Visualizations

Box Plot (Whisker Plot)

A statistical chart describing the distribution of data points using quartiles, highlighting medians and outliers.

More Details

Detailed Analysis: Box Plot

Box Plots are essential for analyzing the consistency and distribution of returns, rather than just averages (which can be skewed by outliers).

Anatomy of a Trade Box Plot

  • The Box: Represents the middle 50% of your trades (Interquartile Range). A tight box means consistent performance.
  • The Line (Median): Your typical result.
  • The Whiskers: The range of typical variation.
  • Dots (Outliers): Trades that fall far outside the normal range. These are your "Black Swans" or "Fat Fingers" that need investigation.

Usage

Use Box Plots in the Pivot Grid to compare PnL distribution across different Days of the Week or Hours of the Day. You might find that while Friday has a high average PnL, the box plot reveals massive volatility (wide range), indicating high risk.

TradesViz Implementation

Generate box plots for any metric (PnL, R-Value, Duration) grouped by any category (Day, Tag, Symbol) using the Pivot Grid.

Where to find it in TradesViz

Pivot Grid > Select data range > Chart button > Box Plot. Available for any numeric metric (PnL, R-Value, Duration, MFE, MAE) grouped by any category. Shows median, quartiles, and outliers for distribution analysis.

Example

Comparing 'Monday' (tight box, consistent) vs 'Friday' (wide box, volatile).

Calculate Your Box Plot (Whisker Plot)
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