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:
On a per
instrument
basis (default)
By
entry
signal name
By
exit
signal name
By calendar
month
By average % P/L
per bar
By position type
(long/short)
To switch views, choose from the "Group by" dropdown box:
Contribution
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.
Notes
To benefit from grouping by entry/exit name, your Strategy must assign meaningful entry and/or exit signals.
If security name is available, it will be displayed in the symbol's legend, otherwise symbol name will be shown.
The chart has a 3D look by default, and can be switched to 2D view by clicking the "3D>2D" button.
Tooltips display symbol name and profit/loss.