This is the new place to discuss the all-new MS123 Performance Visualizers and Scorecard library. Version 2012.12 is a major update, the library has been rewritten from scratch and has:

* better graphics
* faster speed (optimized algorithms, parallel execution and multi-core CPU support)
* cleaner interface (2 times less tabs with same functionality)
* new and requested features
* fixes

What`s included:

* Drawdown+
* Contribution pie chart
* Equity+
* Closed Equity
* Trades+: Open/All trade lists with Priority and Multi-column Sort
* Performance+
* Trade Graphs: Trade Stability, Trade Life, Risk/Reward Ratio, Win Rate + Profit Factor Rolling Performance Metrics, Profit By Month
* Portfolio Inspector
* Snapshots


FAQ:

"I can not find a visualizer!"

Here`s a cheat sheet:

* "Strategy Equity + Drawdown" and "Net Profit + Drawdown" merged into Equity+
* "Drawdown (%) with MA" and "Drawdown (Closed Equity)" merged together into Drawdown+
* "Trade Life", "Trade Stability", "Risk/Reward" and "Win Rate % + Profit Factor" were grouped together in a new visualizer: Trade Graphs
* "Open Trades" was merged with Trades+

Go to Preferences (F12) and re-enable, if necessary.


"I do not see closed equity chart and/or closed trade drawdown!"

Calculating closed equity could get very slow for large intraday backtests with systems creating thousands of positions. A considerable effort has been made for closed equity to start working 2-3 times faster by optimizing the algorithm. Additionally, closed equity has been made optional in every visualizer that uses it - Performance+, Closed Equity and Drawdown+. Before you see closed equity, it has to be enabled by clicking "Activate Closed Equity" and re-running the backtest, after which it stays enabled until manual deactivation. Finally, to make your optimizations faster you can select the new scorecard: MS123 Scorecard (No Closed Equity).


"What`s new?"

1. Greater speed. The library has been rewritten with multi-core CPUs in mind, many tasks are parallelized, resulting in a speed boost. With closed equity turned off, large intraday backtests will complete faster, and when it`s shown, its calculation will take 2-3 times less.

2. New performance metrics and features: Performance+ and MS123 Scorecard show annualized Sharpe ratio, identical with Wealth-Lab`s. Equity+ shows linear regression line. Contribution now has 3D look and can also display profit contribution by entry and exit signal (like in old Reports-Lab). All the "Trade Graphs" now support Combination Strategies, and some tabs can filter by symbol.

3. Better looks and user experience: using smoother graphics everywhere, interactive adjustment of thresholds (in Contribution, Drawdown+ and Trade Graphs), no more "flat line" on equity/drawdown charts -- they start from first trade rather than starting date (helpful when your system uses an indicator that takes a lot of time before first trade happens, like a 200 day moving average).

For the complete list of changes please visit the change log.

"I found a bug!"

These issues are known:

* Equity+, Portfolio Inspector: Y-Axis uneven numbers (deferred) - workaround: switch to log and back to linear
* Equity+: YAxis rescaling bug after switching back from log to linear scale
* Equity+: Exception: run any simulation, select Equity+, switch to "Net Profit", and then switch to "Log".
* Performance+: workspace settings not restored (overridden by global config file) (WontFix)
* Portfolio Inspector: incorrect date picker value/vertical line/scrollbar position when clicking < > in scrollbar after selecting a date from the date picker (Deferred)
* [Equity+]: Copy Data to Clipboard may fail with an error message (workaround: enable Cash and Linear Regression line before copying).

Is it possible to add in the Performance+ sheet three new entries to have the "Risk of ruin" of a trading system ?

Formula can be found here http://www.earnforex.com/blog/2011/10/risk-of-ruin/.

Thanks a lot

Interesting find.

What is A, I'm not sure if this is the "Average Profit %" or something else?

How is D, the standard deviation of returns, calculated in a relative form? Relative to what: net profit, starting equity, ending equity?

