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Last updated
Last updated
The graph allows you to see which legs contribute to the overall performance fo the spread, which can be useful when making adjustments to your strategy, seeing which are the profit drivers and how much your insurance costs you - and if it actually does work.
Use this to see how your strategy performs alongside SPX and VIX.
This shows how linear your returns are over time or if they occur rather sporadically. It also shows which impact costs of trading have.
Check on all the familiar metrics of your strategy here as well, gauging the impact of custom fees, CEM, etc.
If you want a more detailed breakdown of how strategies perform in different environments, you can toggle 'Compute ... dependency' to get those graphs.
On the left, you get a heatmap for every metric that shows the metric depending on the range the strategy was applied it. This allows you to quickly identify robust parameter areas and make the right tweaks.
On the right, you can see the performance for every step in the interval (e.g. VIX 13-14, 14-15, etc.) as well as two line graphs:
the blue one shows how the metric develops if the strategy was applied from the minimum of the range up to the x value
the beige one show how the metric develops if the strategy was applied from the x value up to the maximum of the range
