Analytics charts
The six Analytics charts explained: equity curve vs SPX, drawdown profile, margin usage over time, monthly returns, strategy correlation, and entry time × weekday P/L.
Below the KPI cards, the Analytics section plots the same combined portfolio from six angles. Each chart answers one specific question.
Screenshots for this page land with the full docs screenshot pass — the charts are live in the Workbench today.
Equity Curve
"How did the portfolio grow — and against what?" The combined equity line over the analysis period, with an SPX benchmark overlay (toggle it in the legend) and optional per-family group lines (METF, Put-only, Call-only, MEIC — off by default). A drag-handle range selector under the chart zooms into any stretch. The footer summarizes where the portfolio ended versus SPX.
Drawdown Profile
"How deep were the valleys, and when?" The running decline from the equity peak, drawn as a filled area, with the deepest trough marked and dated. A %/$ toggle in the legend switches between percent of account and dollar terms — the $ view is the one to compare against your own tolerance.
Margin Usage Over Time
"How much capital was actually deployed, day by day?" The concurrent max-loss margin summed across strategies for each trading day, as a % of your account, with the peak called out in the footer. Low stretches mean fewer strategies held positions those days. Note this chart sums without call/put netting — it deliberately shows the gross deployment rhythm.
Monthly Returns
"What did the months look like?" A year × month heatmap, green for positive, red for negative, with a yearly total column. The legend switches the metric: Return %, P/L, Avg/trade, or Trades. Hovering a cell shows all of them at once. The Trades view is underrated — it shows where the portfolio was actually active versus idle.
Strategy Correlation
"Do my picks actually diversify each other?" Two views, toggled in the legend:
- Heatmap — the full strategy × strategy correlation matrix, ordered by family; red cells (≥ 0.7) move together, teal cells offset each other.
- Top pairs — the eight most-correlated pairs as a ranked list, which is usually the faster read: these are the pairs where you're holding one bet twice.
Correlation is scale-invariant — it doesn't change with contract counts. Two strategies remain 0.9-correlated whether you hold 1 or 10 contracts; only which strategies you hold changes it.
Entry Time × Day of Week — P/L
"When was the money actually made?" A grid of entry times × Mon–Fri, each cell shaded by its total P/L, with row, column and grand totals. It shows whether the portfolio's results concentrate in specific times or weekdays — concentration you may not want, or an insight into where the edge lives. Remember it's descriptive history over the selected window, not a schedule of future profitability.