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Performance
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Audit Center
Analytics de Estratégia e Auditoria PRO
Governança de risco de nível institucional e auditoria precisa de execução para portfólios DonTrade OMEGA.
analytics Risk-Adjusted Performance Philosophy
Last Update: 14:32:10 UTCSharpe Ratio
trending_up2.85
arrow_upward 0.15Top 5% institutional peer group
Sortino Ratio
waterfall_chart3.12
arrow_upward 0.22Excludes upside volatility metrics
Max Drawdown
ssid_chart-4.2%
arrow_downward 1.1%Peak-to-trough duration: 14 days
Alpha (vs SPY)
stars12.4%
arrow_upward 2.1%Annualized excess return component
Equity Curve vs. Real-time Drawdown
Equity
Drawdown
Strategy Attribution Heatmap
JanFebMarAprMayJun
2024
2023
2022
Return Intensity
YTD: +8.8%
receipt_long Registo de auditoria do ciclo de trade
Dados via Engine /audit/orders · Dados de exemplo até integração real.
filter_alt
| Time (UTC) | Order ID | Ticker | Side | Price | Qty | Algorithm | Latency | Status |
|---|---|---|---|---|---|---|---|---|
| 14:32:05.142 | ORD-99283-A |
|
Buy | 182.45 | 5,000 | VWAP_Sniper_v2 | 4ms | Filled |
| 14:31:58.890 | ORD-99282-X |
|
Sell | 214.30 | 1,200 | Mom_Rev_Gamma | 12ms | done_all Filled |
| 14:30:12.004 | ORD-99281-B |
|
Buy | 645.10 | 500 | AI_Arb_Core | 2ms | timelapse Partial |
Showing 1-3 of 1,248 audited executions