The bad news are coming from Z - the part of the account whose risk of losing is being assessed.

Due to the nature of Performance+ (or scorecards), Z should be fixed. As I'm not considering adding interactivity to Performance+ just because a single formula is asking for it, at what level should it be fixed? Anything from 1% to 99% is quite arbitrary and therefore not may suit everyone. 100% is universal but it makes Z = 1 and, as author implies, reduces the formula's usability.

I'll put it in my queue of ideas for later review.

I find the original article here : http://www.futuresmag.com/2009/08/01/minimizing-your-risk-of-ruin?t=undesignated&page=2

If I have correctly understood, I would say :
- A is the global average profit % expected by the trading strategy
- D is the standard deviation of the equity
- Z is to be fixed : I will say 10% and more than 30%, why not ?

New version 2013.01 is out. Summary of changes:

* New: Contribution: "Profit by Month"
* New: Trade Graphs: "Profit by Month" (requested by VK)
* New: Performance+: Average Drawdown % metric
* New: MS123 Scorecard, Scorecard Lite: Average Drawdown %
* Change: Performance+: numbers are colorized like in built-in Performance tab
* Change: Performance+: to avoid possible confusion, risk/reward metrics are shown only for systems assigning RiskStopLevel
* Change: Trade Graphs: more discernible colors on "Trade Life"
* Fix: Trade Graphs: missing Y axis labels on Win Rate + Profit Factor chart (and other cosmetic fixes)

This month's highlight is the new "Profit by Month" tab. We hope you'll find it to be a worthy addition to a trader's arsenal, providing a new frame of reference for your analysis.

Eugene
is there a visualiser that can compute and show performance metrics (returns, drawdowns) as a function of Starting Capital throughout the term of a study?

No (as far as I know), as there are no plans to include such visualizer(s).

Does the engine upgrade means that we will see improvements in all visualizers automatically, or does it only allow us to create more optimized visualizers?

The upgrade means that all visualizers from the Performance Visualizers library are faster and better-looking.

Alexandre,

QUOTE:
Is it possible to add in the Performance+ sheet three new entries to have the "Risk of ruin" of a trading system ?

After some thinking I decided not to include this performance metric because of:

1. its assumptions (constant rate of return and standard deviation, infinite amount of trades, using standard deviation as the risk proxy),
2. the need to settle with some fixed Z (or Z's) that might not necessarily satisfy everyone (no interactivity on Performance+), and
3. it would essentially duplicate an existing feature:

For quite some time, we've got better projected risk measurement that is the Drawdown view on the Monte Carlo Visualizer's "Analysis" tab. As you know, the Drawdown distribution displays the number of runs with a maximum drawdown % within some range. I believe that the MCV graph provides a more solid gauge of potential risk at no added cost. Hope that helps.

Thanks for your reply.

New version 2013.06 has been released. Summary of changes:

* New: Snapshots tool
* New: Contribution: new option "Average % Profit per Bar"
* Fix: exception error in Equity+ on "Copy Data to Clipboard"
* Fix: Portfolio Inspector Y-Axis odd numbers
* Fix: Trades+: displayed "Unknown strategy" instead of strategy name for Combination Strategies

The highlight is the new Snapshots tool, bringing back ability to take backups of strategy code, and store/load snapshots of code, equity and key performance metrics every time Strategy is saved. For more details please refer to the online guide.

New version 2013.07 has been released. Maintenance release, no need to update unless affected by this bug:

* Fix: Portfolio Inspector: exception in Raw Profit mode; issue when changing from semi-log Portfolio Simulation to Raw Profit mode
* Fix: Contribution: label for "Average % P/L per bar" read "Month" (cosmetic issue only)

ronc asked:

What is the definition of "Select Net Profit" (vs Net Profit) in the MS123 Scorecard? I have searched the User Guide, online help, Wiki / MS123 Scorecard, etc., can't find it anywhere.
Thanks.

