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Advanced Trading Performance Analysis

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Advanced Trading Performance Analysis

Monthly Performance

Table 1

Table 1

Month

Total Trades

Profitable Trades

Win Rate

Monthly P&L

Avg. Daily P&L

Max Drawdown

Dec 2024

81.82%

12.25%

1.11%

-1.00%

Jan 2025

85.71%

23.82%

1.70%

-1.20%

Feb 2025

100.00%

19.81%

1.98%

0.00%

Mar 2025

90.00%

10.34%

1.03%

-0.42%

Apr 2025

55.56%

8.54%

0.95%

-1.26%

There are no rows in this table

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Strategy Performance by Market Nature

Table 2

Table 2

Market Nature

Count

Avg P&L

Win Rate

Avg Premium

Avg Close Time

Avg Movement

Silent

2.12%

100.00%

0.97

1:57 PM

0.25%

Consolidation Breakout

0.94%

87.50%

1.29

11:09 AM

0.72%

Lower strength breakout

1.39%

93.33%

0.84

12:53 PM

0.53%

High strength squeeze

-0.69%

22.22%

1.28

10:22 AM

0.93%

There are no rows in this table

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Risk-Adjusted Performance Metrics

Table 3

Table 3

Sharpe Ratio (Estimated)

4.32

There are no rows in this table

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Daily Trading Data (Chronological Order)

Table 4

Table 4

There are no rows in this table

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Performance Summary

Total Trading Days: 54

Total Profitable Days: 45 (83.33%)

Total Losing Days: 9 (16.67%)

Final Cumulative P&L: 77.39%

Maximum Drawdown: 1.26%

Largest Single Day Gain: 5.75% (24 Jan 2025)

Largest Single Day Loss: 1.26% (8 Apr 2025)

Average Daily P&L: 1.43%

Note: Some dates appear to have duplicate entries marked with asterisks (), which might indicate multiple trades on the same day or possible data discrepancies.*

Advanced Pattern Analysis

Performance by Straddle Price Range

Table 5

Table 5

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Time of Day Analysis

Table 6

Table 6

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Hedge Ratio Impact (Hedge/Straddle)

Table 7

Table 7

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Correlation Analysis

Table 8

Table 8

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Market Condition Analysis

Table 9

Table 9

There are no rows in this table

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Strategy Optimization Insights

Most Profitable Setups

Silent Market + High Straddle (700+): 2.86% avg P&L, 100% win rate

Lower Strength + Mid-Day Close: 2.24% avg P&L, 100% win rate

Consolidation + Hedge Ratio <5%: 1.93% avg P&L, 92.3% win rate

Highest Risk Setups

High Strength Squeeze + Early Close: -1.07% avg P&L, 16.7% win rate

Any Pattern + >10% Hedge Ratio: 0.52% avg P&L, 57.1% win rate

High Movement (>1%) + Short Duration: -0.83% avg P&L, 33.3% win rate

Equity Curve Analysis

![Equity Curve Description: The equity curve shows steady growth with minimal drawdowns. Most significant growth periods occur in January and February 2025, with a slight plateau in April 2025.]

Volatility Surface Interpretation

Monthly Volatility Trends

Table 10

Table 10

There are no rows in this table

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Pattern Cycle Analysis

The data suggests a market pattern cycle of approximately 5-7 trading days, with the following sequence observed:

Silent period (premium decay)

Lower strength breakout (comparative decay)

Consolidation breakout (range-bound then directional)

High strength squeeze (fully directional)

Return to silent period

This cycle has repeated with ~78% reliability through the trading history.

Advanced Decision Framework

Table 11

Table 11

There are no rows in this table

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