Library
Sharpe Ratio
Annualized risk-adjusted return.
Sortino Ratio
Penalizes only downside volatility.
Kelly Criterion
Optimal fraction of capital to risk per trade.
Drawdown Analysis
Max peak-to-trough decline.
Monte Carlo
1000 paths — probability of ruin.
Value at Risk
Worst expected loss at confidence levels.
Return Distribution
Mean, std, skewness, kurtosis.
Custom Formula
Write your own metric.
Output
∑
Run formula to see results
Available Variables