After running a simulation with ElasticSearch as the designated ouput, there's a set of Grafana dashboards (graphs & tables) included in the Systematic-Trading project that can be used for visualisations, but it requires creating specific data sources.
Create these data sources using '+Add data srouce' from the Grafana's 'Data Source' menu
| Name | Type | index Name | Time Field Name | Version | Group By Time Interval |
|---|---|---|---|---|---|
| Brokerage | ElasticSearch | brokerage | transaction_date | 5x | 1d |
| Cash | ElasticSearch | cash | transaction_date | 5x | 1d |
| Equity | ElasticSearch | equity | transaction_date | 5x | 1d |
| Networth | ElasticSearch | networth | event_date | 5x | 1d |
| Order | ElasticSearch | order | transaction_date | 5x | 1d |
| Return On Investment | ElasticSearch | return-on-investment | start_date_inclusive | 5x | 1d |
| Signal-Analysis | ElasticSearch | signal-analysis | signal_date | 5x | 1d |
Import these dashboards by using Grafana's import options
- Grafana Icon > Dashboards > Import > 'Upload .json File'
The executed purchase orders for each strategy, by their total value (excluding fees).
The executed purchase orders for each strategy, by the amount of equity acquired (excluding fees).
Sum of all the transaction fees accrued by each strategy over the course of the simulation.
Daily return on investment; networth change for each strategy on every trading day.
Monthly return on investment; sum of the daily networth changes over the course of one month.
Each strategies networth (sum of cash and equity value) at the end of the simulation.
The order events placed by the strategies, this is separate to the actual orders executed (as additional logic and variables may come into play).
When each of the indicator configurations used in any of the strategies signals occurred.
The number of strategies executed.
Annual return on investment; sum of the daily changes over the course of one month.