MS123 Scorecard

Modified on 2015/11/30 14:07 by Eugene — Categorized as: Visualizers

Description

MS123 Scorecard is a library of performance metrics used in Wealth-Lab's Strategy Rank and Optimization tools. It is a part of MS123 Visualizers. Typically, these can be strategy performance or especially reward/risk metrics.

The following metrics are included in the library:


To use the library, select "MS123 Scorecard" on the dropdown list in Strategy Ranking or Optimization tools - it's next to the Basic or Extended scorecards.

To download the project's open source code, please visit MS123 Visualizers.

Lite version: No closed equity

As calculating closed equity could get very slow for large intraday backtests with systems creating thousands of positions, we've made two optimizations in version 2012.12:


Notes