ES Futures β Institutional Performance Dashboard
2026-02-26 β 2026-06-01 Β· 58 trading days Β· 3,082 trades
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Overview
Risk Metrics
Charts
Distribution
Glossary
Date Range
From
To
All
1M
2M
3M
Feb
Mar
Apr
May
Jun
Aggregation
Daily
Weekly
Monthly
Metrics
PnL $
Cum. Return %
Drawdown
Trade Count
Win Rate %
Avg PnL/Trade
Profit Factor
BUY PnL
SELL PnL
Rolling Window
Full
5d
10d
20d
30d
Risk Measures
Sharpe Ratio
Sortino Ratio
Calmar Ratio
Omega Ratio
Max Drawdown
VaR (95%)
CVaR (95%)
VaR (99%)
Recovery Factor
Ann. Volatility
Profit Factor
Expectancy/Trade
Chart Type
π
Bar
π
Line
ποΈ
Area
β‘
Scatter
Rolling 10-Day Sharpe & Sortino
Monthly Risk Summary
Month
PnL
Sharpe
Sortino
Win Rate
Profit Factor
Max DD
Trades
Chart 1
Chart 2
Chart 3
PnL Distribution (per trade)
BUY vs SELL Contribution
Monthly PnL Breakdown
Metric Glossary