Performance Tab

Overview

The Performance tab shows how well your portfolio is performing.

Most of these statistics are useful only when performing Automated Trading, or possibly for traders with a very high volume of manual trading.

The top part of the Performance tab lets you select what to include in the statistics:

  • Select Symbols - which symbols to include
  • Direction - Long, Short or Both
  • Currency - which currency to show the performance in. Trades in other currencies are automatically converted to the selected currency.
  • Statistics Data - Trades or Positions
  • Start Date, End Date - the date range to include

The following buttons are available:

  • Refresh - recalculate the statistics using the current settings
  • Reset - revert the settings to the defaults
  • Monte Carlo - perform Monte Carlo simulations by randomizing the order in which the positions were taken
  • Compare - open a new window with these Performance settings. You can then modify the settings, and compare the two Performance windows.

The Performance tab contains the following sub-tabs:

  • Summary - shows a summary of the portfolio's performance
  • Period Breakdown - shows the performance for each year/month/etc.
  • Symbol Breakdown - shows the performance for each symbol
  • Profit Distribution - shows the Wins and Losses for each possible profit level (-100% to 100%)
  • MAE Distribution - Maximum Adverse Excursion (MAE) for each possible profit level (-100% to 0%)
  • MFE Distribution - Maximum Favorable Excursion (MFE) for each possible profit level (0% to 100%)
  • Graphs - shows the performance in graphs