winning P/L exists and no losses are recorded. With no measurable P/L it remains undefined. Expectancy is average net P/L per observation. Holding periods use matched entries only. Executions per day counts actual fills, including entries and partial exits; an order can have multiple fills. Closed positions per day counts complete exits to flat (or reversals through flat), excluding partial reductions. OKX/MT4 use fully closed position records where available; Binance/Trading 212 reconstruct full exits from retained fills and current positions. Each rate shows its own count and calendar-day period through the latest account valuation, beginning at the first available execution or complete closure. MT4 does not expose individual fills, so execution frequency is unavailable rather than inferred from tickets. Corporate actions can prevent a reliable full-position count for Trading 212. These activity counts do not change the P/L observation units or performance calculations.
Assessment before allocation. Consider the length and completeness of the live record, starting-capital evidence, unrealized exposure, leverage, loss concentration, execution costs and the strategy’s behaviour across market conditions. Reported returns and drawdowns are evidence from the available sample, rather than estimates of future returns or loss limits. The dashboard does not measure market capacity or slippage at a proposed allocation size.