Using Performance Report: Difference between revisions
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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 over 100 performance indices | 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. | ||
<br/>There are two types of reports available in MultiCharts: Strategy Performance Report and Trading Performance Report. They were designed for different purposes. Depending on the current goal one needs to use the appropriate type of report. See more information in the [[Comparison of the Reports]] table. | |||
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<div style="background-color: #E3FBE5;">Note: Only one performance report can be opened at a time.</div> | <div style="background-color: #E3FBE5;">Note: Only one performance report can be opened at a time.</div> | ||
<br> | <br> | ||
== Accessing Performance Report == | == Accessing the Strategy Performance Report == | ||
To access a Strategy Performance Report: | To access a Strategy Performance Report: | ||
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# In the main menu select '''View''' then click '''Strategy Performance Report'''. | # In the main menu select '''View''' then click '''Strategy Performance Report'''. | ||
To access a Trading 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 | # In the main menu select '''View''' then click '''Trading Performance Report'''. | ||
== Viewing Performance Report == | == Viewing Performance Report == | ||
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<div style="background-color: #E5F6FF;">Tip: Upon left-clicking on any performance index its description will appear in the lower right panel.</div><br> | <div style="background-color: #E5F6FF;">Tip: Upon left-clicking on any performance index its description will appear in the lower right panel.</div><br> | ||
<div style="background-color: #F8D3CD;">Attention: Portfolio | <div style="background-color: #F8D3CD;">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</div> | ||
=== Viewing Performance Indices === | === Viewing Performance Indices === | ||
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# In the Strategy Performance Report window click '''Settings''' [[File:10_Format_Window.png]] toolbar button. | # In the Strategy Performance Report window click '''Settings''' [[File:10_Format_Window.png]] toolbar button. | ||
# Select the '''Financial''' tab. | # Select the '''Financial''' tab. | ||
# Set appropriate properties or click '''Default''' to set back to the default settings | # Set appropriate properties or click '''Default''' to set back to the default settings.<br>'''No. of standard deviations''' - the number of standard deviations is used in some report indices calculation. The default is 1.<br>'''Minimal acceptable rate of return''' - reference point for Sortino Ratio (See "Performance Ratios" section in the Performance report.<br>'''Degree of risk aversion of the investor''' - reference point for Fouse Ratio (See "Performance Ratios" section in the Performance report)<br> | ||
# Click '''OK'''.<br> | # Click '''OK'''.<br> | ||
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# In the '''Save As''' dialog window appeared navigate to the required file location. | # In the '''Save As''' dialog window appeared navigate to the required file location. | ||
# In the '''File Name''' field type in the file name.<br><div style="background-color: #E3FBE5;">Note: The file name with symbol name included in it is supplied automatically.</div> | # In the '''File Name''' field type in the file name.<br><div style="background-color: #E3FBE5;">Note: The file name with symbol name included in it is supplied automatically.</div> | ||
# In the '''Type''' field select the file type. There are | # In the '''Type''' field select the file type. There are 3 types available: *.XLS/*.XLSX (MS Excel), *.ODS (Open Office Workbook) and *.XML (XML RINA). | ||
# Click '''Save'''. | # Click '''Save'''. | ||
<div style="background-color: #F8D3CD;">Attention: To save data in an .XLS format a | <div style="background-color: #F8D3CD;">Attention: | ||
* To save data in an *.XLS/*.XLSX format a version of Microsoft Excel that supports Visual Basic for applications must be installed on the computer. Once saved the *.XLS/*.XLSX file may be read by any Excel compatible application. | |||
* To save data in an *.ODS format OpenOffice package must be installed on the computer. Once saved the *.ODS file may be read by any *.ODS compatible application.</div> | |||
<div style="background-color: #E3FBE5;">Note: In the *.XLS file the entire report will be saved (including charts).</div> | <div style="background-color: #E3FBE5;">Note: In the *.XLS file the entire report will be saved (including charts).</div> | ||
== Printing Performance Report == | == Printing Performance Report == | ||
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# Click '''OK'''. | # Click '''OK'''. | ||
<br> | <br> | ||
or | or | ||
# In the left panel of the '''Strategy Performance Report''' select a section or a chart to be printed. | # In the left panel of the '''Strategy Performance Report''' select a section or a chart to be printed. | ||
# Click '''Print Preview''' [[File:02_PPreview.png]] toolbar button. The '''Print Preview''' dialog will appear. | # Click '''Print Preview''' [[File:02_PPreview.png]] toolbar button. The '''Print Preview''' dialog will appear. |