Mark Holstius Elite    Posts: 744 Joined: 10/11/2012 Location: Sleepy Hollow, IL  User Profile | There are excellent reasons for the way it’s presented in OV, with the chart showing “mark to market” equity and using that for the MDD figures and ending equity – but I feel comfortable with waiting for the trades to close and the attached spreadsheet is an easy way to obtain the data I want to see and use. Here are a couple of examples of the difference in the 2 charts (Closed Trades Equity on top and OV's chart on the bottom); You may not want to look at the data this way… but if you do, feel free to use the spreadsheet for your own testing and observation. (and please let me know if you find any errors or have suggestions...) The SS will handle a portfolio with 50,000 trades (200 trades / month for 20 years). Simply paste the OV historical data into the SS, sort the pasted data by Exit Date, and choose the date range you want to plot. (You can also adjust the starting balance and commissions). The necessary data is extracted and computations are done to the right in the SS (off screen). A simple step-by-step set of directions is attached and included on the “Notes” tab of the SS (“Closed_Trade_Equity_Instructions”). Mark [Edited by Mark Holstius on 10/23/2013 1:57 PM]  Attached file : Example01.png (421KB - 613 downloads) Attached file : Example02.png (1068KB - 620 downloads) Attached file : Chart Of Closed Trades Equity.xlsm (6943KB - 0 downloads) Attached file : Closed_Trade_Equity_Instructions.png (2456KB - 246 downloads) |