Most Scorecard metrics are either briefly documented or have an external link to documentation. For a description, see this page (many Scorecard items are shared with Performance+):

Performance+

New version 2014.05 has been released with the following feature requested by a customer:

* New: Trade Graphs > Rolling Performance Metrics: added Average Profit % (requested by tradercn)

* Change: Trade Graphs > "Win Rate + Profit Factor" renamed to "Rolling Performance Metrics"

In latest release (v2014.09):

* New: Drawdown+: new metric "Largest Drawdown % Including Intraday Excursions" (open equity only)

What's new in latest release (2014.11):

* Fix: Trades+: Not honored "Pricing Decimal Places" when copying to clipboard
* Fix: Trades+: extra tab (column) when copying to clipboard

Apologies if this has been answered somewhere else but I cant for the life of me find sharpe or sortino ratios displayed anywhere. I have downloaded MS123 performance visualizer and scorecard. In preferences and Performance Visualizers I have ticked everything ( not knowing what not to tick ) and in the optimizer I have selected the MS123 Scorcard. It comes up with a plethora of different measures in the results but no sharpe !
Clearly I am missing something or have not followed a correct sequence of instructions. Can anyone help please - most grateful.
Running 6.6.13.0 64-bit

TIA

mg

No need to find as every visualizer is well documented and our Wiki has a search capability:

Home - MS123 Visualizers

In particular, you can find Sharpe and Sortino in Performance+ and when selecting a MS123 Scorecard while performing strategy rankings (Tools > Strategy Ranking) or optimizing.

However, your problem is different and comes from applying a Raw Profit mode. More information in this FAQ:

Why Sharpe ratio is not provided in Optimization Results?

Thanx very much Eugene - appreciate the prompt reply.

1. Could some of the Metrics on the Extended Scorecard (e.g. Pessimistic RR, Luck Coefficient, etc.) be added to the MS123 Scorecard?

2. Could you please consider adding a new Metric? - "T-Test" (http://tradinggame.com.au/introduction-to-backtesting-metrics-part-2/)

QUOTE:
"T-Test: The t-Test is a simple statistical test that tells you how likely these test results are to have occurred by chance alone. A t-Test of less than 1.6 favours chance, above 1.6 and one is more likely to have found something real – a tradable Key Idea. The higher the score given (over at least 20) the more likely one has found a tradable history.

The t-test is calculated as

CODE:
Please log in to see this code.

A more stringent t-test value too look for is 2.1 for degrees of freedom 25 ( or sample size) as the two tailed P value at t-test of 2.1 and sample size of 25 equals 0.046 which by conventional criteria, this difference is considered to be statistically significant."

Vince

1. Luck Coefficient and Pessimistic RoR are already available in MS123 Scorecard for a long time.

2. A general guideline is that a Scorecard can not utilize any variable parameters. What exactly is the (n) in T-Test, i.e. the sample size?

Hi Eugene!

QUOTE:
2. A general guideline is that a Scorecard can not utilize any variable parameters. What exactly is the (n) in T-Test, i.e. the sample size?

The number of trades.

Vince

Vince,

Thank you for your suggestion. It would not be a problem to add T-Test then. I thought the "n" was something requiring user input (which is a no-no in Scorecards).

What's new in latest release (2015.02):

* New: T-Test metric (Performance+, MS123 Scorecards)

Hi Eugene!

QUOTE:
Luck Coefficient and Pessimistic RoR are already available in MS123 Scorecard for a long time.

I must me missing something, but I do not see those and a few others from the Extended Scorecard

Vince

Vince,

Sorry for the inconvenience. I stand corrected: they are available on the Performance+ tab, not in MS123 Scorecard. I don't want to guess what are the few others but I'll expose Luck Coefficient and Pessimistic RoR on MS123 Scorecard in a future release. For now you can simply choose the Extended Scorecard if you wish to rank with these metrics.

