Statistics | Charts | Trades | Formula | Settings | Symbols | Monte Carlo

Charts

1. Portfolio Equity

2. Underwater Equity

3. Profit Table

YearJanFebMarAprMayJunJulAugSepOctNovDecYr%
20053.0%2.0%-3.4%-2.8%5.5%1.7%3.1%-1.8%-2.5%-1.6%2.1%-4.1%0.6%
20068.8%1.3%5.0%2.5%-1.1%12.6%10.6%3.0%7.2%3.8%1.0%2.0%72.4%
20079.1%-7.4%5.5%-0.9%-0.1%-0.2%4.4%-2.5%2.0%9.4%0.8%7.8%29.9%
2008-11.8%3.8%4.5%6.5%-0.1%-7.0%10.1%-4.1%1.9%-0.7%4.0%1.4%6.5%
20096.7%-3.9%3.5%-0.0%-0.7%-2.4%11.5%0.0%4.5%-4.2%2.7%1.1%19.1%
2010-3.9%-2.8%1.0%4.3%0.4%-0.1%-0.0%1.8%6.0%-0.3%-0.3%3.7%9.8%
20110.5%3.5%3.4%7.6%-1.6%4.1%0.0%2.9%4.3%5.0%-2.9%2.7%33.4%
20121.6%4.2%0.3%1.1%0.3%4.3%0.2%0.5%3.0%0.2%2.0%0.1%19.2%
20131.0%-1.5%1.5%1.1%1.9%0.6%1.7%-0.6%1.0%1.2%0.2%4.4%12.8%
20140.4%2.4%2.6%0.7%5.3%1.7%1.0%0.5%0.6%-1.9%2.6%-0.3%16.5%
20152.0%-0.4%0.8%0.5%2.9%N/AN/AN/AN/AN/AN/AN/A5.9%
Avg1.6%0.1%2.3%1.9%1.2%1.5%4.3%-0.0%2.8%1.1%1.2%1.9% 

4. Profit Table Enhanced

 (in%) 
 Jan 
 Feb 
 Mar 
 Apr 
 May 
 Jun 
 Jul 
 Aug 
 Sep 
 Oct 
 Nov 
 Dec 
 Year 
 MaxDD 
 2005 
 3.0  2.0  -3.4  -2.8  5.5  1.7  3.1  -1.8  -2.5  -1.6  2.1  -4.1  0.6  -10.2 
 2006 
 8.8  1.3  5.0  2.5  -1.1  12.6  10.6  3.0  7.2  3.8  1.0  2.0  72.4  -5.7 
 2007 
 9.1  -7.4  5.5  -0.9  -0.1  -0.2  4.4  -2.5  2.0  9.4  0.8  7.8  29.9  -10.4 
 2008 
 -11.8  3.8  4.5  6.5  -0.1  -7.0  10.1  -4.1  1.9  -0.7  4.0  1.4  6.5  -16.3 
 2009 
 6.7  -3.9  3.5  -0.0  -0.7  -2.4  11.5  0.0  4.5  -4.2  2.7  1.1  19.1  -7.0 
 2010 
 -3.9  -2.8  1.0  4.3  0.4  -0.1  -0.0  1.8  6.0  -0.3  -0.3  3.7  9.8  -8.6 
 2011 
 0.5  3.5  3.4  7.6  -1.6  4.1  0.0  2.9  4.3  5.0  -2.9  2.7  33.4  -4.4 
 2012 
 1.6  4.2  0.3  1.1  0.3  4.3  0.2  0.5  3.0  0.2  2.0  0.1  19.2  -1.2 
 2013 
 1.0  -1.5  1.5  1.1  1.9  0.6  1.7  -0.6  1.0  1.2  0.2  4.4  12.8  -2.6 
 2014 
 0.4  2.4  2.6  0.7  5.3  1.7  1.0  0.5  0.6  -1.9  2.6  -0.3  16.5  -2.9 
 2015 
 2.0  -0.4  0.8  0.5  2.9 
N/A
N/A
N/A
N/A
N/A
N/A
N/A
 5.9  -1.7 
Avg|Max
 1.6  0.1  2.3  1.9  1.2  1.5  4.3  -0.0  2.8  1.1  1.2  1.9  20.4  -16.3 

5. Performance Reports

Profit distribution

Max. Adverse Excursion distribution

Max. Favorable Excursion distribution