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Better analysis of the performance & optimization reports


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Better analysis of the performance & optimization reports

  #1 (permalink)
kristian
Zurich
 
Posts: 8 since Aug 2015
Thanks Given: 4
Thanks Received: 3

Hello guys

Since I was unhappy with the regular multicharts performance and optimizations reports I wrote a simple website that gives more insights into these reports. The site is still in development and free to use, you can have a look at it here:
backtestlab.com | The better backtest

Current features include:

Analyse Performance Reports:
- Separate equity curves for weekdays, entry time and exit time, day of month
- Equity curves for some news events (for example NFP)

Analyse Optimization Reports:
- Heatmaps for optimizations with 2 parameters
- Correlation analysis of in-sample and out-of-sample optimization

There are some other cool features planned.

Looking forward to reading your feedback and if you have any feature suggestions or questions let me know!

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  #2 (permalink)
 GuppyDRV 
Seattle
 
Experience: Intermediate
Platform: MultiCharts 10
Broker: InteractiveBrokers, IQFeed
Trading: ES
Posts: 58 since Nov 2015
Thanks Given: 19
Thanks Received: 7

Kristian,

Thanks so much for sharing with the community! I'll take a look.

Cheers,

GuppyDRV

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Last Updated on April 7, 2018


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