What's new in the latest release (2015.03):

* New: exposed Luck Coefficient and Pessimistic RoR in MS123 Scorecards
* Change: MS123 Scorecards: fixed loss of precision issue
* Change: .NET 4.5 framework required (Wealth-Lab 6.8 or higher recommended)

QUOTE:
* Change: MS123 Scorecards: fixed loss of precision issue

After installing 2015.3, I still don't see more than two decimal places to the right of the decimal anywhere, not on the Performance+ tab, not on the optimizer Results tab, and not internally in the Swarm Optimizer. Can you explain what I should be seeing?

I've explained it in post #15 here: Variable precision required for Scorecards.

You have got to be kidding!

"post #15" for your convenience...

QUOTE:
We will resolve the issue for MS123 Scorecards in the following manner. In upcoming release of the library (early March), the artificial 2-digit limitation will be removed. However, Windows is configured to display 2 decimals by default. After upgrading the extension, anybody concerned may open Windows Control Panel > Regional... > Advanced, change decimal points to 4 (default = 2), restart WL and all non-integer performance metrics across MS123 Scorecards will be displayed with chosen precision.

What Eugene fails to point out is that, unless a user configures default "display" precision, it will be truncated, not only for display purposes, but when passed internally to the optimizer.

Len, you've overlooked my clarification from post #20:

QUOTE:
After I make the fix, internally the optimizer will pick up the "uncut" double value from the Scorecard.

As stressed before, it's going to be a cosmetic issue if you choose not to change the display precision in Windows but the internal precision is not lost anymore.

QUOTE:
After I make the fix, internally the optimizer will pick up the "uncut" double value from the Scorecard

If that were true, I would be happy.

With precision set to 4, I get 4-digit Sharpe...

CODE:
Please log in to see this code.

When set to 2, I get 2-digit Sharpe...

CODE:
Please log in to see this code.

Looks like I was wrong: a system-wide change has to be committed. :( Sorry, this is the best I could do with the Scorecard.

QUOTE:
Sorry, this is the best I could do with the Scorecard.

I think you can do better. Perhaps you need to change the base class of the Scorecard. You can do this.

1. Modify Base Class StrategyScorecard
Add a new virtual (optional override) method, "PopulateScorecard(List<double> ldbl, SystemPerformance performance)" to the parent class, StrategyScorecard (differs by returning a List<double>). Return an empty List<double> as base class behavior.

2. Modify Derived Class MS123Scorecard
Override method "PopulateScorecard(List<double> ldbl, SystemPerformance performance)" to return a List<double> consistent with Raw Profit or Portfolio Simulation mode.

3. In Optimizer host, at the point of calling PopulateScorecard(ListViewItem, SystemPerformance), the current ListView signature...
First call the new PopulateScorecard(List<double>, SystemPerformance), the new List<double> version. Only if an empty list is returned, call the current PopulateScorecard as now.

4. Other Scorecards need not be changed (but should be).

QUOTE:
3. In Optimizer host,

That would require a Wealth-Lab desktop client modification, of which MS123 is not in charge. This goes beyond the topic of MS123 Visualizers/Scorecard library.

What's new in the latest release (2015.04):

* New: exposed "Select Net Profit, Adjusted" in MS123 Scorecards by customer request

EDIT

What's new in hotfix 2015.04.1:

* Fix: MS123 Scorecards: bugs due to adding "Select Net Profit, Adjusted"
* Fix: Performance+: made "Average Drawdown %" and "Max closed trade drawdown (%)" hidden in Raw Profit mode

It's only on the "standard" MS123 Scorecard that I see "Select Net Profit, Adjusted" Could it also be added to "MS123 Scorecard (No closed equity)", which I thought might execute faster. Of course, if both Scorecards are equally resource intensive, then just let me know that, and I can just use the standard Scorecard.

Thank you for the bug report Len. Not only "Select Net Profit, Adjusted" was missing in "MS123 Scorecard Lite" but I noticed some other discrepancy. Hotfix 2015.04.1 has been uploaded. Please update the extension using the Extension Manager.


