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Contribution pie chart

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This Performance Visualizer shows a breakdown of total profit or loss in multi-symbol backtests:

  1. On a per instrument basis (default)
  2. By entry signal name
  3. By exit signal name
  4. By calendar month
  5. By average % P/L per bar

To switch views, choose from the "Group by" dropdown box:

Contribution

Contribution


Chart title will display "profit"/"loss" depending on portfolio outcome.

Largest winner/loser is highlighted by displacing its segment. If the number of portfolio winners/losers exceeds a certain threshold, those symbols that fall off "Top-N" will get their results summed and grouped into a separate segment called "Other". To avoid clutter when testing large portfolios, the threshold is made configurable interactively on the visualizer's menu bar.

Notes

  • To benefit from grouping by entry/exit name, your Strategy must assign meaningful entry and/or exit signals.
  • If security name is available, it will be displayed in the symbol's legend, otherwise symbol name will be shown.
  • The chart has a 3D look by default, and can be switched to 2D view by clicking the "3D>2D" button.
  • Tooltips display symbol name and profit/loss.

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.


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