Changes

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 are available for analysis including about 30 charts.

# Make sure that there are historical trades on the chart.# In the mainenu main menu select '''View''' then click '''Trading Performance Report'''.

<div style="background-color: #F8D3CD;">Attention: Portfolio Backtester 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>

# Set appropriate properties or click '''Default''' to set back to the default settings.<br>More Information:<br>'''Point value''' – review [[Setting_Properties|Big Point Value]] definition.<br>'''Initial capital''' - Initial capital to start strategy performance calculations with.<br>'''Commission''' - the amount supposed to be paid to broker for trades execution. The commission can be set on "per contract" or on "per trade" basis. <br>With '''Per Contract''' option, the '''Commission''' value is multiplied for the each trade by the double number of contracts in the trade (i.e. for Entry and Exit).<br>With '''Per Trade''' option, the '''Commission''' value value is multiplied for each trade by the 2 (i.e. for Entry and Exit).<br>The default '''Commission''' value is zero. <br>'''Slippage''' - the amount reserved for differencies between the expected and actual order execution price. The commission can be set on "per contract" or on "per trade" basis. <br>With '''Per Contract''' option, the '''Slippage''' value is multiplied for the each trade by the double number of contracts in the trade (i.e. for Entry and Exit).<br>With '''Per Trade''' option, the '''Slippage''' value is multiplied for each trade by the 2 (i.e. for Entry and Exit).<br>The default '''Slippage''' value is zero. <br>'''Margin per contract''' - the amount to be borrowed when trading on a margin account. This number is used in some report indices calculation.<br>'''Interest rate''' - the rate used in some report indices calculation. Usually the Treasury Bill rate is used.<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>

# In the '''Type''' field select the file type. There are 2 3 types available: *.XLS/*.XLSX (MS Excel), *.ODS (Open Office Workbook) and *.XML (XML RINA).

<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.</div> <div style="background-color: #F8D3CD;">Attention: * To save data in an *.ODS format OpenOffice pakcage package must be installed on the computer. Once saved the *.ODS file may be read by any *.ODS compatible application.</div>