Attention:

After updating (to a version that adds/modifies the items in Scorecards), double check your chosen metrics in WFO and Particle Swarm optimizers. They may have changed (but not necessarily).

If you have an exception when opening WFO, follow this procedure:

1. Close WLP/D.
2. Find your User \Data folder. Enable hidden file visibility if required: How to show hidden files in Windows.
C:\Users\Windows User Name\AppData\Roaming\Fidelity Investments\WealthLabDev (or WealthLabPro)\1.0.0.0\Data\
3. Open WealthLabConfig.txt with your favorite text editor.
4. Delete this line: WFO.Metric=xx [ where xx = some number ]
5. Save file. Start WLP/D.

What's new in the latest release (2015.05):

* New: Trade Graphs: new view "Profit By Day Of Week" (requested by customer)

Hi Eugene,

For Profit By Day Of Week and Profit By Month, is it possible to add two filters ?
- I'm interesting to be able to see the result for Long/Short/All trades
- I would be more relevant also to define if the result is based on Entry/Exit/No filter bar

Thanks in advance.

QUOTE:
- I'm interesting to be able to see the result for Long/Short/All trades

That's simple and doesn't require programming. Straight away you can open your Strategy in two windows and use the Position Options's filter on each to take either Long or Short trades.

QUOTE:
- I would be more relevant also to define if the result is based on Entry/Exit/No filter bar

Thank you for your suggestion Alexandre. At the present time this idea can not be considered due to an unnecessary complexity to the code it may bring and lack of intuitive understanding of the feature proposed. We prefer to not overload our products with various options, concentrating on the main idea.

What's new in the latest release (2015.07):

* New: Performance+: "Risk of Ruin" (requested by abegy)
* Fix: Snapshots: bug when determining Fixed Shares mode (incorrect label text)

Hi Eugene,

I see in the QuantConnect website (https://www.quantconnect.com/docs/QuickStart#1.1) that they offer interesting metrics for compare your trading strategy with the benchmark index.

Is it possible to add them (Alpha, Beta, Tracking Error Volatility, Information Ratio, Treynor Ratio) in WLD ?

Hi Alexandre,

Thank you for the information. If you or other interested customers are willing to provide Wealth-Lab C# code for these metrics, they could be included in the library.

As I'm not an expert, I do not want to introduce an error by programming covariance and other calculations incorrectly. Hence the requirement for C# code and a cross-check.

I don't know if it could help you but I have found an excel sheet for calculate Teynor ratio : http://investexcel.net/treynor-ratio-excel/. It could help you to check your coding.

Except for the "Information" and "Tracking Error Volatility", the others ratio can be calculate in a simple way as there is Beta in the WLD community indicator, isn't it ?

No, the Beta indicator isn't of much help here. I'll add this to our "long list" for possible future consideration. Thanks for your suggestion.

I like the ability in Performance+ to see the Select Net Profit (without the outliers). It would be nice if you could add Select Net Profit %, similar to the Net Profit % which appears in the regular Performance tab. That way, I could quickly get a much better feel for how a Strategy is likely to perform. It's an easy calculation from the data you have already captured -- Select Net Profit / Starting Capital.

Perhaps this is already supposed to be contained in Outlier trades, adjusted. The description for Outlier Profit and Select Net Profit say they are "Percentage-based", but the values are identical to the corresponding values under Outlier trades. Maybe I just don't understand the subtlety of how everything except Standard Deviation of Profits (which is expressed as a percentage) in Outlier trades, adjusted differs from what is in Outlier trades.

btw - the link for Select Net Profit in the WIKI for Performance+ > Outlier trades isn't working for me.

Thanks for your suggestion. Look for it early next month when the extension gets updated.

Re: identical values. No, they don't necessarily have to be identical. It's just an occurrence. Sometimes they may be and most often are different.

Re: Wiki - thanks, replaced.

