Per-instance day performance · finalised after broker-day rollover
MT5 Fleet — Daily Executive Report
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Portfolio at a Glance
Wiped Instances
Realized losses stay on the books — nothing here is deleted, just excluded from ongoing tracking
Fleet Summary
P&L Contribution
Who moved the fleet today
Solid = equity P&L (incl. open positions) · outline = closed trades only
Requires Attention
Per-Instance Detail
Instance
EA
Equity P&L
Trade P&L
Float Δ
Trades
W
L
Win%
PF
Range%
Close Eq
Flags
LIVE
Risk-Adjusted Performance Analytics
Sharpe / Sortino / volatility / consistency — computed in Postgres from your equity history
ℹ These metrics use daily equity returns (annualized, ~252 trading days/yr, 0% risk-free rate — standard retail approximation, not a precision instrument), and are already adjusted to exclude any broker equity credit.
Not included here: the fleet-wide Sharpe/Sortino figures above are instance-level, from daily equity — they don't break down by individual EA. Per-EA win rate, profit factor, and trade counts are available further down, in Per-EA Performance — refreshed daily, not live.
Fleet Risk & Efficiency
Drawdown Safety — Daily & Weekly
Assess how much risk each EA is currently using
Portfolio
Today's DD
Yesterday's DD
This Week's DD
Last Week's DD
7D Avg Daily DD
7D Max Daily DD
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Risk / Return Map
Where each instance sits
Bubble size = trading days on record (more history = more confidence in the number)
Daily P&L Heatmap
SQL-backed — one query, every instance's daily close
Per-Instance Performance
Capital Efficiency
Profit factor vs churn — gross flow per $1 net
Efficiency frontier
Bottom-left is best: high profit factor earned with little capital at risk
Correlation
Are these independent bets, or one bet repeated?
Instance correlation matrix
Daily-return correlation · high values mean diversification is illusory
Trade Distribution
Tight loss cluster = real stop · long left tail = none
P&L distribution
Buckets normalised to each instance's own average trade size
Underwater Curve
Depth below peak, and how long recovery took
Time below previous equity peak
0% = at a new high · running peak in chronological order
Hour of Day
Broker server time · where the edge actually lives
Expectancy by hour
Net result per hour of the trading day
Per-EA Performance
Which strategy is actually carrying each instance — updated daily, not live
EA breakdown, all instances at a glance
Click any column to sort — grouped by magic number, labeled by hand where a formula can't tell EAs apart (see ea_magic_labels)