ORVINUSTrading Analytics & Reporting
You can't manage what you measure badly. We build the dashboards, P&L, and live charts that show what your trading actually did.
Trading analytics and reporting is the instrumentation layer of a trading operation: performance dashboards that show what strategies did and why, P&L tracking that reconciles to broker statements, and real-time candlestick and OHLC charting for live market monitoring. It turns a stream of fills and quotes into the numbers decisions get made on.
The engineering standard here is trustworthiness: analytics computed from an authoritative trade record, P&L that matches the broker to the cent, and charts that render live ticks without dropping data under load. When the dashboard and the broker statement disagree, confidence in the whole system dies — so reconciliation is designed in, not bolted on.
These systems complete every trading stack we deliver and stand alone equally well over an existing operation — connecting to your current brokers, execution systems, and data feeds. Like every ORVINUS delivery, the system is yours: owned code, documented, running on infrastructure you control.
Trading analytics and reporting systems provide performance dashboards, P&L tracking reconciled against broker statements, and real-time candlestick and OHLC charting for trading operations. ORVINUS builds trading analytics with strategy-level metrics, live-versus-backtest drift detection, automated reporting with audit trails, and web-native real-time charting over streaming market data.
Performance Analytics Dashboards
We build dashboards that answer the questions a trading operation actually asks: how each strategy is performing, on which instruments, in which regimes, and whether behavior is drifting from backtest expectations. Metrics are computed properly — Sharpe and Sortino ratios, maximum drawdown and recovery time, win rate, profit factor, average trade, exposure, and turnover — from the authoritative trade record, with time-range, strategy, and instrument filters that make comparison a click rather than a database query someone has to write.
Live-versus-backtest comparison is a first-class view: the same metrics computed on live fills and on the historical simulation, side by side, so drift gets caught in days instead of quarters. Dashboards are role-aware — the operator's view differs from the principal's and the investor's — and every number links back to the underlying trades, because a metric you can't drill into is a metric you can't trust. Threshold alerting turns the dashboard from a report into a watchdog.
P&L Tracking & Reporting
P&L tracking is the accounting truth of a trading system: realized and unrealized profit and loss per position, strategy, and account, computed continuously and reconciled against broker statements. We build the trade-capture pipeline as the single source of record — every fill, fee, dividend, and adjustment — with mark-to-market valuation from live prices, correct handling of partial fills and multi-leg positions, and attribution that separates strategy alpha from the costs eating it. Discrepancies against the broker raise alerts the same day, never at month-end.
Reporting turns the record into the documents an operation needs: daily and monthly P&L statements, cost and attribution breakdowns, and exportable reports for accountants, investors, and compliance — generated on schedule and delivered automatically. Every reported number carries an audit trail back to the fills that produced it, so a question from an auditor or an investor is answered with evidence rather than a spreadsheet archaeology project.
Real-Time Candlestick & OHLC Charting
Real-time charting renders live market data as candlestick and OHLC visualizations that stay correct under stream pressure: WebSocket price feeds aggregated into bars across timeframes on the fly, partial candles updating live, and history backfilled seamlessly when a connection drops. We build these as web-native charting systems tuned for the data volumes trading actually produces — high-frequency update streams rendered without jank, frozen frames, or silently dropped ticks during exactly the volatile sessions when the chart matters most.
The charts carry the system's intelligence rather than just its prices: strategy signals, entries, and exits plotted where they happened, indicator overlays computed by the strategy's own code, pattern detections and support-resistance zones drawn as they are recognized, and position and P&L context on the same screen. This is charting as an operational surface — the place where a human supervises what the machine is doing, with enough context to intervene intelligently.
Built With
The technologies we reach for on this work — and why we use each one.
See what we use every tool for in the full technology stack.
What You Get
Analytics dashboard
Strategy and portfolio performance metrics with drill-down, drift comparison, and threshold alerting — live.
P&L system
Trade capture, mark-to-market valuation, and broker reconciliation as a single source of record.
Real-time charting
Candlestick and OHLC charts over live feeds with strategy overlays — the operational view of your system.
Reporting pipeline
Scheduled statements and exports for accounting, investors, and compliance, with a full audit trail.
Other Algorithmic Trading Specializations
Trading Strategy Development
Trading ideas engineered into precise, testable strategy logic — indicator systems, multi-timeframe rules, and pattern recognition.
Explore Strategy DevelopmentBacktesting & Risk Modeling
Historical validation you can trust — backtesting engines with honest cost modeling, risk frameworks, and portfolio optimization.
Explore Backtesting & RiskAutomated Execution Systems
From signal to filled order without a human in the loop — low-latency execution with failsafes, monitoring, and 24/7 operation.
Explore Automated ExecutionOptions & Derivatives Pricing
Pricing models, Greeks, and volatility analytics for options and derivatives — engineered for production, not the textbook.
Explore Derivatives PricingWhere This Work Lands
Common Questions
Can you build analytics over our existing trading setup?
Yes — the analytics layer is designed to sit over whatever you run today: broker APIs, execution-system logs, and data feeds are ingested into an authoritative trade record without touching your strategy code. Many engagements start exactly there — an operation that trades well but measures badly. A free discovery call scopes the integration.
How accurate is the P&L tracking?
Reconciled-to-the-broker accurate. The trade-capture pipeline records every fill and fee, mark-to-market uses live prices, and automated reconciliation compares our numbers against broker statements — with alerts on any discrepancy rather than silent divergence. If our P&L and your broker disagree, you find out the same day, with the audit trail to resolve it.
How real-time is the charting?
Tick-level. Market data arrives over WebSocket feeds and renders as it happens — partial candles update live, and bar aggregation runs on the fly across timeframes. The engineering emphasis is correctness under load: no dropped ticks, no frozen charts during volatile sessions, and seamless backfill when connections drop.
Who owns the dashboards and data?
You do, entirely. Code, dashboards, and the trade record run on your infrastructure and transfer completely — with documentation, so your team can extend them. Trading data is confidential, covered under NDA, and never leaves systems you control. Optional support afterward is exactly that: optional.
Ready for Trading Analytics?
Free discovery call — we scope the work, name the trade-offs, and respond within 24 hours.