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

Charts

1. Portfolio Equity

2. Underwater Equity

3. Underwater Equity (Actual)

4. Profit Table

YearJanFebMarAprMayJunJulAugSepOctNovDecYr%
2011N/AN/A-4.9%5.3%2.6%2.4%0.7%-6.0%41.6%27.6%23.8%-1.7%118.8%
20123.6%-0.2%23.3%2.2%16.3%14.6%3.8%-1.3%0.8%3.8%1.8%2.7%94.5%
20132.2%4.0%2.2%-0.3%0.2%-2.7%3.3%5.5%5.6%3.0%-2.3%1.1%23.5%
20142.0%0.6%0.7%-1.1%2.9%3.9%-0.7%-0.1%1.6%0.3%0.8%2.9%14.6%
20152.5%2.1%-1.1%-3.8%1.3%4.0%-0.3%1.4%3.1%-0.9%1.6%0.3%10.6%
2016-3.7%0.0%2.3%1.1%-0.4%1.0%1.2%-0.4%1.4%-0.5%-0.3%-0.0%1.6%
20171.6%-1.5%-0.9%0.6%0.2%0.4%-0.2%-1.5%0.6%-0.1%-0.8%0.3%-1.1%
2018-0.4%1.1%2.0%0.7%0.7%1.0%-0.1%-0.5%-1.2%2.5%0.3%1.3%7.6%
Avg1.1%0.9%2.9%0.6%3.0%3.1%1.0%-0.4%6.7%4.5%3.1%0.9% 

Profit distribution

Max. Adverse Excursion distribution

Max. Favorable Excursion distribution