Contribution pie chart

Modified on 2019/06/29 11:57 by Eugene — Categorized as: Visualizers

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
  6. By position type (long/short)

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



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.