Portfolio Boss Documentation

Stats Tab

 

 

This Tab shows the performance of all Positions that have been entered by the strategy. It shows the gain and duration statistics for those Positions (how much they returned and how long they were held).

As you already know, before we entered them as Positions we could only guess how they would perform; but here you have a 20/20 “hindsight” on the true colors of these instruments.

This Tab is located at the Right Area of the “Backtest Strategy” page. As usual, this Tab will be populated once the strategy is backtested (by clicking the “Start” button at the top of this page); otherwise this Tab will be empty.

 


 

1.  The “Instrument” column lists all the strategy's instruments that have been entered as Positions. Those instruments (on the strategy's Portfolio) that have never entered a Position are not listed here.

 

 


 

2.  The “Total Gain” column shows the overall gain of each instrument since it was first entered as Position. Obviously, the percentages here are in relation to the instruments' adjusted price when they were first entered as Positions.

 

 


 

3.  The “Avg Daily Gain” column shows the average daily gain of each instrument since it was first entered as a Position.

 

 


 

4.  The “Total Days Held” column shows the total days each instrument was held as Position(s). Remember that an instrument may be entered as a Position more than once throughout the backtest period.

 

 

This column shows the trading days, not calendar days.

 


 

5.  The “Avg Days Held” column shows how long that instrument's Position(s) lasted on average. Remember, an instrument can be entered as a Position more than once throughout the backtest period.

 

 

Again, it's showing trading days, not calendar days. 

 


 

6.  The “Winning Positions” column shows the number of profitable Positions this instrument has yielded.

 

 


 

7.  The “Losing Positions” column shows the number of unprofitable Positions this instrument has yielded.

 

 


 

8.  And then at the bottom of this Tab there are total statistics

 

 

  • Total Instruments (how many instruments have been entered as Positions),
  • Total Positions (how many Positions have been entered by the strategy),
  • Average Trading Days Held (how long each Position lasts on average), and
  • Average Gain (shows the average gain for all Positions).

 

The “Winners” column shows those statistics for profitable instruments (or Positions), whereas the “Losers” column is for unprofitable instruments (or Positions). 

 

 

For example, as shown in the picture, there are 510 profitable instruments v.s. 186 unprofitable instruments, and there are 6,779 profitable Positions v.s. 3,165 losing Positions.

 


 

Notes:

 

  • As usual, you can hover your mouse over the blue symbol to show the description tooltip for that symbol, as well as clicking a symbol to show the price chart.

 

  • All columns here are sortable by clicking the columns' header. For example, if you want to sort instruments from A to Z or from Z to A, or sort based on the highest returning instruments, etc.

 

 

 

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