Portfolio Strategy Builder
Seasonality Analyser - Annual
Seasonality Analyser - Monthday
Seasonality Analyser - Weekday
Seasonality Screener
Seasonality Comparison
Seasonality Analyser - Intraday
Seasonality Screener - Intraday
Seasonality Comparison - Intraday
Earnings Analyser
Earnings Screener
Dividends Analyser
Dividends Screener
Event Analyser
Event Screener
Event Analyser - Intraday
Watchlists & Favorites
This instrument is for members only.
As a member you get access to all instruments.
Furthermore, as a member you have full access to our powerful Screener and Seasonality Comparison Tool.
The combination of the tools makes recurring patterns so valuable.
As a member you will regularly receive selected trading and investment opportunities.
Hundreds of very good entry and exit points are stored in our database.
Use our screener to take full advantage of the potential of recurring patterns.
This chart does not show the portfolio development of the strategy. The portfolio development is shown in the Backtest tab.
This chart is important for assessing the individual strategies.
You can use the button
to display the individual results of each strategy.By clicking on one of the strategies in the legend, you can show or hide the lines/strategies.
The most important key figures of the backtest are displayed on the right-hand side of the chart.
Backtest Result Key figures:
Summarized profit: Total profit of the portfolio.
Winning trades: Percentage number of positive trades.
Average / Median profit per trade: Average & Median profit of all calculated trades.
CAGR: Compound Annual Growth Rate.
Max drawdown: Maximum loss period in the tradelist.
Sharp ratio: The sharp ratio shows the quality of the summarized profit in terms of profit and drawdown.
Sortino ratio: The sortino ratio shows the quality of the summarized profit in terms of profit and drawdown. The Sortino Ratio is the preferred metric for us because it does not negatively factor in positive volatility.
Count trades: Number of trades.
Gains / Losses: The number of trades won and lost.
Backtest: Selected Period Trade Simulation: The next two charts show the result of simulated trades, which were started at the beginning of the selected period and ended at the end of the period.
In the bottom table of the analysis you can find a list of individual trades with further details.
Summarised profit: The performance chart shows all transactions in a performance curve. The chart simulates the result if every trade on the instrument would have been bought at the beginning of the selected period and sold at the end.
Backtest Result Key figures:
Max drawdown: Maximum loss period in the summarized profit.
Summarized profit: Total profit of the portfolio.
Sharp ratio: The sharp ratio shows the quality of the summarized profit in terms of profit and drawdown.
Sortino ratio: The sortino ratio shows the quality of the summarized profit in terms of profit and drawdown. The Sortino Ratio is the preferred metric because it does not negatively factor in positive volatility.
CAGR: Compound Annual Growth Rate
Gains & Loses: Number of winning and losing trades.
Profit & losses: This bar chart shows the gains or losses of each trade if the instrument had been bought at the beginning of the selected period and sold at the end of the period.
Backtest Result Key figures:
Average / Median profit per trade: Average & Madian profit of all calculated trades.
Winning trades: Percentage number of positive trades.
Average / Median points: Average & Madian points of all calculated trades.
Count trades: Number of trades.
Min & Max points: he maximum and minimum points of trades.
Statistics: The following four charts show the seasonal evaluation for each year, month, week, day of the month, and day of the week.
The chart shows the winrate values of the individual strategies.
The chart shows the sortino ratio values of the individual strategies.
The chart shows the drawdown values of the individual strategies.
The chart shows the profitability values of the individual strategies.
The table shows the key figures of the individual strategies.
| Symbol | Name | Start | End | Wining Trades |
Sortino Ratio |
Max Drawdown |
Summarised profit |
Annual profit |
Days in Trade |
Count Trades |
Del |
|---|---|---|---|---|---|---|---|---|---|---|---|
| --- | --- | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | --- |
Trading simulation of the portfolio strategies: The table shows the list of simulated trades.
| Symbol | Startdate | Startpprice | Enddate | Endprice | Change | Change % | Maxrise % | Maxdrop % |
|---|