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