The Results Screen
InvestorsEdge provides you with a wealth of charts and statistics to enable you to understand how your strategy has performed and to identify potential pitfalls and ideas for improvement.
The first and possibly most important chart is the Equity Curve, which shows you both the change in value of your holdings over time together with the drawdowns the strategy experienced.
The menu in the top right of each chart gives you options to download it as a graphic and, in the case of the equity curve, to select linear of logarithmic scales.
As well as charts, the platform provides you with a host of statistics that summarize your strategy's performance. You can set Thresholds in the strategy designer to control when a statistic shows in green (good) or red (bad) to give you immediate visual clues as to how your strategy has performed.
The Market Cap chart shows you the breakdown of Market Cap categories your strategy has invested in, allowing you to understand if the company has a bias towards large or small companies. This essential chart can be a good indicator of liquidity risks your strategy could be taking on as the smaller the company, the higher the potential risks.
Your results are automatically broken down to show you annual performance:
Sectors and Industries
You can see your strategy's the historic sector allocation, and can drill down to view industries for any sector by clicking on a row (click on any row to go back to the sector chart):
Days Held and Profit Distribution
The Days Held chart shows you the breakdown of holding periods for your strategy, whilst the Profit Distribution graph catergorizes your returns by profit bracket:
The Countries chart shows you the breakdown of positions opened by country.
Finally, the Monthly Change heatmap shows you a month by month summary of your strategy's profits and losses.
Now that you have a good understanding of the graphs and statistics available to you, let's look at the individual position data the platforms supplies you with.