Using Performance Report
Basing on the trades placed in the chart the performance report can be calculated to comprehensively analyze the strategy performance measures as well as trades list and statistics. There are over 100 performance indices available for analysis including about 30 charts.
Accessing the Strategy Performance Report
To access a Strategy Performance Report:
- Apply a strategy to a chart.
- In the main menu select View then click Strategy Performance Report.
Accessing the Trading Performance Report
To access a Trading Performance Report:
- Plot a chart with the desired data range.
- Open the Chart Trading Panel. Connect the Broker Profile. Select the account that was utilized to place orders.
- In the main menu select View then click Trading Performance Report.
Understanding the Trading Performance Report
MultiCharts stores each order that was sent from the platform in the Orders tab of the Order and Position Tracker window. It can also receive orders placed from the other application to your broker account if this information is provided by your broker, MultiCharts is running and the Broker Profile is connected. That is possible to view the Trading Performance Report based on the orders stored in the Orders tab. The range of orders included in the Trading Performance Report depends on the chart data range.
Comparison of the Reports
The Strategy Performance Report and Trading Performance Report were designed for different purposes. Depending on the current goal one needs to use the appropriate one. Below is the table that sums up the difference of both reports:
Environment |
Strategy Performance Report |
Trading Performance Report |
No signals applied to the chart |
Unavailable |
Shows all orders available for this instrument in the Order and Position Tracker -> Orders tab, both filled by Manual and Auto trading. If there are no orders for this instrument in the Order and Position Tracker, or the chart data range does not cover the present orders, the Trading Performance Report will be unavailable. |
Signal is applied to the chart, auto trading (SA & AA) disabled |
Shows the strategy backtesting results for the current strategy for this chart only |
|
Auto trading (SA) enabled |
Shows real-time trading results for the current strategy for this chart only | |
Auto trading (AA) enabled |
Shows backtesting and Async real-time trading results for the current strategy for this chart only Viewing Performance ReportIn MultiCharts the Performance Report features a tri-panel design. Left panel is a navigation structure while the upper right one displays performance data. Tip: Upon left-clicking on any performance index its description will appear in the lower right panel. Attention: Portfolio Trader Strategy Performance Report and MultiCharts Strategy Performance Report contain slightly different analysis parameters and display options. Further description is based on MultiCharts Strategy Performance Report functionality
Viewing Performance IndicesTo view performance indices:
Viewing Performance ChartsTo view performance charts:
Understanding Report-Chart SynchronizationMultiCharts allows the user to visually match the trades from a Strategy Performance Report with their signals on the chart. For strategies that have hundreds of trades over a long data series, it may be cumbersome to manually match a trade in the Strategy Performance Report to the chart. The user would have to use the scroll button to find the trade in the data series. Report-Chart Synchronization simplifies this process. Trades on the chart are automatically highlighted when the user hovers his mouse over a trade in the Strategy Performance Report. To learn more about this feature, see Setting Display Properties
Setting Performance Report PropertiesIt is possible in MultiCharts to set financial and display settings for the Performance Report. Financial settings allow to better analyze the strategy performance with different costs, statistic and risk level settings. Display settings allow to configure visual setting for the report. It is possible to display the report figures in dollars or in a regional currency, set number of decimals to use and smoothing for charts. It is also posiible to display trades with partial exits basing on entries or on exits.
Setting Financial PropertiesTo set financial properties:
Setting Display PropertiesTo set display properties:
Saving Performance ReportTo save the Performance Report:
Attention:
Note: In the *.XLS file the entire report will be saved (including charts).
Printing Performance ReportIt is possible in the Performance Report to print a selected section or chart. To print a selected section or chart:
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