kfox
7bd6be64a4
5.8 KiB
Portfolio Management
This guide explains the Portfolio view and how to interpret portfolio metrics.
Portfolio View Features
The Portfolio page provides a comprehensive view of your trading portfolio with three main tabs:
Overview Tab
Summary Cards
At the top of the page, you'll see four summary cards:
- Current Value: Current portfolio value (cash + positions)
- Unrealized P&L: Profit/loss on open positions (color-coded: green for profit, red for loss)
- Realized P&L: Profit/loss from closed trades
- Daily Change: Percentage change in portfolio value today
Portfolio Value History Chart
An equity curve chart showing:
- Portfolio value over time (last 30 days by default)
- P&L line showing profit/loss progression
- Interactive tooltips showing exact values on hover
Risk Metrics
A grid of risk metrics cards showing:
- Sharpe Ratio: Risk-adjusted return measure
- Sortino Ratio: Downside risk-adjusted return
- Max Drawdown: Largest historical decline (percentage)
- Win Rate: Percentage of profitable trades
- Total Return: Overall return percentage
Holdings
All open positions displayed as cards showing:
- Symbol: Trading pair
- Quantity: Amount held (8 decimal precision)
- Entry Price: Average entry price
- Current Price: Latest market price
- Value: Current position value
- Unrealized P&L: Profit/loss with percentage change
- Realized P&L: Profit/loss from closed portions
- Close Position Button: Close the position directly from the card
Each position card is color-coded with a chip showing the P&L percentage.
Allocations Tab
A pie chart visualization showing:
- Portfolio allocation by asset
- Percentage breakdown for each holding
- Interactive tooltips with exact dollar values
- Color-coded segments for easy identification
This helps you visualize your portfolio distribution and identify over-concentration in specific assets.
Reports & Export Tab
Export functionality for:
- Export Trades: Download all trading history as CSV
- Export Portfolio: Download current portfolio holdings as CSV
- Tax Reporting: Generate tax reports using FIFO or LIFO methods
Risk Metrics
- Current Drawdown: Current decline from peak value
- Max Drawdown: Largest historical decline
- Sharpe Ratio: Risk-adjusted return measure
- Sortino Ratio: Downside risk-adjusted return
- Win Rate: Percentage of profitable trades
Performance Chart
The equity curve chart shows portfolio value over time, helping you visualize performance trends.
Advanced Risk Management
Value at Risk (VaR)
Crypto Trader provides comprehensive Value at Risk calculations using multiple methods:
- Historical VaR: Based on historical portfolio return distribution
- Parametric VaR: Assumes normal distribution (variance-covariance method)
- Monte Carlo VaR: Simulates future returns using estimated parameters
- Conditional VaR (CVaR): Expected loss given that loss exceeds VaR threshold
VaR helps quantify potential portfolio losses at specified confidence levels (e.g., 95% confidence, 1-day holding period).
Portfolio Correlation Analysis
Monitor portfolio diversification and correlation risk:
- Correlation Matrix: View correlation between all portfolio positions
- Diversification Score: Measure how well-diversified your portfolio is
- Concentration Risk: Identify over-concentration in correlated assets
- Correlation-based Limits: Automatically prevent over-concentration
Lower correlation between positions indicates better diversification and reduced portfolio risk.
Portfolio Rebalancing
Automated portfolio rebalancing helps maintain your target asset allocation and can be triggered by:
- Threshold-based: Rebalance when allocation drifts beyond specified threshold (e.g., 5% deviation)
- Time-based: Rebalance at regular intervals (e.g., daily, weekly, monthly)
- Fee-aware: Considers trading fees when determining if rebalancing is cost-effective
Rebalancing automatically calculates required trades to restore target allocations while minimizing fees and market impact.
Understanding Metrics
Sharpe Ratio
Measures risk-adjusted returns. Higher values indicate better risk-adjusted performance:
- > 1: Good
- > 2: Very good
- > 3: Excellent
Sortino Ratio
Similar to Sharpe but only considers downside volatility. Better for asymmetric return distributions.
Drawdown
Maximum peak-to-trough decline. Lower is better:
- < 10%: Low risk
- 10-20%: Moderate risk
- > 20%: High risk
Closing Positions from Portfolio
You can close positions directly from the Portfolio page:
- Navigate to the Portfolio page
- In the Overview tab, find the position card you want to close
- Click Close Position button on the card
- In the dialog:
- Choose order type (Market or Limit)
- For limit orders, enter the limit price
- Click Close Position to confirm
The position will be closed and removed from your holdings. You'll receive a notification when the order is filled.
Data Freshness
The Portfolio page shows a data freshness indicator in the header showing when the data was last updated. The page automatically refreshes every 5 seconds to show the latest data.
Exporting Data
Export Trades
- Navigate to Portfolio > Reports & Export tab
- Click Export Trades CSV button
- The file will download with all your trading history
Export Portfolio
- Navigate to Portfolio > Reports & Export tab
- Click Export Portfolio CSV button
- The file will download with current holdings
Tax Reports
- Navigate to Portfolio > Reports & Export tab
- Select tax method (FIFO or LIFO)
- Enter tax year
- Optionally filter by symbol
- Click Generate Tax Report
- The CSV file will download with tax reporting information