Backtest and Portfolio Analytics

We've added a powerful new suite of analytics tools for both single strategy and portfolio backtesting. They can be found under the Analytics tab for the strategy or portfolio.

In addition to more performance and volatility metrics, you can now drill down into performance across different volatility regimes, analyze MFE/MAE, examine reasons for trade close, analyze correlation between strategies, and experiment with allocation and risk scenarios using the interactive position sizing and Monte Carlo risk simulations.