What's new in the latest release (2015.10):

* New: Performance+, MS123 Scorecard: "Select Net Profit %" (requested by Panache)
* New: Portfolio Inspector: also show YTD/MTD/daily change in dollars (requested by VK)
* Change: .NET 4.5 and Wealth-Lab 6.8 or higher required

Hi eugene,
Would it be possible to integrate a new metric: quotient of average APR[%] and max drawdown.
Another interesting metric woul be the max standard deviation of the max APR.
Is this interesting for the WL scorecard?

Regards
Christian

Thanks for sharing your suggestion Christian. These metrics do not sound "marketable" enough for inclusion in the library. Consequently, let me recommend you to try implementing them in your own Scorecard using our open source demo in the Wiki.

Hi Eugene,

Is it possible to add for long and short trades column in the performance visualizer the correlation with the buy&Hold column ?
With this new possibility, it will be simple to see how much your result is linked with your dataset/watchlist.

Hi Alexandre,

When processing results, the Buy&Hold results are the last to become available to performance visualizer. The results are processed individually, in 4 runs. Since the Long and Short column calculations precede B&H, this doesn't seem easily possible.

Ok. I understand. Having just the correlation for the buy&Hold column is a good help. The logic works also but on this case, it will be your global result.

My idea was to see the correlation between the equity curve and the buy&Hold.

Thank you for the clarification, it starts making sense. Unless I'm mistaken, this sounds like the Total/Long/Short correlations have to go into the B&H column (because they can't be obtained before B&H is ready). From a design standpoint that would look clumsy.

What's new in the latest release (2015.12):

* New: Performance+, MS123 Scorecard: "e-ratio" (requested by ruediger78)

Hi Eugene, I see that in this new release there is not the correlation ratio between equity curve and the buy&Hold. Is there a particular reason ? I was thinking that you were agree to add it.

No I did not agree to add it Alexandre. I would not subscribe to such a kludgy workaround.

UPDATE
If we don't agree to add something to our libraries, just wanted to let you know that you're welcome to implement such requests for your own usage:

MS123 Visualizers (demo, open source)
Community Components (open source) - for Correlation

What's new in the latest release (2016.07):

* New: Performance+: Tail Ratio (requested by sedelstein)
* New: Trade Graphs: MAE vs PnL % scatter plot (requested by Stigell)
* Change: (internal) minor refactoring

What's new in the latest release (2016.09):

* New: MS123 Scorecards: Profit Per Bar in Portfolio Simulation mode
* New: Performance+: Profit Per Bar in Portfolio Simulation mode (requested by Panache)
* New: Performance+: Coefficient of Variation to support Trade Efficiency metrics (requested by Carova)
* Fix: Trade Graphs: MAE vs PnL % : the right-click menu options Copy, Save and Print applied to a different visualizer (thanks abegy)

What's new in the latest release (2016.12):

* Fix: Trades+: data in columns is now right-aligned

Can you point me to a description of the MS123 Scorecard "Performance Ratio"?

Performance Ratio is described by Thomas Hoffman as the average profit per trade divided by its standard deviation. I don't remember where it comes from.

So higher number is better? Do you put much weight on this indicator as compared to others available to rank strategies?


(I couldn't find any source references with Google search. Thomas N. Rollinger & Scott T. Hoffman at Red Rock Capital have written about Sortino ratio, but that's the closest I could find.)

QUOTE:
So higher number is better?

Yes, like Recovery Factor etc.

Thank you.

The Wealth-Lab score does not appear to be calculating correctly in Optimization report. Higher than it should be. Example:

APR% 8.56
Max Drawdown % -23.71
Exposure 73.48
Wealth Lab Score 11.65

WL score should be 8.88 with these values. (It appears it may not be including the Max DD value in calculation. It calculates correctly for single run on Performance page.)


What am I missing? The Performance tab (for a run with selected strategy parameter values) confirms my result above for the WL Score (within rounding error because I used more significant digits in original post).

QUOTE:
WL score should be 8.88 with these values. (It appears it may not be including the Max DD value in calculation.

