Strategy Performance Summary
Displays the performance summary for all trades, long trades and short trades.
Performance Ratios
Displays most important performance ratios to quickly analyze performance of the trading strategy.
Time Analysis
The information in the Time Analysis tab (table) evaluates results strictly from the standpoint of time. You set the time frame for displaying the results using the Display tab of the Settings dialog box.
Equity Curve Detailed
This graph allows greater insight into trading performance than a usual equity curve graph. It displays net profit on a bar‐by‐bar basis revealing equity drawdown’s and run‐
ups. Flat or non‐trading periods are also shown to present a detailed overview of equity performance.
Equity Curve Detailed Long
Equity Curve of only long positions
Equity Curve Detailed Short
Equity Curve of only short positions Equity Curve Detailed with Drawdown
This graph allows greater insight into trading performance than a usual equity curve graph. It displays net profit on a bar‐by‐bar basis revealing equity drawdown’s and run‐ups combined with both Drawdown ($) and Drawdown (%). Flat or non‐trading periods are also shown to present a detailed overview of equity performance.
Equity Run‐up & Drawdown
This graph illustrates equity' drawdown vs.
equity' run‐up in ($).
Equity Run‐up & Drawdown (%)
This graph illustrates equity' drawdown vs.
equity' run‐up in (%).
Equity Curve Close To Close
This graph displays an equity (in $) vs. trade number for all closed trades. The equity curve line charts presents trading
performance on a trade‐by‐trade basis. This chart does not use time on its x‐axis, but rather the realized profit per trade. This all‐
purpose equity chart is best used for general analysis of trading performance.
Equity Curve Close To Close With Drawdown This graph displays an equity (in $) vs. trade number for all closed trades combined with both Drawdown ($) and Drawdown (%). The equity curve line chart presents trading performance on a trade‐by‐trade basis. This chart does not use time on its x‐axis, but rather the realized profit per trade. This all‐purpose equity chart is best used for general analysis of trading performance and drawdown.
Buy & Hold Return
This graph displays the return achieved if security had bought and held for the duration of the test period.
Value Added Monthly Index
This graph displays VAMI. VAMI is an index that tracks the monthly performance of a
hypothetical 1000$ investment.
Trade Analysis:
List of Trades
Displays complete trade ‐by‐trade report of each trade.
Total Trade Analysis
Displays overall performance of the trading strategy and should be used to gauge the total performance.
Outliers
The information in the Time Analysis tab (table) evaluates results strictly from the standpoint of time. You set the time frame for displaying the results using the Display tab of the Settings dialog box.
Run‐up/Drawdown
The information in the Outliers tab (table) evaluates results strictly from the standpoint of time. you set the time frame for displaying the results using the Display tab of the Settings dialog box.
Trade Series Analysis
Displays statistical measures based on winning and losing trades.
Trade Series Statistics
Displays information on the consecutive winning (losing) trades series.
Total Trades
This graph illustrates the profit in $ vs.
trade number for all trades. Horizontal line stands for the average profit/loss.
Winning Trades
This graph displays profit in $ vs. trade number for all winning trades for the period tested. Horizontal line stands for the average trade.
Losing Trades
This graph displays profit in $ vs. trade number for all losing trades for the period tested. Horizontal line stands for the average trade.
Drawdown
This graph illustrates each trade's drawdown vs.
trade number for all trades.
Drawdown P/L
This graph displays each trade's drawdown together with Realized Profit/loss in $ vs. Trade Number in a bar graph format. The smaller the bar, the closer the trade was to its individual maximum drawdown.
Maximum Adverse Excursion
This graph is best used to determine protective money management stops for a trading strategy. It graphs each trade's realized Profit/Loss vs.
Drawdown in a scatter graph format.
Maximum Adverse Excursion (%) Produces the Maximum Adverse Excursion graph, but uses percentages rather than dollar amounts. This graph is best used for longer‐term evaluations.
Run‐up
The Run‐up graph displays each trade's run‐up vs.
trade number for all trades.
Run‐up P/L
Graphs each trade's run‐up to realized profit distance in bar graph format. The smaller the bar, the closer the trade was to its individual maximum run‐up.
Maximum Favorable Excursion
This graph is best used to determine trailing stops for a trading strategy. The Maximum Favorable Excursion graph shows the realized profit/Loss vs.
Drawdown in a scatter graph format. The green up arrows represent winning trades, and the red arrows represent losing trades.
Maximum Adverse Excursion (%)
Produces the maximum Favorable Excursion graph, but uses percentages rather than dollar amounts. This graph is best used for longer‐term evaluations.