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Trade Graphs

This performance visualizer combines four related views of a system's performance on a trade by trade basis:

  1. Trade Stability
  2. Trade Life
  3. MAE/MFE vs PnL
  4. Risk/Reward ratio
  5. Rolling Performance Metrics
  6. Profit by Month
  7. Profit by Day of Week
  8. E-Ratio
  9. Winning/Losing Streaks
  10. Drilldown (Skipped trades)

Note: due to its complexity, this visualizer may have a larger memory footprint and impact the speed of large backtest.

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