The compare section (Analysis → Compare, right after the per-strategy breakdown) puts 2–6
strategies side by side so you can judge how they differ — and how they compensate each other —
without expanding one detail row at a time.
Every number in this section is the same number the per-strategy breakdown shows: metrics are computed on each strategy's real behaviour inside the portfolio (weight, dynamic sizing and compounding active), from the same backend source. The comparison never recomputes anything on its own.
Strategies are picked with the chips at the top. Each chip carries the strategy's colour — the same colour its individual line has in the Workspace charts, assigned by its stable position in the session. Hovering a selected chip highlights that strategy in the radar and the equity chart.
Up to 6 strategies can be compared at once. Each strategy is drawn as a filled area with a coloured interior; from 5 selected the fill is lightened (overlapping translucent fills would otherwise pile up near the centre) but the colour is kept, and hovering a chip brings its area forward. The selection is remembered per session while the browser tab lives.
Hidden strategies can be compared too
A strategy excluded from the portfolio is still selectable: its metrics are computed single-leg (with its own sizing), exactly as in the per-strategy breakdown. It has no curve in the equity overlay and no row in the correlation matrix, so those readings are declared as not available rather than silently dropped.
The radar draws one polygon per selected strategy over six axes:
| Axis | Metric | Direction |
|---|---|---|
| CAGR | annualized growth rate | higher is better |
| Sharpe | Sharpe ratio | higher is better |
| Calmar | CAGR ÷ max drawdown | higher is better |
| Profit factor | gross profits ÷ gross losses | higher is better |
| Max DD | maximum drawdown, % (a value ≤ 0) | closer to zero is better |
| CVaR 95 | expected shortfall of the worst 5% of trading days | lower is better |
Raw metrics live on incompatible scales (a Sharpe near 1.5, a CAGR near 20%, a drawdown near −30%), so the radar plots a normalized score, computed like this:
score = (value − worst) / (best − worst);The radar is a reading aid, not a measurement
The polygon's shape and area are relative to your session roster: they change when strategies enter or leave the session (the reference min–max moves), and a "full" polygon only means "best of this roster", not "objectively good". Read magnitudes from the tooltip and the table — they always show the raw values.
Because the scale is anchored to the roster rather than to the current selection, adding or removing a comparison strategy never reshapes the others.
The table lists the institutional metric set in the same groups as the per-strategy breakdown (performance, risk-adjusted ratios, drawdown and risk, daily distribution), one column per selected strategy, plus the covered period and the sample size.
The best value of each row is underlined in the winning strategy's colour. For risk metrics "best" means least severe: the Max DD closest to zero, the lowest volatility, VaR, CVaR and drawdown duration. Ties are all marked. Rows without a meaningful direction (period, sample size) are not marked.
The equity chart overlays the selected strategies' individual curves — the same series as the Workspace's per-strategy lines, weekday filters included — rebased to cumulative return in % of each curve's own starting value, on the portfolio's date axis. Rebasing puts strategies with different capital footprints on one honest scale, and makes the timing of gains and drawdowns comparable: complementary strategies visibly zig when the others zag.
Below the chart, one row per selected pair lists the Pearson correlation of daily P/L over the full period by default (see Framed period), computed by the same engine as the correlation matrix (pairwise-complete: only days both strategies actually traded). The ρ value is coloured on the same scale as the matrix — red for positive correlation (concentration risk), blue for negative (hedge/diversification), neutral near zero. As a rough guide — the same one the matrix documentation uses — pairs below ≈ 0.2 compensate well, pairs above ≈ 0.6 tend to move together. Pairs involving a hidden strategy read "n/a", since the matrix only covers visible strategies.
This module follows the workspace's reading calendar, like the Metrics ledger and the Monthly P&L grid. Turn on align starting capital in the workspace and pick a range: radar, table, curves and ρ all move to the framed window together, with a band above them naming the active period. A comparison whose panels covered different stretches would not be a comparison at all — that is why they move as one and never separately.
Inside a window:
Without that checkbox the range selector is a pure zoom and this module stays on the full history.
Next: freeze whole configurations and overlay them with Variants & comparison — comparison at the portfolio level rather than between single strategies.