Portfolio Analyzer: Portfolio Window Description

Portfolio Window Description

Portfolio

Portfolio contains the main results of portfolio operations, which are exported into TradeStation, as well as the results of operations of particular instruments incorporated into a portfolio. While working online the background of the upper part of the tab becomes green.

Equity Summary

The Tab contains all parameters of portfolio total equity’s state at the last date both in percent and in absolute values.

Equity Statistic

The tab contains an exhaustive statistics of portfolio total equity growth for the indicated period. Parameters are calculated in percent and in absolute values adjusted to the last date prices.

Drawdowns & RunUps

The Tab contains exhaustive statistics of portfolio price reduction from the maximum point to the drawdowns followed as well as of portfolio price increase from the minimum point to the runups followed. Parameters are calculated in percent and in absolute values adjusted to the last date prices.

Time Analysis

The Tab contains a base of time a portfolio spent in drawdowns and runups, and achieved new maximums both in absolute values and percent for the whole portfolio testing period.

Graphs

The Tab contains various graphs.