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Advanced Stats

Session reports, drawdown analysis, Sharpe/Sortino/Kelly, correlations and streaks.

By the Axel Tracker team · 5 articles

The session report An automatic summary of each trading day — pick a date, get the verdict. Drawdown analysis How deep, how long, how often: your drawdowns in % and $, plus consecutive-loss sequences. Advanced metrics — Sharpe, Sortino, Kelly, Z-score, expectancy What each professional metric means, and how Axel computes it. Correlations & auto-detected patterns How hour, weekday, direction and lot size shape your results — with patterns Axel spots for you. The streak tracker Current series, historical records, and the streak chart.