Vilasio  ·  Performance Analytics

Measure
How You Win.

A Structural Metric for Positive Performance Quality

Profit is visible. Depth is invisible.

WinDepth reveals the structural quality behind your winning trades — not how much you make, but how replicable the way you make it is.

Get WinDepth See the formula
0.84
WinDepth Score
Excellent
0.79
Peak Ratio
0.87
Core Ratio

Why WinDepth exists

Traditional metrics don't answer
the right question.

Sharpe, Profit Factor, Expectancy — all useful. But none of them ask:
Are my profits structurally replicable, or do they depend on a few extreme events?

01 — THE PROBLEM
A system can look excellent and be fragile.
A couple of exceptional trades, a lucky period, an isolated spike. If those peaks are not replicable, the system is structurally weak — regardless of what the Sharpe Ratio says.
02 — THE PROBLEM
Profit Factor ignores internal distribution.
Two traders with identical Profit Factor can have completely different structural depth. One depends on a single outlier. The other distributes value consistently. WinDepth tells them apart.
THE SOLUTION
WinDepth measures exactly this.
It focuses exclusively on the distribution of positive R-multiples — how close your winners are to your best trade, and how stable they are around their own mean. One score. Deep insight.

Proprietary Formula

Two engines.
One metric.

WINDEPTH FORMULA
WD = 0.4 × Peak Ratio
     + 0.6 × Core Ratio
Peak Ratio = 1 − MAD(MaxR⁺ − R⁺) / MaxR⁺
Core Ratio = 1 − MAD(R⁺ − μ) / μ
Uses Mean Absolute Deviation instead of standard deviation — linear, robust, not distorted by outliers.
OUTPUT RANGE
0 → 1
Closer to 1 = structurally deeper system
Peak Ratio
Weight 0.4
1 − MAD(MaxR⁺ − R⁺) / MaxR⁺
Are your wins close to your best trade?

A high Peak Ratio means your system regularly reaches near its maximum potential. A low one means your best trade is an outlier that distorts everything below it.
Core Ratio
Weight 0.6
1 − MAD(R⁺ − μ) / μ
Are your wins stable around their average?

A high Core Ratio means your positive trades are tightly distributed — consistent, replicable, structurally solid. This is why it carries more weight.

Score Interpretation

Where does your
system stand?

WinDepth outputs a single score from 0 to 1. Here's what it means.

Range
Level
Meaning
Depth
0.80 — 1.00
Excellent
Highly coherent and replicable system. Professional-grade structural depth.
0.65 — 0.79
Stable
Good consistency with room for optimization. Solid foundation.
0.50 — 0.64
Partial
Partial dependency on outliers. The system requires structural work.
< 0.50
Fragile
Unstable structure. Results are not consistently replicable.

Real example

Same expectancy.
Different depth.

This is what WinDepth reveals that no other metric captures.

Trader A — Lottery Style
+8.0R
+0.4R × 20
micro wins
0.31
Fragile
One trade carries everything. Not replicable.
Trader B — Structural Edge
+1.5R
+1.7R
+2.0R × 13 more
0.87
Excellent
Consistent wins. Replicable structure. Real edge.

What's included

Everything you need.
Nothing you don't.

01
WinDepth Score
Instant calculation of your WinDepth, Peak Ratio and Core Ratio from any CSV export. Load your data, get your score.
02
5 Analytical Charts
Equity curve, R+ distribution, trade sequence, score gauge and component comparison. Full picture in one screen.
03
Complete Statistics
Win rate, profit factor, expectancy, avg win/loss, standard deviation and all metrics that matter for system evaluation.
04
Report Export
Generate a professional text report to share with your coach, prop firm evaluator, or keep as historical reference.
05
Native Desktop App
No browser, no account required. Install once, works offline. Full Windows compatibility. Your data stays local.
06
Live Integration — Soon
Direct Rithmic integration for real-time score updates after every closed trade. No manual CSV export required.

Pricing

One investment.
Real edge.

WinDepth Pro
€19/mo
Full access to WinDepth Desktop with all future updates included. Cancel anytime.
✓
WinDepth Score + Peak & Core Ratio
✓
5 analytical charts
✓
Complete statistics dashboard
✓
Professional report export
✓
Native Windows desktop app
✓
All future updates included
✓
Rithmic live integration (coming soon)
Subscribe Now

No contracts · Cancel anytime · Instant access