dividends and the equity curve
Author: wphill
Creation Date: 9/25/2010 3:45 PM
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wphill

#1
I am optimizing for parameter values on a data set of symbols that are dividend specific.
I have checked off the box for dividends to be displayed in the performance findings. That works fine.
The unknown is whether or not the dividends are reflected on the equity curve chart...both for the
parameter values used and for the benchmark (spy). Also, is there a metric on one of the scorecards
that reflect percentage of dividends within the annual return? My primary issue, though, is being able to judge
performance of a given strategy over time...six years in this case...when compared to the benchmark. I suspect that
dividends are not showing up in the green coded shading of the strategy equity curve chart, but do show up in metrics like apr% et al. Yes..no?
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Eugene

#2
If "Apply dividends to backtest results" was selected, dividends will be reflected in the equity curve. But there doesn't seem to be a metric that reflects percentage of dividends within the annual return (although the visualizer API returns the amount of dividends paid). As a workaround, this number could be easily derived manually.
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