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Using Performance Report

1,206 bytes removed, 16:18, 20 June 2019
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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 are over 100 performance indices are available for analysis including about 30 charts.  <div style="background-color: #F8D3CD;"br/>Attention: The new trades occurred There are not being included two types of reports available in the MultiCharts: Strategy Performance Report in realtimeand Trading Performance Report. They were designed for different purposes. To include Depending on the new trades occurred current goal one needs to use the performance appropriate type of report should be re-opened again.</div>  <div style="background-color: #F8D3CD;">Attention: In case signals were added or deleted See more information in the [[Comparison of the Strategy Performance Report should be re-opened againReports]] table.</div> 
<div style="background-color: #E3FBE5;">Note: Only one performance report can be opened at a time.</div>
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== Accessing the Strategy Performance Report ==  
To access a Strategy Performance Report:
# 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.# Connect a Open the [[Broker Profiles Overview | Chart Trading]] Panel. Connect the Broker Profile]].# Make sure Select the account that there historical trades on the chartwas utilized to place orders.# In the mainenu main menu select '''View''' then click '''Trading Performance Report'''.
== Viewing Performance Report ==
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> <br><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>
=== Viewing Performance Indices ===
# In the Strategy Performance Report window click '''Settings''' [[File:10_Format_Window.png]] toolbar button.
# Select the '''Financial''' tab.
# 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>
# Click '''OK'''.<br>
# 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 '''Type''' field select the file type. There are 2 3 types available: *.XLS /*.XLSX (MS Excel), *.ODS (Open Office Workbook) and *.XML (XML RINA).
# Click '''Save'''.
<div style="background-color: #F8D3CD;">Attention: * To save data in an *.XLS /*.XLSX format a full 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><br>
<div style="background-color: #E3FBE5;">Note: In the *.XLS file the entire report will be saved (including charts).</div>
 
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== Printing Performance Report ==
# Click '''OK'''.
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or
 
# 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.

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