Using Performance Report: Difference between revisions
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Performance reports are calculated based on trades and can be used to analyze strategy performance and check trades list and statistics. There are over 100 performance indices available for analysis, including about 30 charts.<br> | |||
There are two report types available: '''Strategy Performance Report''' and '''Trading Performance Report'''. One or the other can be used depending on one’s current goals. Check [[Comparison of the Reports]] for more info. | |||
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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> | ||
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== Accessing Performance Report == | == Accessing Strategy Performance Report == | ||
To access Strategy Performance Report: | |||
# [[Understanding_Strategies|Apply a strategy]] to a chart. | |||
# In the main menu select '''View''' -> '''Strategy Performance Report'''. | |||
# | == Accessing Trading Performance Report == | ||
# In the menu select '''View''' | To access Trading Performance Report: | ||
# Plot a chart with the desired data range. | |||
# Open the [[Chart Trading]] Panel. Connect your broker profile. Select the account that was used to place orders. | |||
# In the main menu select '''View''' -> '''Trading Performance Report'''. | |||
== Viewing Performance Report == | == Viewing Performance Report == | ||
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Left panel is a navigation structure while the upper right one displays performance data. | Left panel is a navigation structure while the upper right one displays performance data. | ||
<div style="background-color: #E5F6FF;">Tip: Upon left-clicking on any performance index its description will appear in the lower right panel.</div> | <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 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 === | ||
To view performance indices: | To view performance indices: | ||
# In the left panel select a performance indices section | # In the left panel select a performance indices section [[File:14_Icon_Table.gif]] to review. | ||
# In the right side move cursor on a performance index required. The cursor will change into '''Description''' | # In the right side move cursor on a performance index required. The cursor will change into '''Description''' [[File:12_Cursor.gif]] cursor then left-click. | ||
# In the lower right panel a text description will appear. Click '''Close''' | # In the lower right panel a text description will appear. Click '''Close''' [[File:13_Close.gif]] button to close the description panel. | ||
# Use '''Back''' | # Use '''Back''' [[File:Scroll Left new.png]] and '''Forward''' [[File:Scroll_Right.png]] toolbar buttons to move between the Performance Report sections. | ||
<br> | <br> | ||
=== Viewing Performance Charts === | === Viewing Performance Charts === | ||
To view performance charts: | To view performance charts: | ||
# In the left panel select a performance chart | # In the left panel select a performance chart [[File:15_Icon_Chart.gif]] to review. | ||
# Click '''Zoom In''' | # Click '''Zoom In''' [[File:Zoom In new.png]] or '''Zoom Out''' [[File:Zoom Out.png]] toolbar buttons for zooming charts in an out respectively. Click '''Reset Zooming''' [[File:Reset Both Scales new.png]] to reset a zoomed chart. | ||
# Use '''Pan''' | # Use '''Pan''' [[File:08_Hand.png]] or '''Cross''' [[File:Show Hide Cross.png]] cursor modes for moving charts or precise reviewing chart values respectively. | ||
# Use '''Back''' | # Use '''Back''' [[File:Scroll_Left_new.png]] and '''Forward''' [[File:Scroll Right.png]] toolbar buttons to move between the Performance Report sections. | ||
<br> | <br> | ||
== Understanding Report-Chart Synchronization == | == Understanding Report-Chart Synchronization == | ||
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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. | 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 [[ | To learn more about this feature, see [[Using_Performance_Report#Setting_Display_Properties|Setting Display Properties]] | ||
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== Setting Performance Report Properties == | == Setting Performance Report Properties == | ||
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To set financial properties: | To set financial properties: | ||
# In the Strategy Performance Report window click '''Settings''' | # 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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To set display properties: | To set display properties: | ||
# In the Strategy Performance Report window, click the '''Settings''' | # In the Strategy Performance Report window, click the '''Settings''' [[File:10_Format_Window.png]] toolbar button. | ||
# Select the '''Display''' tab. | # Select the '''Display''' tab. | ||
# Select '''USD''' to display the report in U.S. dollars or select '''Regional Currency''' to display the report in another currency. If '''Regional Currency''' is selected, enter the exchange rate in the '''USD/$ rate''' textbox. | # Select '''USD''' to display the report in U.S. dollars or select '''Regional Currency''' to display the report in another currency. If '''Regional Currency''' is selected, enter the exchange rate in the '''USD/$ rate''' textbox. | ||
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To save the Performance Report: | To save the Performance Report: | ||
# In the Strategy Performance Report window click '''Save''' | # In the Strategy Performance Report window click '''Save''' [[File:Portfolio_Save.png]] toolbar button. | ||
# 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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# 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''' | # Click '''Print''' [[File:03_Print.png]] toolbar button. | ||
# The standard print dialog will appear. | # The standard print dialog will appear. | ||
# 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''' | # Click '''Print Preview''' [[File:02_PPreview.png]] toolbar button. The '''Print Preview''' dialog will appear. | ||
# Use '''Magnify Mode''' | # Use '''Magnify Mode''' [[File:02_PPreview.png]] or '''Whole Page''' [[File:08_Hand.png]] toolbar buttons to preview the page. | ||
# Click '''Print''' | # Click '''Print''' [[File:03_Print.png]] toolbar button to access the print dialog. | ||
# Click '''Close''' button to close the window.<br><br> | # Click '''Close''' button to close the window.<br><br> | ||
[[Category:Backtesting]] | [[Category:Backtesting]] | ||
