Equity Graphs

Equity graphs display the portfolio equity over time. For Equity the following graphs are available:

• Equity Curve - Displays a day-by-day portfolio equity during the test period. The vertical and the horizontal axes are portfolio equity and the date correspondingly.
• Realized Equity - Displays a trade-by-trade portfolio equity during the test period for closed trades. The vertical and the horizontal axes are portfolio equity and the date respectively.
• Underwater Equity Curve (Monthly, Weekly, Daily)  - Popularized by Jack Schwager, present a unique way of evaluating equity performance. The black bars in the graph represent new equity highs while drawdown is shown in red. Using this graph, you can view the relationship between time and magnitude of drawdown as they relate to new equity highs. This graph shows how much drawdown in % occurred and how long it took to rebound to a new equity high. The vertical and horizontal axes are % drawdown and the date correspondingly.
• Symbol Cumulative P/L by Date - Allows you to view individual symbol performance by time and its contribution to the portfolio P/L. You have the ability to select the symbols to view and compare their performances over time.
• Total P/L by Symbol - Allows you to view symbol performances over the full testing period and analyze how much each symbol attributes to the overall performance.
• Strategy Group Cumulative P/L by Date - Allows you to view all individual strategy group performances by time on one chart and each strategy group contribution to the portfolio P/L.
• Strategy Cumulative P/L by Date - Allows you to view all individual strategy performances by time on one chart and each strategy contribution to the portfolio P/L.