This Performance Visualizer implements a closed equity view.
Closed equity is strategy equity based on closed positions only, depending on mode:
- In Raw Profit mode, it's just a summation of closed P&L over time;
- In Portfolio Simulation mode, it's based on starting capital.
Note: In the right-click context menu you can switch between traditional linear and
log scale. Find out more at the Motley Fool site:
Log Charts vs. Linear Charts.
Notes and limitations
- Calculating closed equity can be very time consuming on large intraday backtests with thousands of positions. It's recommended to disable this visualizer if you're concerned about possible slowdown.
- Bug: "Change scale" on a zoomed in chart will result in an unhandled exception (OverflowException) in the visualizer and a "red cross".
- Workaround: Don't do it. If you did it accidentally, reopen the Strategy window.