FX Performance Audit

Our Core Metrics analysis includes: Sharpe/Sortino ratios, maximum drawdown, profit factor, win rate consistency, expectancy scores, and strategy capacity calculations. Each metric is benchmarked against volatility regimes and peer strategies for meaningful comparison.

The Risk Overview section provides: 1) Liquidity-adjusted VaR during stress periods, 2) Black swan exposure scoring, 3) Correlation breakdown analysis, 4) Counterparty risk assessments, and 5) Regime-specific drawdown projections. This offers multidimensional risk profiling beyond basic metrics.

Our Attribution framework breaks down returns by: 1) Market regime contribution (trending/range-bound), 2) Asset class exposure, 3) Time-of-day performance, 4) Technical vs fundamental alpha sources, and 5) Execution efficiency impact. This identifies true skill versus market beta.

Our Visual Reports feature: 1) 3D equity curve mapping with regime overlays, 2) Performance heatmaps by currency pair/timeframe, 3) Risk-reward scatter matrices, 4) Attribution waterfall charts, and 5) Interactive scenario simulators. These transform complex data into actionable insights.

Our AI Evaluation system: 1) Detects hidden performance patterns using unsupervised learning, 2) Predicts strategy decay before drawdowns occur, 3) Recommends parameter adjustments via reinforcement learning, and 4) Generates natural language reports explaining performance drivers. This reduces evaluation time by 70% while improving accuracy.

Our Live Testing module provides real-time benchmarking against paper trading results, while Compliance ensures: 1) Regulatory reporting (MiFID II, Dodd-Frank), 2) Best execution auditing, 3) Position limit monitoring, and 4) Automated audit trail generation. All performance claims are validated against live trading data.