A Drop-In Table for Monthly Strategy Performance

Summary

This document presents a reusable charting-script component for displaying a strategy’s monthly performance in a table. The component reads strategy equity and closing prices, with options to show returns as percentages, net profit, or both. It can include a buy-and-hold comparison, highlight the strongest and weakest months, add a summary row, and limit the years displayed. Layout, text size, color theme, and cell-color scaling are configurable.

The example script uses a simple RSI-based signal so the table can run on its own, but the document identifies that signal as a placeholder rather than the subject of the publication. It sets example strategy assumptions for capital, position sizing, commissions, and slippage; those affect the displayed strategy results. The buy-and-hold comparison omits commission and slippage, so it is not cost-matched to the strategy. The excerpt explains display features and some interpretation choices, including caution about annualizing periods shorter than a year, but gives no actual monthly results or evidence that any trading strategy is profitable.

Key ideas

• The table summarizes strategy equity changes by month and can display percentages, net profit, or both.
• A buy-and-hold column provides a reference return for the same symbol and period.
• Display options include year limits, best and worst month highlighting, and a summary row.
• The demonstration RSI signal is only an example and is not the performance table’s focus.
• The buy-and-hold comparison excludes trading costs, so it is not directly cost-equivalent to the strategy.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.