Campaign Analytics
Deep dive into campaign performance and edge drivers
Campaign Health Scorecard
Expectancy
Win Rate
Payoff Ratio
Profit Factor
Right Tail Presence
Executive Insight
Campaign performance remains strongly positive despite a sub-80% win rate due to a 27.35× payoff ratio and 20.27R realized expectancy per campaign. Returns are moderate — the top campaign alone generated 24.7% of total R, confirming significant right-tail dependence. Expansion regime setups deliver 18.83R avg per campaign and represent the primary edge. Pre-determined Exit remains the dominant failure mode and should be monitored closely to protect expectancy.
Campaign Efficiency
Win Rate
6 won · 2 lost
Payoff Ratio
avg win R : avg loss R
Profit Factor
total win R : total loss R
Campaign Output
Total R Gained
cumulative across all
Avg Winning
avg R per winning
Avg Losing
avg R per losing
Execution Quality
Avg Attempts / Campaign
trades taken per setup
Right Tail Presence
campaigns >30R
Cumulative R by Campaign
Convexity Overview
Skewness
Right Tail Campaigns
Top 1 Campaign Contribution
Top 3 Campaign Contribution
Convexity Assessment
Returns are driven by a small number of large winners.
Campaign Extremes
Best Campaigns
Worst Campaigns
Best : Worst Magnitude Ratio
40×Total winning R
+151.47R
Total losing R
-2.00R
R Distribution by Frequency
Distribution Intelligence
Median Campaign
Average Campaign
Skewness
Interpretation
Returns are left-skewed. Review strategy for consistency.
Exit Reasons Analysis
| Exit Reason | Freq | Avg R | Total R |
|---|---|---|---|
| Pre-determined Exit | 5 | +19.09R | +95.46R |
| Structural Invalidation | 1 | -1R | -1R |
| Panic Exit | 1 | +37.81R | +37.81R |
| Reversal Structure Break | 1 | +29.85R | +29.85R |
| Total | 8 | +20.27R | +162.12R |
Attempt Efficiency (Win Rate by Attempts)
| Attempts | Campaigns | Win Rate | Avg R / Campaign |
|---|---|---|---|
| 1 attempt | 5 | 60% | +17.01R |
| 2 attempts | 1 | 100% | +26.63R |
| 3 attempts | 2 | 100% | +25.23R |
Average Attempts / Campaign
1.63Return Attribution
Total R Gained
+162.12RCampaign Risk Health
Worst Campaign
Setup 2
Avg Losing Campaign
average of 2 losses
Max Drawdown (R)
peak to trough
Max Drawdown Duration
campaigns
Max Consecutive Losing
campaigns
Failure Mode Summary
| Exit Reason | Count | % |
|---|---|---|
| Pre-determined Exit | 5 | 63% |
| Structural Invalidation | 1 | 13% |
| Panic Exit | 1 | 13% |
| Reversal Structure Break | 1 | 13% |
| Total | 8 | 100% |
Key Takeaways & Actionable Insights
Strong Edge
Positive expectancy (+20.27R) driven by high payoff ratio and moderate returns.
Focus on Quality Setups
1-attempt win rate is 60%. Prioritize high-conviction setups to reduce attempt cost.
Manage Failure Mode
Pre-determined Exit is the #1 cost driver (5 campaigns, 95.5R total). Tighten invalidation criteria.
Leverage Convexity
Top 2 campaigns generated 66.4% of returns. Keep seeking right-tail opportunities.
Monitor Drawdowns
Max drawdown of 2.00R over 2 campaigns. Maintain risk discipline.