This tab presents a side by side view of
Profit and
Drawdown by any given month of the year.
The upper chart shows the average Profit/Loss (on a dollar basis) of any calendar month. The system's numbers are represented as histogram bars, superimposed by Buy&Hold's average monthly returns. Additionally, the number of profitable months is shown.
The lower chart shows the average Drawdown (on a dollar basis) in any calendar month. The system's numbers are represented as histogram bars, superimposed by Buy&Hold's average monthly drawdown.
Note: as B&H is plotted on a secondary Y axis, its values are not directly comparable to the system's P/L.
In the table below, you can find some extended statistics in addition to all these numbers: average P/L on dollar and percentage basis, total P/L on dollar and percentage basis, average drawdown on dollar and percentage basis, and the number of average entries and exits in a given month.
 Profit By Month chart |