Portfolio TimeMap

Most performance analytics answer one question: how good is this strategy? Net profit, profit factor, drawdown, Sharpe — all of it collapses a strategy’s entire life into a handful of numbers. But for a multi-strategy portfolio, there’s a second question that matters just as much and almost nothing shows you: quand does each strategy en fait trade?

That’s the gap TimeMap fills. It’s a StrategyQuant X ResultsPlugin that turns your portfolio’s order history into a time map — a bird’s-eye view of who was in the market, when, and whether it worked.

Ce qu'il faut faire il shows

TimeMap lays your portfolio out as a heat map plus time:

• One row per strategy, sorted by total time in market — your most-exposed strategies sit at the top.
• Green blocks mark winning trades, red blocks mark losers, positioned exactly where they happened on the timeline.
• A blue equity line overlays the whole thing on the right axis, so you can tie activity to portfolio value.
• An optional orange SPY benchmark (fetched live) shows how a passive buy-and-hold would have done over the same window, normalized to your starting capital.

At a glance you can read the forme of your portfolio’s risk — something no stats table peut express.

Why timing est les hidden risque

Two portfolios can have identical returns and identical drawdowns and still be worlds apart in real-world risk. Les difference est overlap.

If every strategy piles into the market at the same moments, you don’t have ten strategies — you have one strategy wearing ten costumes. When that regime turns, everything drops together. TimeMap makes this instantly visible: a vertical stripe of red across every row during the same period is the classic signature of systemic, correlated risk.

The opposite — strategies that light up at différents times, filling each other’s quiet stretches — is genuine diversification. TimeMap lets you see complementary timing instead of assuming it.

Built pour exploration

The map is interactive, and everything recomputes instantly with no re-backtest:

• Window controls (All / 10y / 5y / 2y / 1y) zoom the time range so you can drill into a specific crisis or era.
• Strategy chips let you toggle individual strategies on and off — the equity curve recalculates on the fly from whatever’s selected, so you can test “what if I dropped this one?” in a click.
• Adjustable starting capital rescales the equity overlay.
• SPY toggle drops the benchmark in or out.
• The map scrolls vertically for large portfolios while the time and value axes stay pinned in place.

Les details que make il usable

TimeMap est a unique self-contained HTML fichier - non Python, non backend, non configuration. Il renders crisp SVG à tous resolution, supports à la fois light et dark SQX skins, et handles portefeuilles avec thousands de commandes without choking. Losing métiers sont drawn premier et gagnants layered sur top, donc a profitable stratégie dit green même où métiers overlap. Instant métiers still show comme thin markers donc nothing disappears.

Les bottom ligne

Stats tell you whether a strategy is good. TimeMap tells you whether your strategies belong together. For anyone building portfolios in StrategyQuant X, it turns an abstract worry — “are these correlated?” - en something vous peut simply regarder à et see.