The Thresholds section of a strategy allows you to define statistical goals for your strategy and will display the results within your thresholds in green and those that fall outside in red:
This provides a series of visual clues that at a glance show you if a strategy is meeting your goals, and if it isn't where it is failing.
Leaving a threshold empty will result in it not being color coded. You may set the following thresholds:
- Minimum CAGR - The minimum acceptable compounded annual return.
- Maximum Drawdown - The maximum acceptable drawdown.
- Minimum Sharpe Ratio - The minimum acceptable sharpe ratio.
- Minimum Sortino Ratio - The minimum acceptable sortino ratio.
- Beta Range - The minimum and maximum acceptable beta for the strategy.
- Correlation Range - The minimum and maximum acceptable correlation.
- Minimum Win Rate - The minimum acceptable win rate.
- Minimum Profit Factor - The minimum acceptable profit factor.
- Minimum Dividend Yield - The minimum acceptable dividend yield.
- Maximum Commission - The maximum acceptable commission percentage rate.
- Turnover Range - The minimum and maximum acceptable annual turnover.