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Monitoring positions

The fund-grade view of every trade you own — what win rate, profit factor, Sharpe, max drawdown, R-multiple and exposure each tell you, and when each one lies.

The Positions view is where you find out whether your trading is actually working. It lists every position you own — paper and live, across every venue — and, above the table, computes the statistics a fund reads to judge itself: win rate, profit factor, Sharpe, max drawdown and more.

Open it from the sidebar. The strategy of a position links straight to its builder, the venue chip to the venue, and — where a Squad opened the trade — a badge to the Squad that proposed it, so a number is always one click from its cause.

The numbers describe what you filter to#

The header does not describe the page you happen to be looking at — it describes the whole filtered set. Filter to one ticker and every figure re-computes for that ticker; filter to live-only and they describe your live trading. This is the point: the statistics answer a question you posed with the filters, not "the last thirty rows that loaded".

Filter by ticker, strategy, venue, direction, timeframe, and paper/live, and narrow to open or closed — the analytics follow.

The three bands#

The header groups the metrics into what they are for.

Performance — is it making money?#

MetricWhat it tells youWhen it misleads
Net PNLRealized and marked profit, after feesA healthy total can hide a brutal drawdown along the way
Win rateShare of closed trades that wonMeaningless alone — read it with profit factor
Profit factorGross wins ÷ gross losses; above 1 is profitableShows with no losses yet (nothing to divide)
ExpectancyAverage PnL per closed trade — the next trade's expected valueOnly as stable as your sample is large
Avg win / lossThe sizes behind the win rate
TIP

Win rate and profit factor are a pair, never read alone. A strategy that wins 35% of the time with big winners and small losers is excellent; one that wins 70% with the opposite is a slow bleed. The win rate tells you how often; the profit factor tells you how much.

Risk — what did it cost to earn?#

MetricWhat it tells youWhen it misleads
SharpeReturn per unit of total volatilityShows under five closed trades — too small a sample to mean anything
SortinoLike Sharpe, but only downside volatility is penalisedSame small-sample caveat
Max drawdownDeepest peak-to-trough fall of your cumulative PnLA small number over few trades is not yet reassurance
Avg holdMean time in a closed position
Largest lossWorst single closed tradeOne outlier — check it isn't a missing stop

Exposure — what is at risk right now?#

MetricWhat it tells you
PositionsTotal, and the open / closed split
Open notionalLeveraged size currently live in the market
Long / shortDirectional balance, and the PnL earned on each side
FeesTotal paid; the gross PnL before fees is shown alongside

Reading max drawdown#

Max drawdown is the number that tells you whether you could actually have held a strategy. It is the deepest the cumulative PnL curve ever fell from a high point before recovering.

Cumulative PnL rises to a peak, falls to a trough, then recovers; the drop from peak to trough is the maximum drawdown cumulative PnL time → peak trough max drawdown
Max drawdown is the fall from the highest point to the lowest that follows it. It is the pain you would have had to sit through — and the honest question is whether you would have kept the strategy running at the trough.

The per-trade columns#

Each row carries more than price and PnL. The two most useful:

  • R-multiple — the trade's PnL expressed in units of the risk you took: a 2R win made twice what the stop put at risk. It is the fairest way to compare trades of different sizes. It shows when the position had no stop, so there is no defined risk to measure against.
  • Held — how long a closed position was open, so you can see whether your winners run and your losers get cut, or the reverse.

Notional, entry, exit, fees and leverage are all there too; a column control lets you hide the ones you don't want.

Why a metric shows a dash#

Across the whole view, an undefined metric shows , never 0. This is deliberate and worth internalising: 0 is a measured result — "we looked and it was zero" — while means "we cannot say yet". A Sharpe of 0.00 would claim a strategy has no edge; a Sharpe of correctly says it hasn't traded enough to judge. Read the dash as "not enough evidence", not as "bad".

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