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Backtesting Trading Strategy
Performance Visualization ReportTM
Our Performance Visualization Report (PVR) provides a detailed breakdown of performance, benchmarking, and risk measures in a unique visual single page format.


(Click on each section to enlarge specific areas of the Performance Visualization Report™)

Performance Calendar
What good is it to know that your trading strategy had a certain average annual return? You need more information than that. How did your strategy perform in the August 1998 financial crisis or in the July 2007 credit crunch? Use the PVR to quickly evaluate performance month-by-month over the entire test period.
Annual Metrics
The PVR provides an easy-to-read analysis of the annual performance of key system metrics during each year of the test period.
Different Markets, Different Performance
Analyze your system's performance during different market periods such as the bear market of '01-'02, the bull market of '95-'98, or the low volatility period of '04-'07. Or look at mixed market periods such as '01-'07 or the entire test period.
Worst 10 Drawdowns
Take a detailed look at all of the worst drawdown periods for your strategy. It's fun to look at the potential returns, but the real payoff is in understanding your drawdowns.
Graphical Analysis
People are visual. Much understanding can come from two simple comparison graphics - your equity curve versus the market and the distribution of daily returns versus the market. Visualize both your performance and your risk on our single page PVR.
Performance versus your Peers
Coming soon.
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