Wealth-Lab Wiki

API ChartStyles Community Components Community Indicators IndexDefinitions Knowledge Base Misc Optimizers Pending Deletion PosSizers Providers Standard Indicators TASC Traders Tips TASCIndicators Tutorial Videos Visualizers
RSS

Navigation


Quick Search
»
Advanced Search »


This performance visualizer presents a combined view of strategy's Equity (or Net Profit) and its percent drawdown:

Image

Equity and Drawdown curves are semi-transparent near initial values and get most saturated color at their extremes. In other words, the red gets darker as the drawdown deepens, the green gets darker as the profit is higher.

Click on "Cash" to overlay the chart with portfolio's Cash (in Equity mode only). To switch between Equity and Net Profit views, click on "Equity > NetProfit" in the menu bar. It's also possible to switch between traditional linear and log scale. Find out more at the Motley Fool site: Log Charts vs. Linear Charts. Additionally, chart can display the linear regression line of equity or net profit.

Known issues

  • Y-Axis uneven numbers (deferred) - workaround: switch to log and back to linear
  • YAxis rescaling bug after switching back from log to linear scale
  • Exception: run any simulation, select Equity+, switch to "Net Profit", and then switch to "Log".

Important Disclaimer: The information provided by Wealth-Lab is strictly for informational purposes and is not to be construed as advice or solicitation to buy or sell any security.  The owner of Wealth-Lab.com assumes no liability resulting from the use of the material contained herein for investment purposes. By using this web site, you agree to the terms of this disclaimer and our Terms of Use.

Used under license from FMR Corp. Copyright 2008 FMR Corp. All rights reserved.


ScrewTurn Wiki. Some of the icons created by FamFamFam.