Thank you for pointing out the flaw in Wealth-Lab Score in MS123 Scorecards. Indeed, the calculation is missing the drawdown figure as you've determined. I'm sorry that the bug has slipped in. It is caused by a parallelization error. Please look forward to upcoming fix and update the extension when it's available.

Not sure what a parallelization error is but you're very welcome. Glad I could provide some value to you as you have provided to me over the years.

I'm just glad I'm not losing my mind (I think).

Until a fix is out, a workaround for people who are copying / pasting Optimizations to Excel is to paste the following formula in row 2 of the Wealth-Lab Score Column and copy down to last row of data.

CODE:
Please log in to see this code.

This should work out-of-the-box for Optimizations using the MS123 Scorecard (the first one listed, which includes closed equity).

QUOTE:
Not sure what a parallelization error is

MS123 Scorecards and Performance+ tab are multi-threaded i.e. use parallel processing to speed up calculations. An error I committed to W-L Score is rooted in taking the Max Drawdown figure from a parallel thread prematurely i.e. before it's calculated.

What's new in the latest release (2017.04):

* Fix: MS123 Scorecards: Wealth-Lab Score number is wrong and doesn't match Performance tab (thanks innertrader)
* Change: Wealth-Lab 6.9 required to install/update

Hi Eugene,

Is it possible to add Payoff Ratio and Profit/Total Bars to the MS123 Scorecard and MS123 Scorecard (No closed equity) ?

Hi Alexandre,

QUOTE:
Payoff Ratio

Will do.

QUOTE:
Profit/Total Bars

There already is "Profit per bar" in MS123 Scorecards. For decision on including any other alternatives please refer to this thread: Scorecard Feature Request - Net Profit/Average Bars Held.

Thanks a lot

What's new in the latest release (2017.11):

* New: "Trade Graphs | Profit / Bars Held" visualizer (requested by abegy)

* New: "Combination Correlations" visualizer that shows how correlated are the equity curves of child strategies in a Combination Strategy (requested by adgenor)

What's new in 2017.12?

* Fix: Combination Correlations: in "Highest correlated child strategy pair", the first strategy name was incorrect (always the first). This was a cosmetic issue only, the results table wasn't affected.

What's new in 2018.09?

* Fix: Trade Graphs: Rolling Performance Metrics: improved chart accuracy

1. lookback was using the value smaller by one step
2. win rate could be incorrect on smaller periods

Kudos to superticker for drawing my attention.

What's new in 2018.10?

* New: Trades+: Total Commission column in All Trades view (requested by abegy)
* New: Performance+: Median Profit % and $ (requested by rbryant)
* Fix: potential error affecting Tail ratio etc. on <=1 trades

Hotfix: 2018.10.1:

* Fix: Performance+: "Error in Visualizer: TabPage: {Performance+}, removing." on no trades

What's new in 2018.12?

* Fix: Combination Correlations: occasional garbled rendering of the correlations table (e.g. when Combo strategy contained heavy losers)

What's new in 2019.07?

* New: Trade Graphs | E-Ratio visualizer (requested by abegy)
* New: Contribution tab: added option to break down performance results by Position Type (long/short) (requested by abegy)

What's new in 2019.08?

* New: Trade Graphs | Streaks visualizer - plots winning/losing streaks and their cumulative profit/loss

* New: Trade Graphs | Missed trades (Drilldown) visualizer - analyze the impact of missed trades on system's equity curve

Based on requests by abegy

What's new in 2020.03?

* New: Performance+: added Upside capture, Downside capture and Capture ratios (requested by abegy)
* New: MS123 Scorecards: added Upside capture, Downside capture and Capture ratios (requested by abegy)
* Change: target platform set to .NET 4.6.2+ to develop against WLD 6.9.22+

What's new in 2020.09?

* New: Portfolio Inspector: added a new tab: "Assets". Basically it's the same "Portfolio by Instrument" as pie chart: