Fictional Sharp Losses when TNA split

I have still not received an answer to my request for a clarification as to why the graphs of some of my systems do not seem to match the equity statistics. For example, my IWM2 system lists an equity level of about $18000, while the graph shows about $13000. And yet if you hover on the graph you see the larger figures. Things really worsened on 4/1 when there was a TNA split. My IWM3 curve shows a huge apparent loss (when viewed on the graph) beginning on 4/1.


The 18,000 number your refer to is raw system equity without commissions and fees included. The 13,000 on the graph includes those things.

You appear to be correct in the interpretation of the IWM2 graph, although it is unfortunate that I picked such a small starting equity that even a modest trading frequency appears to kill performance from a commission standpoint. I should have started at $20000 or higher.

I believe that there is a graphing problem, however, and this can be seen on the IWM3 graph (one of my other systems). If you highlight just the 2013 segment of the graph (1/1/13-present) in order to view the graph for just YTD, the ordinate on the graph appears to be wrong. If you look at the peak period in late March you notice firstly that both the with-commissions and without-commissions lines are now effectlively superimposed and the rdinate seems to match up with the with-commissions values, whereas the without-commissions values should be much higher. In other words, the graph with commissions peaks at around $14000 (which is what the ordinate value seems to indicate), but the without-commission values are more like 17000 (if you hover on the graph), and yet they also graph near 14000 because the two graphs have effectively been squeeze together. Is this a glitch caused by the process of limiting a graph to a narrow range? In any event, this makes my IWM3 graph look ultra-terrible at around 4/1/13 when there was a 2:1 TNA split.