Closed Equity Drawdown (%)
Modified on 2009/03/08 18:44 by Eugene — Categorized as: Visualizers
This Performance Visualizer adds the ability to display Drawdown on percentage basis, based on the
closed
equity series - i.e. one that excludes unrealized profit/loss. Otherwise it's similar to the already existing
Drawdown %
tab.
Applies to Portfolio Simulation only.
Displays
Average Drawdown
as a moving average with configurable lookback period and line color. The line can be configured or made hidden in the right-click context menu.
Depending on a highlighted line when mousing over the chart, a tooltip will display detailed information:
"Drawdown
-x.x%
as of
m/d/y h:m
"
"Average Drawdown (period)
-x.x%
as of
m/d/y h:m
"
Known issues
¶
Because ZedGraph is not TeeChart, it handles zoom and un-zoom events in a different manner. If you try to un-zoom the good old Wealth-Lab way (click and drag backwards), you'll just zoom the chart even more. To
unzoom
, simply
double-click
on the chart, or use a special context menu "Unzoom" that restores scale to default.