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beeAnalyzer

Understanding the beeAnalyzer function

Click on the image to expand

beeAnalyzer is the Strategy or Backtest analysis function integrated in beeTrader. Whenever the accessible report button is clicked from the beeTrader  Trading Sidebar the user accesses beeAnalyzer for the loaded Signal.

It is also possible to start beeAnalyzer to view the global Report of the Workspace, therefore of several charts at the same time, this functionality is also  accessible from the Trading Sidebar and from the Tools menu. In this case beeAnalyzer reports all the charts loaded in the workspace.

Note: in the example image the Summary and Equity Curve tabs are shown side by side.

  • Results: the selection tree of the macro analysis areas of the strategy, the name of the strategies is composed of: <INSTRUMENT (Indicator) (Timeframe)>. In the section on the right are the tabs selected by the user from the selection tree;
  • Analysis: it is the section next to the selection tree in which beeAnalyzer shows the user the tabs recalled through the selection tree. The layout of the open tabs is also customizable;
  • Dynamic Zone: in this area is represented, in the left part, the preview of the graph of the Total Net Profit of the strategy, while in the right part there is a brief description of the data on which we focus with the mouse. To visualize what the Gross Profit or the Gross Loss represents for example, simply move the mouse over the name to see the description appear in the Dynamic Zone.

Results

  • Summary: the summary of the global results generated by the Signal, this section is divided into All Trades, Long Trades, Short Trades. In this way it allows the user to view the Signal performance of all the trades generated, only long ones, or only short ones;
  • WinLoss: the section divides the trades into Winning Trades and Losing Trades, in order to offer the user the possibility to check the relationship between winning and losing trades;
  • Trades: this section shows all the trades generated by the Signal. By clicking on the icon next to the trade number you can view the entry and exit of each trade with date, time and actual price;
  • Ords Stats:
  • Analysis: this section is divided into Strategy, Total Trade, Efficiency, Open Position. It is therefore possible to analyze the trades generated by the Signal in more detail than the Summary section;
  • Year: displays the results obtained from the trades generated by the Signal divided by year;
  • Monthly: displays the results obtained from the trades generated by the Signal divided by month;
  • Weekly: displays the results obtained from the trades generated by the Signal divided by week;
  • Daily: displays the results obtained from the trades generated by the Signal divided by day;
  • Time: the Time section allows the user to perform a temporal analysis of the Signal, shows how long the Signal has been on the market;
  • Settings: summary of the Signal settings;
  • Parameters: summary of the Signal parameters;
  • Chart: by default the Chart tab shows the equity line of the trades generated by the Signal, alternatively by accessing the Chart menu it is possible to display multiple Signal charts in 2D or even in 3D.

Charts

Equity Curve

  • PL Line: represents the equity line of the signal displayed as a line;
  • PL Area: represents the equity line of the signal displayed as area;
  • PL SubTrades: a subtrade is the subdivision into two trades of a stop & reverse trade. The Peak to Valley graph represents the possible loss from each successive peak of the equity line;
  • PL Monthly Net Profit: represents the profit / loss divided by month;
  • PL Monthly Net Profit Aggregate: represents the profit / loss subdivided by month, grouping the data of the month for the different years;

Trades

  • All Trades: represents the profit / loss of each individual trade;
  • Win Trades: represents the profit of only the trades in earnings;
  • Loss Trades: represents the loss of only the trades in loss;

Efficiency

  • Entry: shows the entry efficiency of individual trades, entry efficiency measures how close the entry price is to the best possible entry price;
  • Exit: shows the output efficiency of the individual trades, the exit efficiency measures how close the exit price is to the best possible exit price;
  • Total: shows the overall efficiency of individual trades, ie measures the ability of the trade to capture the maximum potential profit of the total price movement during the trade. 100 is perfect total efficiency, -100% is the worst possible total efficiency.

DrawDown/Run-Up

  • DrawDown: shows the total of trades with evidence of the drawdown (potential maximum loss before closing the trade);
  • DrawDown PL: shows the trades in a histogram chart with evidence of the drawdown (potential maximum loss before closing the trade);
  • Maximum Adverse Excursion: represents the measure of the opposite movement had for each trade, in absolute value;
  • Maximum Adverse Excursion Perc: represents the measure of the opposite movement had for each trade, in percentage value;
  • Run UP: shows the total of trades with evidence of the run-up (potential maximum gain before closing the trade);
  • RunUP PL: shows the trades in a histogram chart with evidence of the run-up (potential maximum gain before closing the trade);
  • Maximum Favorable Excursion: represents the measure of the movement in favor of each trade, in absolute value;
  • Maximum Favorable Excursion Perc: represents the measure of the movement in favor of each trade, in percentage terms.