Export equity curve

PastaPesto · 2021-09-20T09:08:16+00:00

Hi, I am looking at a strategy for several forex pairs and how they perform together. I export the backtest information into excel by drag and drop. The info is per trade, but is there any way of exporting the actual equity curve? That way I could for example see exactly where the drawdown is and put them together to see the total DD for all pairs.

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09/20/2021 at 10:08 AM #177944 quote

PastaPesto
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Hi,

I am looking at a strategy for several forex pairs and how they perform together. I export the backtest information into excel by drag and drop. The info is per trade, but is there any way of exporting the actual equity curve? That way I could for example see exactly where the drawdown is and put them together to see the total DD for all pairs.

09/20/2021 at 11:37 AM #177958 quote

robertogozzi
Moderator

Legend

You can’t export graphical objects, just data.

The solution is to write your own DrawDown & RunUp code.

You can find it here.

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09/20/2021 at 12:15 PM #177962 quote

PastaPesto
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Veteran

Thanks Roberto

I still cant get the data for the DD or equity to excel right? I want to put all the pairs together to see the total DrawDown.

09/20/2021 at 12:24 PM #177966 quote

robertogozzi
Moderator

Legend

Right, but you can GRAPH the drawdown and runup. You will be able to see their values and their curves.

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