Cumulative P&L
The Cumulative P&L tab shows how your selected algorithms perform together over time.
[GIF placeholder: Switching ranges on cumulative P&L chart]
What you can evaluate
- Equity curve quality: Smoothness, consistency, and recovery after losses.
- Drawdown profile: Depth and duration of pullbacks.
- Time-window behavior: Compare ALL vs shorter time ranges.
- Allocation impact: Validate how quantity changes alter the curve.
How to use this tab
- Enable the algorithms you want to test.
- Set contract sizing and starting balance.
- Switch time range and compare curve behavior.
- Save snapshots to compare different portfolio versions.
- Use findings to adjust sizing before deployment.
[Image placeholder: Cumulative P&L chart with drawdown panel]
Best practices
- Prefer stable long-run behavior over short-lived spikes.
- Evaluate drawdown tolerance before optimizing for return.
- Re-check curve quality after any major allocation change.
Backtested or historical portfolio curves are not guarantees of future performance. Always apply strict risk controls when going live.