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Reporting page showing KPI tiles and cumulative PnL, drawdown, and return distribution charts
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Reporting — KPI strip and performance charts

Time horizon

A horizon picker at the top of the page scopes every KPI and chart to a rolling window: 3M, 6M, 1Y, 2Y, 3Y, 5Y, or ALL (the default).

KPI strip

TileWhat it measures
Total PnLRealized PnL across all strategies for the selected horizon.
Max DrawdownLargest peak-to-trough decline in cumulative PnL over the horizon.
Current DrawdownDecline from the most recent peak to the latest value.
Sharpe RatioRisk-adjusted return over the selected horizon.

Charts

Below the KPIs, a stacked three-panel chart:

  • Cumulative PnL — a stacked-area equity curve, one series per strategy.
  • Drawdown — running drawdown derived from the same cumulative series.
  • Return Distribution — a histogram of period returns, in percent.

Values are computed from execution joined with commission and strategy. Realized PnL is SUM(commission.realized_pnl − commission.amount), grouped by strategy and day, queried via DBHandler.run_query. No pre-aggregated reporting table exists; all values derive from the same execution ledger used elsewhere in the application.

A "Trades" tab exists on this page but is not yet implemented; it displays a placeholder.