Performance reporting showing Annual and monthly % returns

Posted By: OptimusPrime

Performance reporting showing Annual and monthly % returns - 08/15/18 23:19

Dear Sirs:

Does this feature already exist in Zorro?

For backtesting or other reporting, a report sheet stipulating monthly %returns, win rate and profit factor of the system. So 2015 Jan:5% 2015 Feb:8% 2015 March: -2% and so forth.
Ideally, it would also show one for the overall year.
Posted By: jcl

Re: Performance reporting showing Annual and monthly % returns - 08/16/18 09:09

You can generate a monthly return chart with plotMonthProfit - look in http://manual.zorro-project.com/profile.htm. For adding it to the performance report, you must program it in the script.
Posted By: OptimusPrime

Re: Performance reporting showing Annual and monthly % returns - 08/19/18 17:29

Thank you so much!
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