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

Charts

1. Portfolio Equity

2. Underwater Equity

3. Profit Table

YearJanFebMarAprMayJunJulAugSepOctNovDecYr%
20115.6%1.3%-5.9%14.4%-6.1%2.2%-3.6%5.7%12.8%12.9%6.3%2.7%56.5%
20122.5%0.9%7.6%-2.1%12.1%9.4%-0.3%0.7%-1.9%5.7%3.9%-0.5%43.9%
20130.9%2.5%3.5%4.4%7.6%-1.0%1.0%5.7%3.7%6.3%-1.1%4.1%44.0%
2014-0.2%-0.1%-0.2%0.4%8.0%3.7%-0.5%-3.1%-0.1%2.1%1.5%5.9%18.3%
20157.2%3.3%1.1%-3.6%-0.9%-0.7%1.0%2.1%7.1%-2.6%-0.7%-0.1%13.5%
20160.7%5.5%0.2%-0.0%-2.0%-0.0%0.5%0.5%3.0%0.9%1.9%0.5%12.1%
20171.5%0.9%-0.3%-0.1%-2.0%0.9%1.4%1.2%2.6%-5.3%2.4%1.4%4.6%
20183.2%4.4%4.0%2.2%5.4%2.1%0.6%-1.0%-1.2%-0.8%0.9%1.2%22.9%
20192.6%-2.8%4.1%3.7%6.3%-0.0%3.2%3.5%-1.2%-2.8%1.5%1.0%20.3%
2020-1.2%-2.3%-3.9%-1.3%0.9%5.5%-0.2%4.9%-1.1%4.9%-0.3%-1.5%3.9%
2021-0.6%4.6%-2.5%5.1%-0.8%2.6%1.4%3.1%0.6%0.6%1.8%3.6%20.9%
20220.8%3.0%-1.9%3.2%-1.0%N/AN/AN/AN/AN/AN/AN/A4.2%
Avg1.9%1.8%0.5%2.2%2.3%2.2%0.4%2.1%2.2%2.0%1.7%1.7% 

4.Absolute Profit Table (in Thousands)

Profit distribution

Max. Adverse Excursion distribution

Max. Favorable Excursion distribution