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Category
Settings
Description
Add per-calendar-year statistic columns to results windows
Syntax
ResultsByYear: list
where list is any combination of ROR, MaxDD, and Trades (comma-separated), or None
Choices
None - no per-year columns (the default)
ROR - rate of return for each calendar year
MaxDD - maximum drawdown within each calendar year
Trades - number of trades (exits) closed in each calendar year
Notes
When one or more metrics are specified, a band of columns is added to the right of the results window, with one column per metric per calendar year that the test spans (e.g. ROR 2018, ROR 2019, ..., MaxDD 2018, ...).
The per-year values are computed from the same combined-strategy statistics used to build the Combined Monthly Percent Gains report table, so they match that report: ROR is compounded via the year's TWEQ ratio (or non-compounded as year P&L over starting equity when compounding is off), MaxDD resets each calendar year, and Trades counts the year's exits.
These columns are recomputed from stored statistics at display time; nothing is added to the RTR file, and enabling them adds the columns to every open results window. The generic list-to-CSV export (SaveTestListAs) includes the per-year columns.
ResultsByYear can be set three ways, in increasing precedence: the RealTest.ini default, the Outputs menu "Results By Year" toggles (applied live to open windows, so columns can be added to existing or optimization output after the fact), and a script's ResultsByYear: setting.
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