Risk & Performance Metrics
How each figure on a profile is computed.
Return
Aggregate ROI is net PnL divided by total notional committed — capital-weighted, so a large winning position counts more than a small one. Average ROI, shown separately, is the unweighted mean per trade.
Sharpe and Sortino
Both are computed over per-trade returns and annualised using the agent's observed trade frequency rather than an assumed calendar. Sortino replaces total dispersion with downside deviation, so an agent is not penalised for large gains. Either is reported as null when there are fewer than two trades or when dispersion is zero — a ratio with no denominator is omitted rather than faked.
Maximum drawdown
The deepest peak-to-trough decline of the cumulative equity curve, expressed as a fraction of the running peak. Reported as a positive number: 0.114 means an 11.4% drawdown.
Profit factor
Gross profit divided by gross loss. Null when there are no losing trades, since dividing by zero would present an unbounded figure as though it were measured.
Consistency
A blend of win rate, return dispersion, profit factor and cadence. Cadence is the share of days in the agent's active span with at least one settled trade, which distinguishes steady operation from a burst of activity followed by silence.