With this DAV, the user is allowed to get insights about the number of trades, trades duration, trades profit and other metrics depending upon the entry/exit time of the trade. For example, with this DAV it is possible to analyze the trades by hour of day, month, day of week, etc.

The charts which are part of this DAV are organized in tabs.

The Metrics by Period DAV allows to get a sense of the evolution of the Trading System results over time as a function of several parameters:

By Entry Time Period.
By Exit Time Period.

 

You can select any of the following periods to make the breakdown:

Annually. Shows the breakdown of the simulation results by year.
Quarterly. Shows the breakdown of the simulation results by quarter.
Monthly. Shows the breakdown of the simulation results by month.
Weekly. Shows the breakdown of the simulation results by week.
Daily. Shows the breakdown of the simulation results by day.
Quarter of Year: Shows the breakdown of the simulation results by the quarter of the year (Q1,Q2,Q3,Q4)
Month of Year: Shows the breakdown of the simulation results by the month of the year (Jan, Feb... Dec)
Day of Week: Shows the breakdown of the simulation results by the day of the week (Monday, Tuesday... Sunday )
Day of Year: Shows the breakdown of the simulation results by the day of the year (1,2...365)
Hour of Day: Shows the breakdown of the simulation results by the hour of the day (1,2...24). This is only meaningful for intraday simulations.

 

By using the "Distribution Charts Max Bars" control, you can set the maximum number of bars that will be shown in the distribution bar charts.

You can select to show the SMA(10) of chart values, the regression line of values and also whether to show the charts using logarithmic or lineal scale in the Y axes by using the appropriate controls.

The charts can be zoomed and panned with the mouse and you can control whether the Y axes can be also zoomed or if the zooming capability is allowed only for the X axes.

 

Chars shown in the Metrics by Period DAV:

tog_minusGross Profit/Loss Tab

 

Metrics by Period DAV -- Gross Profit/Loss tab
Metrics by Period DAV -- Gross Profit/Loss tab

 

In this tab two charts and some statistics are shown:

Gross Profit/Loss chart: This chart shows the gross profit or loss of the trades for each period. The gross profit/loss is calculated by multiplying the average profit/loss of trades times the number of trades for each period. In this example, the parameter is "Entry Time Period" and the Period is set to "Weekly".
Gross Profit/Loss Distribution chart. Shows the number of time periods for each gross profit/loss interval. The number of intervals can be selected in the "Distribution Charts Max Bars" control.
Some statistics are shown for the selected period configuration, such as the mean value, median, minimum, maximum, variance...
tog_minusAvg Profit Per Trade Tab

 

Metrics by Period DAV -- Avg Profit Per Trade tab
Metrics by Period DAV -- Avg Profit Per Trade tab

 

The charts included in this tab are:

Avg Profit Per Trade (%): This chart shows the average profit or loss of the trades entering/exiting in each period.
Avg Profit Per Trade Distribution chart: Shows the number of time periods for each average profit/loss interval. The number of intervals can be selected in the "Distribution Charts Max Bars" control.
Some statistics are shown for the selected period configuration, such as the mean value, median, minimum, maximum, variance...
tog_minusNumber of Trades Tab

 

Metrics by Period DAV -- Number of Trades tab
Metrics by Period DAV -- Number of Trades tab

 

This tab has four sub-tabs embedded and the structure of all of them is the same.

Total Trades tab: (Shown in the screen shot above)

In this tab two charts and some statistics are shown:

oTotal Trades chart: This chart shows the total number of trades entering/exiting in each period.
oTotal Trades Distribution chart. Shows the number of time periods for each number of trades interval. The number of intervals can be selected in the "Distribution Charts Max Bars" control.
oSome statistics are shown for the selected period configuration, such as the mean value, median, minimum, maximum, variance...
Breakeven tab: This tab shows the same information that the Total Trades tab but only for Breakeven Trades.
Winning tab: The same that the Total Trades tab but only for Winning Trades.
Losing tab: This tab shows the same information that the Total Trades tab but only for Losing Trades.
tog_minusAvg Bars Held Per Trade Tab

 

Metrics by Period DAV -- Avg Bars Held Per Trade tab
Metrics by Period DAV -- Avg Bars Held Per Trade tab

 

The charts included in this tab are:

Avg Bars Held Per Trade (%): This chart shows the average number of bars that the trades where held in each period.
Avg Bars Held Per Trade Distribution chart: Shows the number of time periods for each average number of bars held. The number of intervals can be selected in the "Distribution Charts Max Bars" control.
Some statistics are shown for the selected period configuration, such as the mean value, median, minimum, maximum, variance...
tog_minusData Grid Tab

 

Metrics by Period DAV -- Data Grid tab
Metrics by Period DAV -- Data Grid tab

 

The data grid shows the statistics for each period serving as data source to draw the charts. You can filter, sort, group the data, export the grid, etc.