This performance visualizer combines four related views of a system's performance on a trade by trade basis:
- Trade Stability
- Trade Life
- MAE/MFE vs PnL
- Risk/Reward ratio
- Rolling Performance Metrics
- Profit by Month
- Profit by Day of Week
- E-Ratio
- Winning/Losing Streaks
- Drilldown (Skipped trades)
Note: due to its complexity, this visualizer may have a larger memory footprint and impact the speed of large backtest.